# EDGAR Filing Document

**Accession Number:** 0000837274
**File Stem:** 0002071691-26-003944
**Filing Date:** 2026-2
**Character Count:** 506658
**Document Hash:** 7468886bdf6a14df16779848cece2fc9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-003944.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0002071691-26-003944

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000837274

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05583
- **FILM NUMBER:** 26675063

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN VALUEMARK FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN VALUEMARK ANNUITY FUNDS
- **DATE OF NAME CHANGE:** 19881129

## Series and Classes Contracts Data

### Franklin Allocation VIP Fund (Series ID: S000017299)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000047853 | Class 1      |  |
| C000047854 | Class 2      |  |
| C000061795 | Class 4      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Templeton Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-05583

- **c. CIK number of Registrant:** 0000837274

- **d. LEI of Registrant:** 549300PIBKZH7YTTWU55

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin Allocation VIP Fund

- **b. EDGAR series identifier (if any):** S000017299

- **c. LEI of Series:** 549300R5W9YDCLEGMF76

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $552903381.67

**Total Liabilities:** $904710.35

**Net Assets:** $551998671.32

**Cash Not Reported:** $2572656.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -107.92000000 | **1-Year:** -9695.37000000 | **5-Year:** -27926.29000000 | **10-Year:** -39004.15000000 | **30-Year:** -46469.20000000

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

- **3-Month:** -6.29000000 | **1-Year:** -691.12000000 | **5-Year:** 2246.48000000 | **10-Year:** -355.30000000 | **30-Year:** -298.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047853 | 1.09%                | 0.36%                | 0.36%                |
| Class ID C000047854 | 1.10%                | 0.36%                | 0.36%                |
| Class ID C000061795 | 1.23%                | 0.17%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2544563.56              | $2828943.39                                |
| Month 2  | $2453831.26              | $-1717527.82                               |
| Month 3  | $2222649.21              | $-1034094.95                               |

**Designated Index Information**

- **Index Name:** Linked Allocation VIP Benchmark

- **Index Identifier:** HB10443

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT, Inc.                                                                             | ADT, Inc.                                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        620 | NS      | $5003.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      26917 | NS      | $668618.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96171.44     | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     740000 | PA      | $582674.47    | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $426884.02    | 0.08%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                   | Abbott Laboratories                                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       5388 | NS      | $675062.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5281 | NS      | $1206655.69   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                          | AbbVie, Inc.                                                                          | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     430000 | PA      | $398525.90    | 0.07%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                           | Adobe, Inc.                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       4634 | NS      | $1621853.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     450000 | PA      | $436391.79    | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $135492.86    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                          | Advanced Micro Devices, Inc.                                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |         90 | NS      | $19274.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow plc                                                                    | Barratt Redrow plc                                                                    | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |     107164 | NS      | $550521.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                            | Agilent Technologies, Inc.                                                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       2384 | NS      | $324390.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                                          | Airbnb, Inc., Class A                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       4699 | NS      | $637748.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                      | Air Products and Chemicals, Inc.                                                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       1980 | NS      | $489099.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                             | Airbus SE                                                                             | CUSIP: 009279100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       8415 | NS      | $487396.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                           | Aker BP ASA                                                                           | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     400000 | PA      | $387234.62    | 0.07%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                                 | Albertsons Cos., Inc., Class A                                                        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       1593 | NS      | $27351.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     260000 | PA      | $281401.34    | 0.05%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.                                                   | Allison Transmission Holdings, Inc.                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        187 | NS      | $18307.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                                  | Allstate Corp. (The)                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        346 | NS      | $72019.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                                  | Allstate Corp. (The)                                                                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164864.52    | 0.03%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class C                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       6700 | NS      | $2102460.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      17771 | NS      | $5562323.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc.                                                                        | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196335.91    | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                    | Altria Group, Inc.                                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      12888 | NS      | $743122.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      25380 | NS      | $5858211.60   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     230000 | PA      | $174621.21    | 0.03%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                            | Hess Corp.                                                                            | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     150000 | PA      | $173753.85    | 0.03%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                  | American Airlines Pass-Through Trust, Series 2016-3, Class A                          | CUSIP: 023771S25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315238 | PA      | $302766.49    | 0.05%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       1386 | NS      | $159819.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc., Series C                                           | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99320.54     | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc., Series D                                           | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34405.52     | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         19 | NS      | $7029.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     225000 | PA      | $231926.96    | 0.04%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123477.53    | 0.02%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                       | BAE Systems plc                                                                       | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      15567 | NS      | $358275.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                    | American International Group, Inc.                                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       7983 | NS      | $682945.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        170 | NS      | $29846.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205134.43    | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120061.99    | 0.02%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                         | Cencora, Inc.                                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        231 | NS      | $78020.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP plc                                                                          | RS Group plc                                                                          | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |      67000 | NS      | $561737.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                                          | AMETEK, Inc.                                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       1778 | NS      | $365041.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       2902 | NS      | $949853.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186610.53    | 0.03%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103546.03    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     350000 | PA      | $352244.84    | 0.06%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                        | Amphenol Corp., Class A                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      12098 | NS      | $1634923.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                                        | Amphenol Corp.                                                                        | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148468.82    | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                                  | Analog Devices, Inc.                                                                  | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     185000 | PA      | $136556.15    | 0.02%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                                  | Anheuser-Busch InBev Worldwide, Inc.                                                  | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153510.20    | 0.03%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                                  | Anheuser-Busch InBev Worldwide, Inc.                                                  | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $341928.90    | 0.06%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                               | Aon North America, Inc.                                                               | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $69696.79     | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                             | APA Corp.                                                                             | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      29360 | NS      | $718145.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      23684 | NS      | $6438732.24   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     500000 | PA      | $294573.91    | 0.05%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                        | AppLovin Corp., Class A                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        717 | NS      | $483128.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                                                      | AptarGroup, Inc.                                                                      | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55489.43     | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                               | Arch Capital Group Ltd.                                                               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     155000 | PA      | $115262.92    | 0.02%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                            | Archer-Daniels-Midland Co.                                                            | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       6024 | NS      | $346319.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                             | Argenx SE                                                                             | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       1040 | NS      | $874588.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                                 | Arista Networks, Inc.                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        821 | NS      | $107575.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma plc                                                                             | Halma plc                                                                             | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |       1539 | NS      | $73048.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                                | Standard Chartered plc                                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      61226 | NS      | $1493941.41   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ARM Holdings plc                                                                      | ARM Holdings plc                                                                      | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |        832 | NS      | $90945.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                                                              | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     150000 | PA      | $165617.43    | 0.03%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                              | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207815.34    | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                              | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     260000 | PA      | $262888.99    | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                      | Ascension Health                                                                      | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $138789.92    | 0.03%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                 | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209809.95    | 0.04%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                                   | Imperial Brands plc                                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       7835 | NS      | $328993.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      13394 | NS      | $1231310.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178414.87    | 0.03%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                 | Athene Global Funding                                                                 | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150577.03    | 0.03%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                   | Athene Holding Ltd.                                                                   | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     115000 | PA      | $111972.63    | 0.02%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                        | Autodesk, Inc.                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       2014 | NS      | $596164.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                       | Automatic Data Processing, Inc.                                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        165 | NS      | $42442.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                        | AutoZone, Inc.                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         23 | NS      | $78004.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                          | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     100000 | PA      | $100574.00    | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                          | Avolon Holdings Funding Ltd.                                                          | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198225.44    | 0.04%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                     | HSBC Holdings plc                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      76116 | NS      | $1197756.88   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                                  | BBCMS Mortgage Trust, Series 2025-5C37, Class AS                                      | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127000 | PA      | $129742.82    | 0.02%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                     | BAT Capital Corp.                                                                     | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     380000 | PA      | $377998.60    | 0.07%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                       | BAE Systems plc                                                                       | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201425.01    | 0.04%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                     | BAT Capital Corp.                                                                     | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      93000 | PA      | $85726.06     | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                                    | Barclays Commercial Mortgage Trust, Series 2019-C3, Class A2                          | CUSIP: 05550MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31279 | PA      | $30901.04     | 0.01%             | 2052-05-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                                  | BBCMS Mortgage Trust, Series 2023-C21, Class A3                                       | CUSIP: 05553WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $64087.90     | 0.01%             | 2056-09-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                               | BPCE SA                                                                               | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $245976.43    | 0.04%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                                | BWX Technologies, Inc.                                                                | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       2718 | NS      | $469779.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Mortgage Trust                                                                     | BX Mortgage Trust, Series 2021-PAC, Class A                                           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230000 | PA      | $229380.08    | 0.04%             | 2036-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                              | BX Trust, Series 2022-IND, Class A                                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190684 | PA      | $191008.06    | 0.03%             | 2037-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                          | BX Commercial Mortgage Trust, Series 2022-LP2, Class A                                | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34011 | PA      | $33976.97     | 0.01%             | 2039-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                              | BX Trust, Series 2025-VOLT, Class A                                                   | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100243.96    | 0.02%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.                             | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.                             | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $227050.43    | 0.04%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                        | Baltimore Gas and Electric Co.                                                        | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169377.11    | 0.03%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       1642 | NS      | $90310.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198978.61    | 0.04%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178932.25    | 0.03%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183581.63    | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      58000 | PA      | $54635.70     | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1330424.84   | 0.24%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     225000 | PA      | $234463.07    | 0.04%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     825000 | PA      | $851867.70    | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156361.13    | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                           | BANK5 Trust, Series 2025-5YR17, Class AS                                              | CUSIP: 06211GAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $82577.15     | 0.01%             | 2058-11-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                   | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       2343 | NS      | $271998.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                                  | BANK, Series 2019-BN18, Class A2                                                      | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67000 | PA      | $65583.04     | 0.01%             | 2062-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                           | BANK5 Trust, Series 2025-5YR15, Class XA                                              | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     625655 | PA      | $30530.14     | 0.01%             | 2058-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                           | BANK5 Trust, Series 2025-5YR13, Class XA                                              | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2798714 | PA      | $109747.11    | 0.02%             | 2058-01-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     230000 | PA      | $234418.12    | 0.04%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Persimmon plc                                                                         | Persimmon plc                                                                         | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |      33227 | NS      | $607348.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                               | Bath & Body Works, Inc.                                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |          4 | NS      | $80.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                                                        | Prudential plc                                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      57613 | NS      | $886265.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                            | Baxter International, Inc.                                                            | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     480000 | PA      | $418393.39    | 0.08%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                               | Bayer US Finance II LLC                                                               | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400512.11    | 0.07%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       2290 | NS      | $444420.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beignet Investor LLC                                                                  | Beignet Investor LLC                                                                  | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $185046.51    | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SSE plc                                                                               | SSE plc                                                                               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      36073 | NS      | $1057585.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                                                | BP plc                                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     152334 | NS      | $888406.39    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2019-B13, Class A2                                   | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193585 | PA      | $187282.07    | 0.03%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2020-B17, Class A2                                   | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87652 | PA      | $83091.38     | 0.02%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2019-B14, Class A2                                   | CUSIP: 08162YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49390 | PA      | $47926.42     | 0.01%             | 2062-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2025-V18, Class XA                                   | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     999887 | PA      | $52796.82     | 0.01%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                         | Berkshire Hathaway Energy Co.                                                         | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $261643.94    | 0.05%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                      | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     125000 | PA      | $96285.20     | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                              | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       1682 | NS      | $845457.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                                                    | Best Buy Co., Inc.                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       2432 | NS      | $162773.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                                                          | Biogen, Inc.                                                                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       1283 | NS      | $225795.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                                                           | BioNTech SE                                                                           | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |       3000 | NS      | $285600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                                                      | Blackstone, Inc.                                                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       2333 | NS      | $359608.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                                       | BlackRock, Inc.                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        287 | NS      | $307187.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funding, Inc.                                                               | BlackRock Funding, Inc.                                                               | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $143895.19    | 0.03%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                    | BMO Mortgage Trust, Series 2024-5C8, Class AS                                         | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82000 | PA      | $85269.64     | 0.02%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                    | BMO Mortgage Trust, Series 2025-5C11, Class XA                                        | CUSIP: 096941AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1847220 | PA      | $83553.85     | 0.02%             | 2058-07-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                    | BMO Mortgage Trust, Series 2025-5C11, Class AS                                        | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103000 | PA      | $107276.42    | 0.02%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       4100 | NS      | $890192.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $112845.66    | 0.02%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163831.67    | 0.03%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182078.78    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     350000 | PA      | $357596.17    | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     195000 | PA      | $215808.47    | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                                | Booking Holdings, Inc.                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        233 | NS      | $1247791.89   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                                       | AstraZeneca plc                                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      12813 | NS      | $2371165.43   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                      | BorgWarner, Inc.                                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        341 | NS      | $15365.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                                               | Boston Scientific Corp.                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       1116 | NS      | $106410.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                                                                     | Boyd Gaming Corp.                                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |        676 | NS      | $57622.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      17286 | NS      | $932406.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                              | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     150000 | PA      | $122697.62    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      15463 | NS      | $5351744.30   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                                        | Broadcom, Inc.                                                                        | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     285000 | PA      | $289803.32    | 0.05%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     315000 | PA      | $282707.34    | 0.05%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20497.93     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                   | Brown & Brown, Inc.                                                                   | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30780.22     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                       | Brunswick Corp.                                                                       | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191236.97    | 0.03%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                       | Brunswick Corp.                                                                       | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207145.95    | 0.04%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                              | Bunge Ltd. Finance Corp.                                                              | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18857.46     | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                      | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $317795.89    | 0.06%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                      | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $44391.73     | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                      | CBRE Group, Inc., Class A                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        240 | NS      | $38589.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Mortgage Trust                                                                     | CD Mortgage Trust, Series 2016-CD1, Class A4                                          | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137000 | PA      | $134948.97    | 0.02%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                          | CF Industries Holdings, Inc.                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       5382 | NS      | $416243.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                             | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $69561.77     | 0.01%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                     | Cigna Group (The)                                                                     | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     250000 | PA      | $198186.57    | 0.04%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                     | Cigna Group (The)                                                                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181112.38    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                      | CMS Energy Corp.                                                                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       1037 | NS      | $72517.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A3                           | CUSIP: 12595JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41643 | PA      | $41575.37     | 0.01%             | 2050-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                             | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     215000 | PA      | $191735.53    | 0.03%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                       | CSL Finance plc                                                                       | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $295009.43    | 0.05%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                       | CSL Finance plc                                                                       | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     255000 | PA      | $262069.60    | 0.05%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      17700 | NS      | $1404672.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     435000 | PA      | $406677.27    | 0.07%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90527.62     | 0.02%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                      | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     161000 | PA      | $164389.89    | 0.03%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                        | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                            | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139706.27    | 0.03%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                          | Cadence Design Systems, Inc.                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         97 | NS      | $30320.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                          | CaixaBank SA                                                                          | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $203041.38    | 0.04%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                       | Canadian Natural Resources Ltd.                                                       | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $188793.39    | 0.03%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                                     | Canadian Pacific Kansas City Ltd.                                                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       3076 | NS      | $226485.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       4760 | NS      | $1153633.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134635.91    | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207297.75    | 0.04%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                           | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208849.74    | 0.04%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                 | Cardinal Health, Inc.                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       2993 | NS      | $615061.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                                                   | Carlisle Cos., Inc.                                                                   | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25528.85     | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     165000 | PA      | $162649.51    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     120000 | PA      | $123510.84    | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                           | Carvana Co., Class A                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        211 | NS      | $89046.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        470 | NS      | $269248.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                                     | Caterpillar, Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207424.20    | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $355271.59    | 0.06%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $32047.74     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $69505.76     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $94235.47     | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $420851.12    | 0.08%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $49900.64     | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                 | Cheniere Energy, Inc.                                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       1677 | NS      | $325992.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                                                 | Cheniere Energy, Inc.                                                                 | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51892.29     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                         | Chevron Corp.                                                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        360 | NS      | $54867.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                          | Chipotle Mexican Grill, Inc., Class A                                                 | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      14080 | NS      | $520960.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                   | Cisco Systems, Inc.                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       5317 | NS      | $409568.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                   | Cisco Systems, Inc.                                                                   | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     330000 | PA      | $339696.19    | 0.06%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                                          | Cintas Corp.                                                                          | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        832 | NS      | $156474.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       3494 | NS      | $407714.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     465000 | PA      | $462176.54    | 0.08%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     400000 | PA      | $370765.70    | 0.07%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     360000 | PA      | $369503.16    | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127085.22    | 0.02%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                           | Citibank NA                                                                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $514517.03    | 0.09%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                       | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     285000 | PA      | $261149.21    | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                   | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A2                       | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54834 | PA      | $52746.82     | 0.01%             | 2053-02-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                  | Cognizant Technology Solutions Corp., Class A                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |          1 | NS      | $83.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                                 | Colgate-Palmolive Co.                                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       2972 | NS      | $234847.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                                                    | United Airlines Pass-Through Trust, Series 2020-1, Class B                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      68738 | PA      | $68740.04     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                      | Amazon.com, Inc.                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      11930 | NS      | $2753682.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      15853 | NS      | $473846.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                         | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     400000 | PA      | $292828.97    | 0.05%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                      | Air Products and Chemicals, Inc.                                                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       5139 | NS      | $1269435.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       3731 | NS      | $1380283.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co.                                                               | Commonwealth Edison Co.                                                               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     225000 | PA      | $179497.35    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp., Class A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      27187 | NS      | $812619.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                           | Apple, Inc.                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       7565 | NS      | $2056620.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                     | Compass Datacenters Issuer II LLC, Series 2024-1A, Class A1                           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $145856.70    | 0.03%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                     | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                           | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     192000 | PA      | $191901.25    | 0.03%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                              | Berkshire Hathaway, Inc., Class B                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       2968 | NS      | $1491865.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                        | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        200 | NS      | $18722.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                                                                | Becton Dickinson & Co.                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       4468 | NS      | $867104.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                             | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        715 | NS      | $71013.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     300000 | PA      | $320354.25    | 0.06%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                   | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     350000 | PA      | $379620.48    | 0.07%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sempra, Inc.                                                                          | Sempra, Inc.                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      12490 | NS      | $1102742.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                                                              | Cooperatieve Rabobank UA                                                              | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     105000 | PA      | $105650.14    | 0.02%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     150000 | PA      | $159257.35    | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      10781 | NS      | $3473853.82   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                                                         | Corteva, Inc.                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       2570 | NS      | $172267.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                                | Costco Wholesale Corp.                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        538 | NS      | $463938.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     300000 | PA      | $306321.54    | 0.06%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $210583.39    | 0.04%             | 2029-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                           | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       1529 | NS      | $711856.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                            | Crowdstrike Holdings, Inc., Class A                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        314 | NS      | $147190.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                                                                  | Crown Holdings, Inc.                                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       1308 | NS      | $134684.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP                                                       | Enterprise Products Partners LP                                                       | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |      39066 | NS      | $1252455.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      32188 | NS      | $1770340.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                      | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       1243 | NS      | $329283.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                                  | Curtiss-Wright Corp.                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        583 | NS      | $321390.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                                       | DR Horton, Inc.                                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        397 | NS      | $57179.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Electric Co.                                                                      | DTE Electric Co.                                                                      | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25708.90     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                    | DT Midstream, Inc.                                                                    | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103835.02    | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                         | Danaher Corp.                                                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       2712 | NS      | $620831.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                       | Danske Bank A/S                                                                       | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     400000 | PA      | $406290.00    | 0.07%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                       | Danske Bank A/S                                                                       | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $207867.32    | 0.04%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                          | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      24450 | NS      | $4559925.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                                         | Datadog, Inc., Class A                                                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       1340 | NS      | $182226.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                                                                     | WW Grainger, Inc.                                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        589 | NS      | $594330.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       2865 | NS      | $985846.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                                           | Deere & Co.                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       2279 | NS      | $1061034.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                                                             | Illinois Tool Works, Inc.                                                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       2514 | NS      | $619198.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                           | Intel Corp.                                                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      22592 | NS      | $833644.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                     | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       7516 | NS      | $1555436.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                           | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183926.43    | 0.03%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                           | Dick's Sporting Goods, Inc.                                                           | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     225000 | PA      | $164575.65    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                                 | Walt Disney Co. (The)                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       4812 | NS      | $547461.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                                        | DocuSign, Inc., Class A                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       2243 | NS      | $153421.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                                                  | Dollar General Corp.                                                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       2697 | NS      | $358080.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                                     | Dollar Tree, Inc.                                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       2446 | NS      | $300882.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                           | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       6977 | NS      | $1294373.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                       | Martin Marietta Materials, Inc.                                                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       2065 | NS      | $1285792.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       6850 | NS      | $3312797.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                                         | Dropbox, Inc., Class A                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       1629 | NS      | $45286.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        635 | NS      | $74428.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                                | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     230000 | PA      | $238703.31    | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                               | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     350000 | PA      | $332743.20    | 0.06%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                         | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       1221 | NS      | $175237.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Finance BV                                                                        | EDP Finance BV                                                                        | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $190549.71    | 0.03%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                        | ConocoPhillips                                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      12863 | NS      | $1204105.43   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                                   | EOG Resources, Inc.                                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       1465 | NS      | $153839.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                               | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       2554 | NS      | $581596.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                       | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     290000 | PA      | $306406.78    | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                            | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       5502 | NS      | $1595910.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                                            | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      10529 | NS      | $1051952.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                          | Ecolab, Inc.                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       1316 | NS      | $345476.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                            | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       1470 | NS      | $476324.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                         | Chevron Corp.                                                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8011 | NS      | $1220956.51   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                              | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $206716.28    | 0.04%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                         | Stryker Corp.                                                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       1390 | NS      | $488543.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                                                 | Electronic Arts, Inc.                                                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       1113 | NS      | $227419.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      11470 | NS      | $1075427.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                                              | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       1321 | NS      | $748161.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                        | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        733 | NS      | $424736.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       2486 | NS      | $820653.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     525000 | PA      | $464534.09    | 0.08%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308742.41    | 0.06%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                         | Enel Finance International NV                                                         | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $180022.18    | 0.03%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                                       | Enterprise Products Partners LP                                                       | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |          8 | NS      | $256.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                   | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                         | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43618 | PA      | $43523.41     | 0.01%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         47 | NS      | $36009.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio LP                                                                    | Essex Portfolio LP                                                                    | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     400000 | PA      | $357307.50    | 0.06%             | 2032-03-15      | Fixed         | 2.65%                 | 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      | $6620.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                                            | Etsy, Inc.                                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        163 | NS      | $9036.72      | 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      | $5243.57      | 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      | $1715.81      | 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      | $3947.96      | 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      | $18680.50     | 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      | $-182238.72   | -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      | $-7428.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     325000 | PA      | $322111.87    | 0.06%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                        | Exelixis, Inc.                                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       2561 | NS      | $112248.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                                                   | Expedia Group, Inc.                                                                   | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1367 | NS      | $387284.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                     | Exxon Mobil Corp.                                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       8550 | NS      | $1028907.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                     | Exxon Mobil Corp.                                                                     | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     190000 | PA      | $149164.84    | 0.03%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       4306 | NS      | $2842347.54   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                                                      | Fair Isaac Corp.                                                                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        200 | NS      | $338124.00    | 0.06%             |  |  |  | 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      | $-13194.96    | -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      | $-2648.86     | -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      | $6960.79      | 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      | $17614.71     | 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      | $-21489.49    | -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      | $9828.18      | 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      | $5482.47      | 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      | $-14725.76    | -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      | $16804.71     | 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      | $11208.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                                          | Fastenal Co.                                                                          | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      16355 | NS      | $656326.15    | 0.12%             |  |  |  | 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      | $-3494.07     | -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      | $7060.67      | 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      | $-1972.11     | -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      | $4138.56      | 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      | $18938.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 31329NPB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     398736 | PA      | $385418.95    | 0.07%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132AC3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     275386 | PA      | $273865.23    | 0.05%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 15 Year                                                                   | CUSIP: 3132CXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     157476 | PA      | $145975.64    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 15 Year                                                                   | CUSIP: 3132D53K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25983 | PA      | $25226.26     | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 15 Year                                                                   | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     384766 | PA      | $348613.11    | 0.06%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     205883 | PA      | $166696.36    | 0.03%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DSBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172321 | PA      | $164432.61    | 0.03%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     811622 | PA      | $659209.15    | 0.12%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DVK20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     991561 | PA      | $929877.80    | 0.17%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     204069 | PA      | $165651.06    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     721051 | PA      | $586098.30    | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     218624 | PA      | $208764.88    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     208854 | PA      | $169437.28    | 0.03%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     250297 | PA      | $250805.68    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.03         | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     919060 | PA      | $920787.81    | 0.17%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3132DWJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185011 | PA      | $176032.68    | 0.03%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                              | CUSIP: 3132XCSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     263115 | PA      | $262455.32    | 0.05%             | 2049-01-01      | Fixed         | 4.50%                 | 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      | $-9838.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133BBSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     187597 | PA      | $166201.26    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                                  | FFCB                                                                                  | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |     150000 | PA      | $120908.73    | 0.02%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KHSV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     378363 | PA      | $340669.62    | 0.06%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     425555 | PA      | $364078.44    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.04         | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | 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      | $2235.76      | 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      | $8812.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                                          | Barclays plc                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      65413 | NS      | $418717.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QCXK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130543 | PA      | $129762.76    | 0.02%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251390 | PA      | $226303.62    | 0.04%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140W1G56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     448125 | PA      | $466820.89    | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140X5SU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110334 | PA      | $104077.49    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140X9JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45014 | PA      | $43752.14     | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                         | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185784 | PA      | $176342.73    | 0.03%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140XMPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     454991 | PA      | $472023.12    | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                         | CUSIP: 3140XQQ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204372 | PA      | $207137.71    | 0.04%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 3140Y67G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388754 | PA      | $406390.48    | 0.07%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     892947 | PA      | $726935.38    | 0.13%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329356 | PA      | $293394.54    | 0.05%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427326 | PA      | $347746.27    | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                         | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223725 | PA      | $207247.69    | 0.04%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     435892 | PA      | $387487.21    | 0.07%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306751 | PA      | $249339.11    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1029962 | PA      | $878078.65    | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     567821 | PA      | $484760.86    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     905455 | PA      | $771507.99    | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                         | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155891 | PA      | $144503.26    | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393754 | PA      | $320797.78    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91331 | PA      | $77479.03     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.04         | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128409 | PA      | $125898.51    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                         | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     376666 | PA      | $387695.92    | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                   | CUSIP: 31427MW56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1023582 | PA      | $1047700.58   | 0.19%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 15 Year                                                                   | CUSIP: 3142JCA91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96233 | PA      | $96319.01     | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | 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      | $-1175.47     | -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      | $-8359.79     | -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      | $688.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                   | Fifth Third Bancorp                                                                   | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209974.72    | 0.04%             | 2032-01-29      | Fixed         | 5.63%                 | 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      | $-631.13      | -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      | $-6183.33     | -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      | $-3151.70     | -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      | $-2792.47     | -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      | $-2875.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                                                                              | Next plc                                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       2822 | NS      | $519530.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                               | Duke Energy Florida LLC                                                               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $223329.92    | 0.04%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                        | Ford Motor Co.                                                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      49656 | NS      | $651486.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC                                                                 | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212294.39    | 0.04%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                 | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $418893.82    | 0.08%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                             | Fox Corp., Class A                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        480 | NS      | $35073.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                                             | Fox Corp.                                                                             | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      85000 | PA      | $93904.04     | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                             | Orange SA                                                                             | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120395.58    | 0.02%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     131331 | PA      | $119360.85    | 0.02%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97439 | PA      | $84278.08     | 0.02%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     116380 | PA      | $96533.27     | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     242561 | PA      | $209488.11    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     260717 | PA      | $240281.08    | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     225069 | PA      | $194381.16    | 0.04%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     694678 | PA      | $575988.83    | 0.10%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     483278 | PA      | $435106.62    | 0.08%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     305340 | PA      | $263707.51    | 0.05%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     437101 | PA      | $428353.32    | 0.08%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109264 | PA      | $111169.28    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.02         | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     396604 | PA      | $377492.10    | 0.07%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     323659 | PA      | $327597.73    | 0.06%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     231198 | PA      | $235893.84    | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     224175 | PA      | $228933.87    | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     365374 | PA      | $366202.21    | 0.07%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172402 | PA      | $177185.26    | 0.03%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     185313 | PA      | $189249.08    | 0.03%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59923 | PA      | $61195.71     | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     134574 | PA      | $137696.59    | 0.02%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43058 | PA      | $43932.79     | 0.01%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70316 | PA      | $71809.20     | 0.01%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     125086 | PA      | $127741.42    | 0.02%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     220598 | PA      | $225078.25    | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     286308 | PA      | $286136.33    | 0.05%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76005 | PA      | $76930.39     | 0.01%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     175747 | PA      | $178050.16    | 0.03%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618N5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86857 | PA      | $88719.08     | 0.02%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35604 | PA      | $36327.62     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618N5PE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     345810 | PA      | $314967.39    | 0.06%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                       | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     600051 | PA      | $612804.06    | 0.11%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                               | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $29906.53     | 0.01%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2019-GC42, Class A2                              | CUSIP: 36257UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106241 | PA      | $103702.66    | 0.02%             | 2052-09-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                                 | Haleon US Capital LLC                                                                 | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     800000 | PA      | $762173.21    | 0.14%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                                | General Dynamics Corp.                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       4263 | NS      | $1435181.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                                          | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       3671 | NS      | $1130778.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                                                    | General Motors Co.                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      13327 | NS      | $1083751.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210748.76    | 0.04%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     360000 | PA      | $365334.92    | 0.07%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                    | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30049.44     | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                     | Georgia Power Co.                                                                     | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $350366.93    | 0.06%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                 | Gilead Sciences, Inc.                                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       7687 | NS      | $943502.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                                                 | Global Payments, Inc.                                                                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     135000 | PA      | $137377.02    | 0.02%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                             | Golden State Tobacco Securitization Corp., Series 2021 B-1                            | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     310000 | PA      | $283483.22    | 0.05%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        113 | NS      | $99327.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     540000 | PA      | $564266.98    | 0.10%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     450000 | PA      | $478590.56    | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207690.49    | 0.04%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103305.17    | 0.02%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91215.44     | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                     | WW Grainger, Inc.                                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         36 | NS      | $36325.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenville City School District                                                       | Greenville City School District, Series 2019                                          | CUSIP: 396352GY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     160000 | PA      | $123572.11    | 0.02%             | 2051-01-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                             | adidas AG                                                                             | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        583 | NS      | $115367.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     365000 | PA      | $351134.85    | 0.06%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189144.62    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                             | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297369.74    | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                                  | HCA Healthcare, Inc.                                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        762 | NS      | $355747.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                                                            | Haleon plc                                                                            | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       4260 | NS      | $43068.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                                            | L'Oreal SA                                                                            | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       1217 | NS      | $522477.55    | 0.09%             |  |  |  | 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        |        616 | NS      | $464301.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                           | Halozyme Therapeutics, Inc.                                                           | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       1450 | NS      | $97585.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                   | Intesa Sanpaolo SpA                                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      51801 | NS      | $357950.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                                  | Hartford Insurance Group, Inc. (The)                                                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        199 | NS      | $27422.20     | 0.00%             |  |  |  | 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        |         26 | NS      | $59658.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                            | Hess Corp.                                                                            | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258962.19    | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        168 | NS      | $57808.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                                | Home Depot, Inc. (The)                                                                | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     410000 | PA      | $299658.12    | 0.05%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                    | Publicis Groupe SA                                                                    | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        493 | NS      | $51196.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                         | Honeywell International, Inc.                                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        325 | NS      | $63404.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        387 | NS      | $79342.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51412.15     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                           | Huntington Bancshares, Inc.                                                           | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186740.63    | 0.03%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                           | Huntington Bancshares, Inc.                                                           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205827.59    | 0.04%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206665.31    | 0.04%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     510000 | PA      | $525382.15    | 0.10%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                               | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55025.96     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                              | Icon Investments Six DAC                                                              | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $211598.46    | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                              | IDEXX Laboratories, Inc.                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        853 | NS      | $577080.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                                                      | Wartsila OYJ Abp                                                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      10734 | NS      | $380033.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                                          | Incyte Corp.                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        275 | NS      | $27161.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                                          | GEA Group AG                                                                          | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       2966 | NS      | $200448.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                                  | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       5096 | NS      | $403705.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                                                  | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     140000 | PA      | $144757.66    | 0.03%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                       | Ingredion, Inc.                                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        141 | NS      | $15546.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                              | Franklin Institutional U.S. Government Money Market Fund                              | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |    8506286 | NS      | $8506286.20   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                           | Intel Corp.                                                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       9123 | NS      | $336638.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                           | Intel Corp.                                                                           | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     260000 | PA      | $185708.66    | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                           | Intel Corp.                                                                           | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14467.81     | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                       | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       3154 | NS      | $510821.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                            | Genmab A/S                                                                            | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       1373 | NS      | $425608.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                                        | Continental AG                                                                        | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       1464 | NS      | $116187.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                          | Intuit, Inc.                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       3194 | NS      | $2115769.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                                              | Intuitive Surgical, Inc.                                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       1679 | NS      | $950918.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                                          | Intuit, Inc.                                                                          | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98880.42     | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                      | Deutsche Post AG                                                                      | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       6019 | NS      | $328190.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                           | IQVIA, Inc.                                                                           | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105471.83    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                            | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                  | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61584 | PA      | $60958.81     | 0.01%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     400000 | PA      | $374784.94    | 0.07%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $209067.60    | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                            | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A2                | CUSIP: 46591EAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49030 | PA      | $48718.19     | 0.01%             | 2052-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       2417 | NS      | $778805.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                  | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30725 | PA      | $30668.77     | 0.01%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1024529.67   | 0.19%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188733.65    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133818.60    | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     535000 | PA      | $556048.14    | 0.10%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103676.73    | 0.02%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     400000 | PA      | $413514.35    | 0.07%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196617.91    | 0.04%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | JBS USA Holding Lux SARL / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co.      | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $122013.93    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                       | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $177550.76    | 0.03%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                                | RWE AG                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       4987 | NS      | $264245.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                     | Johnson & Johnson                                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       3915 | NS      | $810209.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                              | Jones Lang LaSalle, Inc.                                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        159 | NS      | $53498.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan 100% U.S. Treasury Securities Money Market Fund                              | JPMorgan 100% U.S. Treasury Securities Money Market Fund, Class L                     | CUSIP: 4812A2835<br>LEI: 549300BS6M6EE7LNA816 | Long             | STIV             | RF                | US        |    4310360 | NS      | $4310359.88   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                                             | KLA Corp.                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        588 | NS      | $714467.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Foundation Hospitals                                                           | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     225000 | PA      | $187765.65    | 0.03%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                | SAP SE                                                                                | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       6041 | NS      | $1467772.90   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                                                             | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26448.93     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                                 | Kraft Heinz Foods Co.                                                                 | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     175000 | PA      | $160682.63    | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                                 | Kraft Heinz Foods Co.                                                                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82691.55     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                      | Kroger Co. (The)                                                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       7668 | NS      | $479096.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                                           | L3Harris Technologies, Inc.                                                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        248 | NS      | $72805.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                  | Henkel AG & Co. KGaA                                                                  | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |       1748 | NS      | $142610.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                                    | Lam Research Corp.                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       1153 | NS      | $197370.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                             | Fresenius Medical Care AG                                                             | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       1509 | NS      | $72078.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                                                  | ASM International NV                                                                  | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |        736 | NS      | $445570.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Interroll Holding AG                                                                  | Interroll Holding AG                                                                  | CUSIP: N/A<br>LEI: 529900MU4QAEI94TB543       | Long             | EC               | CORP              | CH        |        240 | NS      | $664057.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                            | Allianz SE                                                                            | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        190 | NS      | $87851.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                                             | Endesa SA                                                                             | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |       2675 | NS      | $96290.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                                   | Erste Group Bank AG                                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        885 | NS      | $106119.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        457 | NS      | $300745.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       1452 | NS      | $1560435.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     110000 | PA      | $99280.41     | 0.02%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                       | Eli Lilly & Co.                                                                       | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90759.61     | 0.02%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                                 | Lockheed Martin Corp.                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        154 | NS      | $74485.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                                 | Lockheed Martin Corp.                                                                 | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     130000 | PA      | $111128.21    | 0.02%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                                    | Barry Callebaut AG                                                                    | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |        396 | NS      | $647425.02    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                     | Lowe's Cos., Inc.                                                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       1887 | NS      | $455068.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                                                     | Lowe's Cos., Inc.                                                                     | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208059.65    | 0.04%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                             | Kering SA                                                                             | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |        776 | NS      | $271163.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                            | Lyft, Inc., Class A                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       4391 | NS      | $85053.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                                 | MGIC Investment Corp.                                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       9850 | NS      | $287817.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                                | Mercedes-Benz Group AG                                                                | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       6777 | NS      | $469795.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                               | MPLX LP                                                                               | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     145000 | PA      | $133316.83    | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                               | MPLX LP                                                                               | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201553.83    | 0.04%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                            | MSCI, Inc.                                                                            | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195643.32    | 0.04%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                                          | Securitas AB, Class B                                                                 | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      33685 | NS      | $535696.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                                                          | Macy's, Inc.                                                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       3155 | NS      | $69567.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                                            | Acciona SA                                                                            | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |        603 | NS      | $131236.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                          | Carrefour SA                                                                          | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      70534 | NS      | $1176900.77   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                                                                   | ManpowerGroup, Inc.                                                                   | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       9889 | NS      | $293999.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                                                     | Wolters Kluwer NV                                                                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       1048 | NS      | $108548.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                             | Sanofi SA                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       9238 | NS      | $893824.79    | 0.16%             |  |  |  | No            |                  2 | 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        |       3531 | NS      | $70774.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      18172 | NS      | $213893.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96222.58     | 0.02%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212437.46    | 0.04%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     190000 | PA      | $195356.99    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89715.61     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                           | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       1096 | NS      | $203329.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                           | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181332.84    | 0.03%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                          | Marriott International, Inc., Series GG                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     135000 | PA      | $126120.71    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                            | Siemens AG                                                                            | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       1219 | NS      | $341413.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                       | Martin Marietta Materials, Inc.                                                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       1104 | NS      | $687416.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                       | Martin Marietta Materials, Inc.                                                       | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178773.04    | 0.03%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2927 | NS      | $248736.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $235339.01    | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                              | Marvell Technology, Inc.                                                              | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $202690.14    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      17442 | NS      | $672199.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                      | Mastercard, Inc., Class A                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       4354 | NS      | $2485611.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                                                 | McCormick & Co., Inc.                                                                 | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     300000 | PA      | $265499.36    | 0.05%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                      | McDonald's Corp.                                                                      | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      65000 | PA      | $47895.50     | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                        | McKesson Corp.                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       1836 | NS      | $1506052.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                   | Deutsche Telekom AG                                                                   | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      21143 | NS      | $688226.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                                          | Sartorius AG                                                                          | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |       1173 | NS      | $337782.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                                                | Medpace Holdings, Inc.                                                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        875 | NS      | $491443.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                                                    | MercadoLibre, Inc.                                                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        424 | NS      | $854046.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                                             | CTS Eventim AG & Co. KGaA                                                             | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |       9600 | NS      | $878806.50    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40067.58     | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59799.15     | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                         | MetLife, Inc.                                                                         | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209947.44    | 0.04%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                                                    | Mettler-Toledo International, Inc.                                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        342 | NS      | $476812.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      17370 | NS      | $8400479.40   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                       | Microsoft Corp.                                                                       | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     260000 | PA      | $170539.38    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                            | Microchip Technology, Inc.                                                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      21300 | NS      | $1357236.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                               | Micron Technology, Inc.                                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       3512 | NS      | $1002359.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                               | Mid-America Apartment Communities, Inc.                                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |         35 | NS      | $4861.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                         | Berkshire Hathaway Energy Co.                                                         | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192497.83    | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                       | Telefonaktiebolaget LM Ericsson, Class B                                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      17599 | NS      | $171274.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                | Chocoladefabriken Lindt & Spruengli AG                                                | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          5 | NS      | $73059.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                                 | STMicroelectronics NV                                                                 | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |      24731 | NS      | $646347.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                   | Societe Generale SA                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       8452 | NS      | $680419.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                                                          | Telia Co. AB                                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      40435 | NS      | $172817.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                                           | Givaudan SA                                                                           | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |         29 | NS      | $114731.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                           | Aisin Corp.                                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |       6500 | NS      | $121785.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                                     | Asahi Kasei Corp.                                                                     | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |      12300 | NS      | $109331.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                                                                           | Asics Corp.                                                                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      16600 | NS      | $398507.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $206182.47    | 0.04%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                          | Mizuho Financial Group, Inc.                                                          | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $208029.54    | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                          | Mizuho Financial Group, Inc.                                                          | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $206022.11    | 0.04%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                              | LY Corp.                                                                              | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      41500 | NS      | $110429.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                        | Fortescue Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |      37563 | NS      | $549264.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                                        | Monolithic Power Systems, Inc.                                                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        784 | NS      | $710586.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                                | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       8823 | NS      | $676459.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      26567 | NS      | $801769.01    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS         | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5692 | PA      | $5650.77      | 0.00%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2016-BNK2, Class A4                            | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84000 | PA      | $82448.38     | 0.01%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class AS         | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $74247.23     | 0.01%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                                           | Canon, Inc.                                                                           | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       2700 | NS      | $79889.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       1845 | NS      | $327542.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     500000 | PA      | $485977.49    | 0.09%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175858.30    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     785000 | PA      | $779843.12    | 0.14%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      22000 | PA      | $23157.66     | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     735000 | PA      | $756956.02    | 0.14%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51992.15     | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     260000 | PA      | $263203.05    | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2019-H7, Class XA                              | CUSIP: 61771MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2876493 | PA      | $102916.88    | 0.02%             | 2052-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class XA         | CUSIP: 61779RBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1993000 | PA      | $105874.14    | 0.02%             | 2058-11-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                                             | Central Japan Railway Co.                                                             | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |       5500 | NS      | $152349.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                                        | Chugai Pharmaceutical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       5500 | NS      | $288538.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        541 | NS      | $207376.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131596.86    | 0.02%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154948.81    | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71444.85     | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                                                                         | Cochlear Ltd.                                                                         | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |       5401 | NS      | $937717.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                               | Aristocrat Leisure Ltd.                                                               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       4066 | NS      | $157412.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                                                                           | Disco Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1700 | NS      | $517925.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                                                      | Pro Medicus Ltd.                                                                      | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |        522 | NS      | $76662.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       3390 | NS      | $539823.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd.                                                               | Singapore Exchange Ltd.                                                               | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |      20900 | NS      | $275126.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                               | Fast Retailing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       1775 | NS      | $643594.20    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                  | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       4700 | NS      | $74594.05     | 0.01%             |  |  |  | No            |                  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        |       3666 | NS      | $79650.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                                          | Subaru Corp.                                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      14400 | NS      | $310049.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                         | Fujikura Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |       3400 | NS      | $377044.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $312591.91    | 0.06%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204193.60    | 0.04%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      14771 | NS      | $1384928.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     175000 | PA      | $182639.28    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                          | Hitachi Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      15000 | NS      | $470423.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                              | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     490000 | PA      | $410503.43    | 0.07%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                            | Hoya Corp.                                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       3400 | NS      | $515676.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                                                | Phoenix Financial Ltd.                                                                | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |       2075 | NS      | $85820.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                                        | Jardine Matheson Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |       1100 | NS      | $75069.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                               | Kirin Holdings Co. Ltd.                                                               | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      11400 | NS      | $170646.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                          | Komatsu Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       9000 | NS      | $285592.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                         | Newmont Corp.                                                                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       7595 | NS      | $758360.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp. / Newcrest Finance Pty. Ltd.                                            | Newmont Corp. / Newcrest Finance Pty. Ltd.                                            | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $41833.83     | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                  | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       6079 | NS      | $488022.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $267348.64    | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      95000 | PA      | $99002.07     | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                 | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     205000 | PA      | $207411.39    | 0.04%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                             | Nippon Life Insurance Co.                                                             | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $215482.80    | 0.04%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                                                    | Suncorp Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |      26370 | NS      | $309559.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                                            | Mitsubishi Estate Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       2000 | NS      | $48590.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                             | Mitsubishi Electric Corp.                                                             | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      11100 | NS      | $323641.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                                         | Murata Manufacturing Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       7500 | NS      | $155009.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                     | Nintendo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       2800 | NS      | $189040.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                             | NEC Corp.                                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      10500 | NS      | $355272.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                                     | Nitto Denko Corp.                                                                     | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      16300 | NS      | $388098.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                            | ORIX Corp.                                                                            | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      20100 | NS      | $587870.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                                | Northrop Grumman Corp.                                                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       1274 | NS      | $726447.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                                                | Northrop Grumman Corp.                                                                | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     220000 | PA      | $198411.13    | 0.04%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                                | Novartis Capital Corp.                                                                | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     195000 | PA      | $161932.60    | 0.03%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                                | Novartis Capital Corp.                                                                | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     285000 | PA      | $284787.39    | 0.05%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                          | NVIDIA Corp.                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      55503 | NS      | $10351309.50  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                                   | Qantas Airways Ltd.                                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      17699 | NS      | $122276.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                             | O'Reilly Automotive, Inc.                                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      11411 | NS      | $1040797.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                               | Ryohin Keikaku Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |       5000 | NS      | $88287.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                          | Samsung Electronics Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      11445 | NS      | $959261.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                       | Old Dominion Freight Line, Inc.                                                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        906 | NS      | $142060.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.                                                      | Old Republic International Corp.                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |          3 | NS      | $136.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co. Ltd.                                                                   | Shionogi & Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      15700 | NS      | $284167.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                      | Sony Group Corp.                                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      56000 | NS      | $1436455.36   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       4649 | NS      | $906136.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $131719.40    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     390000 | PA      | $371981.00    | 0.07%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     300000 | PA      | $269687.04    | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132105.69    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                          | Oracle Corp.                                                                          | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33799.34     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                                          | Sun Hung Kai Properties Ltd.                                                          | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      11500 | NS      | $140027.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                                                    | Suzuki Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      34400 | NS      | $514468.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                                       | Advantest Corp.                                                                       | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       5000 | NS      | $632239.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                                         | Oshkosh Corp.                                                                         | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |          2 | NS      | $251.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                           | Taiwan Semiconductor Manufacturing Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      25819 | NS      | $1269191.95   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        320 | NS      | $27952.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co. Ltd.                                                                         | Toho Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |       2500 | NS      | $127362.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                                    | Tokyo Gas Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |       7100 | NS      | $281475.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                                   | Tokyo Electron Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       1900 | NS      | $423182.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                                   | Toyota Tsusho Corp.                                                                   | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      14100 | NS      | $475440.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                    | Toyota Motor Corp.                                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      47489 | NS      | $1019925.87   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                                         | Owens Corning                                                                         | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     300000 | PA      | $315638.40    | 0.06%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                       | PECO Energy Co.                                                                       | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     240000 | PA      | $242401.06    | 0.04%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       4210 | NS      | $878753.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The), Series T                                    | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     230000 | PA      | $225655.12    | 0.04%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     475000 | PA      | $484601.49    | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52735.58     | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     210000 | PA      | $217439.86    | 0.04%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                              | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180061.24    | 0.03%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                                             | PTC, Inc.                                                                             | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       2072 | NS      | $360963.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344836.69    | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $279625.97    | 0.05%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                                                       | Wesfarmers Ltd.                                                                       | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       1649 | NS      | $88836.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                                           | Palantir Technologies, Inc., Class A                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       1639 | NS      | $291332.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                              | Palo Alto Networks, Inc.                                                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       1412 | NS      | $260090.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                                               | Yokogawa Electric Corp.                                                               | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |       5600 | NS      | $179595.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                 | Parker-Hannifin Corp.                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       2689 | NS      | $2363523.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                                                 | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      11137 | NS      | $650178.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                                                                     | Pegasystems, Inc.                                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       1014 | NS      | $60556.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                                | AXA SA                                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      12641 | NS      | $606528.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                           | Novartis AG                                                                           | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       8470 | NS      | $1167132.07   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                              | ABB Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       5408 | NS      | $398664.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        541 | NS      | $228456.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       2549 | NS      | $1052661.24   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                       | Adecco Group AG                                                                       | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |      18829 | NS      | $542275.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                             | Holcim AG                                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       6364 | NS      | $619537.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                             | Nestle SA                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      10381 | NS      | $1030408.94   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                           | Equinor ASA                                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      16469 | NS      | $388369.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                         | PepsiCo, Inc.                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       4874 | NS      | $699516.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                              | Enel SpA                                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      11526 | NS      | $119839.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     290000 | PA      | $293162.99    | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      70000 | PA      | $66327.77     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                          | Pfizer, Inc.                                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       2814 | NS      | $70068.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     515000 | PA      | $538848.81    | 0.10%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                   | EssilorLuxottica SA                                                                   | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        321 | NS      | $101499.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                                 | Pilgrim's Pride Corp.                                                                 | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129449.64    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       5582 | NS      | $528096.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                        | Lonza Group AG                                                                        | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       1200 | NS      | $809063.91    | 0.15%             |  |  |  | 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        |       3574 | NS      | $363446.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group, Inc.                                                              | T Rowe Price Group, Inc.                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       2769 | NS      | $283490.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                                                            | Procter & Gamble Co. (The)                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       7206 | NS      | $1032691.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                               | Progressive Corp. (The)                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         54 | NS      | $12296.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                                                        | Prologis, Inc.                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       1760 | NS      | $224681.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric and Gas Co.                                                   | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132522.91    | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                                 | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51530.41     | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                        | QUALCOMM, Inc.                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       5678 | NS      | $971221.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Finance US LLC                                                                    | RWE Finance US LLC                                                                    | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298430.44    | 0.05%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rayonier, Inc.                                                                        | Rayonier, Inc.                                                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       1941 | NS      | $42022.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       4088 | NS      | $749739.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                                          | Klepierre SA                                                                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |       4724 | NS      | $186906.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                       | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        138 | NS      | $106518.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                       | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178543.17    | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                       | Regeneron Pharmaceuticals, Inc.                                                       | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     400000 | PA      | $244352.00    | 0.04%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                               | Republic Services, Inc., Class A                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       1564 | NS      | $331458.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                                     | RingCentral, Inc., Class A                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        959 | NS      | $27695.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                                                                     | Robert Half, Inc.                                                                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       1185 | NS      | $32184.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                                                               | Robinhood Markets, Inc., Class A                                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |         83 | NS      | $9387.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                      | Roche Holding AG                                                                      | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      13870 | NS      | $715275.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                                                           | Rogers Communications, Inc.                                                           | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $15930.13     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                           | Heineken NV                                                                           | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       7310 | NS      | $603125.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     200000 | PA      | $203688.71    | 0.04%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                  | Royal Bank of Canada                                                                  | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $265988.44    | 0.05%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $264059.83    | 0.05%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     185000 | PA      | $122960.31    | 0.02%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      65000 | PA      | $65383.05     | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        860 | NS      | $449427.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                                                                   | SEI Investments Co.                                                                   | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       1196 | NS      | $98095.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                     | SMBC Aviation Capital Finance DAC                                                     | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $204919.99    | 0.04%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                      | Salesforce, Inc.                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        970 | NS      | $256962.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                      | Salesforce, Inc.                                                                      | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     350000 | PA      | $311391.01    | 0.06%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                             | San Bernardino Community College District, Series 2021                                | CUSIP: 796720PQ7<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |     285000 | PA      | $189538.14    | 0.03%             | 2049-08-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                            | Charles Schwab Corp. (The)                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      13072 | NS      | $1306023.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra, Inc.                                                                          | Sempra, Inc.                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        814 | NS      | $71868.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                                      | ServiceNow, Inc.                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       4792 | NS      | $734086.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-Eleven, Inc.                                                                        | 7-Eleven, Inc.                                                                        | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     346000 | PA      | $326853.68    | 0.06%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                        | 7-Eleven, Inc.                                                                        | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      44000 | PA      | $38573.73     | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                            | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       3467 | NS      | $1123412.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                                         | Shopify, Inc., Class A                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       3947 | NS      | $635348.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SHRN Trust                                                                            | SHRN Trust, Series 2025-MF18, Class A                                                 | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $130243.88    | 0.02%             | 2040-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                    | Siemens Funding BV                                                                    | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $209532.58    | 0.04%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                            | Simon Property Group, Inc.                                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        826 | NS      | $152900.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                               | Simon Property Group LP                                                               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     295000 | PA      | $292924.33    | 0.05%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                               | Simon Property Group LP                                                               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180996.96    | 0.03%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                              | Skyworks Solutions, Inc.                                                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |          2 | NS      | $126.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                                   | Societe Generale SA                                                                   | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $197892.97    | 0.04%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                     | Solstice Advanced Materials, Inc.                                                     | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         86 | NS      | $4177.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Gas Co.                                                           | Southern California Gas Co.                                                           | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $217196.17    | 0.04%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       1276 | NS      | $111267.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                        | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261411.67    | 0.05%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                                    | Southern Power Co., Series B                                                          | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103932.63    | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                              | Spirit AeroSystems, Inc.                                                              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     235000 | PA      | $235441.78    | 0.04%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                       | Starbucks Corp.                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       4860 | NS      | $409260.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                    | State Street Corp.                                                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       3567 | NS      | $460178.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                                                         | Stryker Corp.                                                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       1219 | NS      | $428441.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                 | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      43480 | NS      | $840468.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                                                 | Sun Communities, Inc.                                                                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       1476 | NS      | $182891.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       2575 | NS      | $1209529.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102264.15    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                        | Synopsys, Inc.                                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79444.24     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                   | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1554 | NS      | $129650.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                                                  | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        547 | NS      | $84024.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66919.56     | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     530000 | PA      | $516692.35    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     300000 | PA      | $274160.29    | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     325000 | PA      | $333361.47    | 0.06%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                           | Taiwan Semiconductor Manufacturing Co. Ltd.                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       6846 | NS      | $2080430.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                                                        | Tapestry, Inc.                                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       1977 | NS      | $252601.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                                                        | Tapestry, Inc.                                                                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127868.82    | 0.02%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp.                  | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $286383.83    | 0.05%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                 | Targa Resources Corp.                                                                 | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     215000 | PA      | $225170.53    | 0.04%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teradata Corp.                                                                        | Teradata Corp.                                                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       1141 | NS      | $34732.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                                           | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       3582 | NS      | $1610897.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                                               | Texas Instruments, Inc.                                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       1863 | NS      | $323211.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                        | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       4329 | NS      | $2508439.05   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                                                        | Toro Co. (The)                                                                        | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |          1 | NS      | $78.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                           | Toronto-Dominion Bank (The)                                                           | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $201288.99    | 0.04%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                              | TotalEnergies Capital SA                                                              | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     220000 | PA      | $206897.34    | 0.04%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                             | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TKT1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     190000 | PA      | $190422.01    | 0.03%             | 2026-05-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets, Inc.                                                                | Tradeweb Markets, Inc., Class A                                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2111 | NS      | $227016.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                                | Transcontinental Gas Pipe Line Co. LLC                                                | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $85611.26     | 0.02%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                            | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         85 | NS      | $24655.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     365000 | PA      | $393823.36    | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206734.25    | 0.04%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                              | Tyler Technologies, Inc.                                                              | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        323 | NS      | $146625.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     425000 | PA      | $377194.73    | 0.07%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UGI Corp.                                                                             | UGI Corp.                                                                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        899 | NS      | $33649.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                               | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      10971 | NS      | $896440.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                                                        | Ubiquiti, Inc.                                                                        | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |         52 | NS      | $28774.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                                                     | Ulta Beauty, Inc.                                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        561 | NS      | $339410.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                                         | UniCredit SpA                                                                         | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $297295.90    | 0.05%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                   | Union Pacific Corp.                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       2302 | NS      | $532498.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                                                    | United Airlines Pass-Through Trust, Series 2016-1, Class A                            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57788 | PA      | $56393.42     | 0.01%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                    | United Airlines Pass-Through Trust, Series 2019-2, Class A                            | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72528 | PA      | $69545.18     | 0.01%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                        | United Airlines Holdings, Inc.                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        690 | NS      | $77155.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                            | US Bancorp                                                                            | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $515014.54    | 0.09%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $491718.75    | 0.09%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80000 | PA      | $61778.12     | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     725000 | PA      | $574052.74    | 0.10%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     945000 | PA      | $655741.41    | 0.12%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1623000 | PA      | $1068580.67   | 0.19%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     340000 | PA      | $242316.41    | 0.04%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2690000 | PA      | $2129092.98   | 0.39%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6911000 | PA      | $5092813.07   | 0.92%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     255000 | PA      | $159992.58    | 0.03%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1285000 | PA      | $615545.12    | 0.11%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1705000 | PA      | $838746.77    | 0.15%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     332000 | PA      | $208667.19    | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $317441.41    | 0.06%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1771000 | PA      | $1150250.67   | 0.21%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     950000 | PA      | $599019.54    | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1350000 | PA      | $773771.48    | 0.14%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1810000 | PA      | $1001085.55   | 0.18%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     710000 | PA      | $431019.92    | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     605000 | PA      | $490002.74    | 0.09%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1755000 | PA      | $1420281.73   | 0.26%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1794765.62   | 0.33%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $17710.94     | 0.00%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     235000 | PA      | $235100.98    | 0.04%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     175000 | PA      | $158265.63    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2430000 | PA      | $2389753.13   | 0.43%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      35000 | PA      | $34207.03     | 0.01%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     730000 | PA      | $715913.28    | 0.13%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3422890.63   | 0.62%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     820000 | PA      | $810951.17    | 0.15%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3889921.88   | 0.70%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3140000 | PA      | $3093145.30   | 0.56%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9935000 | PA      | $9508105.47   | 1.72%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4400000 | PA      | $3829375.00   | 0.69%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     670000 | PA      | $635152.15    | 0.12%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8360000 | PA      | $7952450.00   | 1.44%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     320000 | PA      | $316349.07    | 0.06%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1175000 | PA      | $1159764.29   | 0.21%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7400000 | PA      | $6447250.00   | 1.17%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $140850.59    | 0.03%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9075000 | PA      | $8874866.76   | 1.61%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1483095.71   | 0.27%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4230000 | PA      | $4216037.70   | 0.76%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     735000 | PA      | $722711.72    | 0.13%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1725000 | PA      | $1747809.09   | 0.32%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $7080937.50   | 1.28%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $485986.33    | 0.09%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     223000 | PA      | $222991.29    | 0.04%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1750000 | PA      | $1682734.38   | 0.30%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $601546.87    | 0.11%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1487871.09   | 0.27%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3105000 | PA      | $3160186.53   | 0.57%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $502919.92    | 0.09%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1075141.64   | 0.19%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1022128.91   | 0.19%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1850000 | PA      | $1821924.81   | 0.33%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1030000 | PA      | $1030413.46   | 0.19%             | 2027-04-30      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     750000 | PA      | $771198.01    | 0.14%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2521289.05   | 0.46%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1030000 | PA      | $1030672.49   | 0.19%             | 2027-07-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     445000 | PA      | $450176.17    | 0.08%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     185000 | PA      | $186358.59    | 0.03%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     740000 | PA      | $736993.75    | 0.13%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $1120882.11   | 0.20%             | 2027-10-31      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       2249 | NS      | $742417.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     585000 | PA      | $443800.80    | 0.08%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102459.30    | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                              | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      95000 | PA      | $98396.10     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                            | Unum Group                                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |          2 | NS      | $155.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                                                   | Valero Energy Corp.                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        425 | NS      | $69185.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                                        | Var Energi ASA                                                                        | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $229198.03    | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                         | Veralto Corp.                                                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       6310 | NS      | $629611.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91354.62     | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     320000 | PA      | $250875.37    | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $144266.20    | 0.03%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                          | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174914.78    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                | Verisk Analytics, Inc., Class A                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        451 | NS      | $100884.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                                          | Vertex Pharmaceuticals, Inc.                                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       1430 | NS      | $648304.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                                                                    | Vertiv Group Corp.                                                                    | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49415.00     | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     210000 | PA      | $202038.16    | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180778.72    | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                              | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $218291.88    | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                    | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202453.58    | 0.04%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                                 | VICI Properties, Inc., Class A                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      13310 | NS      | $374277.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LLC                                                             | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75908.63     | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                             | Viper Energy Partners LLC                                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     168000 | PA      | $171553.20    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                       | Virginia Electric and Power Co.                                                       | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     725000 | PA      | $645925.21    | 0.12%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                       | Virginia Electric and Power Co.                                                       | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204920.07    | 0.04%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                       | Virginia Electric and Power Co., Series C                                             | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248918.46    | 0.05%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                            | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       3703 | NS      | $1298679.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       1103 | NS      | $177946.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298043.51    | 0.05%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75573.68     | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                                    | Vodafone Group plc                                                                    | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      36000 | PA      | $39167.78     | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                                    | Vodafone Group plc                                                                    | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      80000 | PA      | $77789.89     | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                                | WEC Energy Group, Inc.                                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      15268 | NS      | $1610163.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                                 | Elevance Health, Inc.                                                                 | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94579.75     | 0.02%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      12194 | NS      | $1136480.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                       | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |      42000 | PA      | $41273.27     | 0.01%             | 2059-01-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-LC24, Class AS                     | CUSIP: 95000HBH4<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $117650.26    | 0.02%             | 2049-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     350000 | PA      | $333067.90    | 0.06%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186726.13    | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     550000 | PA      | $556218.39    | 0.10%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     430000 | PA      | $447520.63    | 0.08%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103004.69    | 0.02%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                 | Western Digital Corp.                                                                 | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       3747 | NS      | $645495.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                                                               | Western Union Co. (The)                                                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       3867 | NS      | $36001.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                             | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202570.49    | 0.04%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182690.74    | 0.03%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                             | Williams Cos., Inc. (The)                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91838.87     | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                                 | Williams-Sonoma, Inc.                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        956 | NS      | $170732.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                                         | Workday, Inc.                                                                         | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     225000 | PA      | $215354.82    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                             | XPO, Inc.                                                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      10260 | NS      | $1394436.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                                     | Xcel Energy, Inc.                                                                     | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199013.79    | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                     | Xcel Energy, Inc.                                                                     | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155167.19    | 0.03%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                           | Xylem, Inc.                                                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       2838 | NS      | $386478.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.                                                             | Zoom Communications, Inc., Class A                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       3005 | NS      | $259301.45    | 0.05%             |  |  |  | No            |                  1 | 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        |       3375 | NS      | $335020.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                     | Singapore Telecommunications Ltd.                                                     | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      22000 | NS      | $77835.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                                          | Centrica plc                                                                          | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     118545 | NS      | $270289.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                             | Safran SA                                                                             | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       2378 | NS      | $828298.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                   | MTU Aero Engines AG                                                                   | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       1900 | NS      | $787603.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                              | Kone OYJ, Class B                                                                     | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       2369 | NS      | $167826.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                              | Engie SA                                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       4982 | NS      | $130873.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                                                   | Heineken Holding NV                                                                   | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |       1037 | NS      | $75936.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                                          | Leonardo SpA                                                                          | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       1809 | NS      | $103475.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                                                           | Bandai Namco Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |       3500 | NS      | $93156.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                                       | Mitsubishi Chemical Group Corp.                                                       | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |      16200 | NS      | $94828.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                              | Ipsen SA                                                                              | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        920 | NS      | $128367.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                           | Inpex Corp.                                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      13300 | NS      | $266007.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                  | Schindler Holding AG                                                                  | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |        555 | NS      | $196382.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                            | Eiffage SA                                                                            | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       1515 | NS      | $217068.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                      | TotalEnergies SE                                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       1872 | NS      | $122050.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                                             | Logitech International SA                                                             | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        853 | NS      | $86594.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                                          | Experian plc                                                                          | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      16900 | NS      | $761963.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                               | Idemitsu Kosan Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       8600 | NS      | $65112.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                                                         | Brambles Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       9597 | NS      | $146549.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                                  | Galp Energia SGPS SA, Class B                                                         | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      29030 | NS      | $499906.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                            | Sandvik AB                                                                            | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |       1595 | NS      | $51520.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                                     | Industrivarden AB, Class A                                                            | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |       2962 | NS      | $132692.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                                                | Yangzijiang Shipbuilding Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |      57100 | NS      | $154255.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                            | Geberit AG                                                                            | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        171 | NS      | $132802.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                               | DSV A/S                                                                               | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       4300 | NS      | $1082983.06   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                                           | Swissquote Group Holding SA                                                           | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |       1063 | NS      | $645385.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                                                          | 3i Group plc                                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      10087 | NS      | $442303.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                           | Reckitt Benckiser Group plc                                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        654 | NS      | $52921.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                          | Iberdrola SA                                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      39659 | NS      | $858752.02    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                  | Macquarie Group Ltd.                                                                  | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       3700 | NS      | $499981.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                                              | RELX plc                                                                              | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       4668 | NS      | $188058.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                            | Visa, Inc., Class A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       7260 | NS      | $2546154.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                                                   | Amadeus IT Group SA                                                                   | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |       8200 | NS      | $606890.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                           | Pandora A/S                                                                           | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |       1871 | NS      | $206906.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                        | AIA Group Ltd.                                                                        | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      71787 | NS      | $738910.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                              | Motorola Solutions, Inc.                                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       2774 | NS      | $1063329.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                                           | Tesla, Inc.                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       1070 | NS      | $481200.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                                  | SITC International Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |      33000 | NS      | $118087.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                  | Sompo Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      13100 | NS      | $444643.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                              | Rolls-Royce Holdings plc                                                              | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       8088 | NS      | $125086.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                  | American Tower Corp.                                                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       3756 | NS      | $659440.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                  | Meta Platforms, Inc., Class A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       4303 | NS      | $2840367.27   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                              | Palo Alto Networks, Inc.                                                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       4194 | NS      | $772534.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group plc (The)                                                                  | Sage Group plc (The)                                                                  | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      16247 | NS      | $236304.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                       | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       2115 | NS      | $673648.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        588 | NS      | $629077.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                                        | Commerzbank AG                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       1806 | NS      | $76221.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       1454 | NS      | $1566714.32   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                      | Coca-Cola HBC AG                                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       2228 | NS      | $115262.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      12893 | NS      | $528701.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                                     | Compass Group plc                                                                     | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       4202 | NS      | $133140.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                                 | Mexican Bonos Desarr Fixed Rate, Series M                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    4330000 | PA      | $207277.01    | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                         | AIB Group plc                                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |      45395 | NS      | $485288.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                               | Sika AG                                                                               | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       3200 | NS      | $649681.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                                    | Vodafone Group plc                                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     240293 | NS      | $320312.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                                                     | InterContinental Hotels Group plc                                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       1915 | NS      | $269112.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                         | Akzo Nobel NV                                                                         | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       5426 | NS      | $377543.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                             | Prosus NV                                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       6811 | NS      | $421730.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                              | Alcon AG                                                                              | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      10500 | NS      | $830845.18    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                                          | Evolution AB                                                                          | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        748 | NS      | $50790.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                                        | HDFC Bank Ltd.                                                                        | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      72385 | NS      | $799629.51    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                  | Otis Worldwide Corp.                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       7099 | NS      | $620097.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                               | Uber Technologies, Inc.                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       6060 | NS      | $495162.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                            | Alibaba Group Holding Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      48608 | NS      | $892489.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings, Inc.                                                                  | Seibu Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |       1700 | NS      | $46710.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                        | Atlas Copco AB, Class A                                                               | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      16496 | NS      | $293671.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                                                             | Tesco plc                                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      14696 | NS      | $87394.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                  | United Kingdom Gilt                                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     880000 | PA      | $526369.73    | 0.10%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                                         | WH Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     202500 | NS      | $225587.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                             | RTX Corp.                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      10669 | NS      | $1956694.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Georg Fischer AG                                                                      | Georg Fischer AG                                                                      | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |       5150 | NS      | $345011.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                     | NatWest Group plc                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      80609 | NS      | $707124.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                                                 | JD Sports Fashion plc                                                                 | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |     585501 | NS      | $663658.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                               | Hungary Government Bond                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   37000000 | PA      | $114725.47    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                                 | Tencent Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       7137 | NS      | $547718.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                                                  | Dassault Aviation SA                                                                  | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       1936 | NS      | $620692.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                                                            | Haleon plc                                                                            | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      93120 | NS      | $941443.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                                                           | Investor AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       2792 | NS      | $99494.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                               | Vestas Wind Systems A/S                                                               | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       3958 | NS      | $107052.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                                                             | InPost SA                                                                             | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | LU        |      18820 | NS      | $231273.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                               | GSK plc                                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      30834 | NS      | $755963.86    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinaxis, Inc.                                                                         | Kinaxis, Inc.                                                                         | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |       5700 | NS      | $718776.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                           | Euronext NV                                                                           | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |       2666 | NS      | $400481.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Inficon Holding AG                                                                    | Inficon Holding AG                                                                    | CUSIP: N/A<br>LEI: 5067008UT6890I0YM937       | Long             | EC               | CORP              | CH        |       2900 | NS      | $358825.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                | Eurofins Scientific SE                                                                | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |       1726 | NS      | $126219.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                           | FinecoBank Banca Fineco SpA                                                           | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |      27500 | NS      | $712512.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                                     | Belimo Holding AG                                                                     | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         54 | NS      | $52761.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                      | Novo Nordisk A/S, Class B                                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      15705 | NS      | $796533.71    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                                             | Shell plc                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      31922 | NS      | $1176397.54   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                         | Industria de Diseno Textil SA                                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       6712 | NS      | $442754.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                                            | Aegon Ltd.                                                                            | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |       9401 | NS      | $73105.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                  | United Kingdom Gilt                                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     570000 | PA      | $673761.42    | 0.12%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                            | Boliden AB                                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        969 | NS      | $53678.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                                 | Mexican Bonos Desarr Fixed Rate, Series M                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   16030000 | PA      | $760264.30    | 0.14%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                  | United Kingdom Gilt                                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     280000 | PA      | $372945.20    | 0.07%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exosens SAS                                                                           | Exosens SAS                                                                           | CUSIP: N/A<br>LEI: 969500R3AKTPEDO9EG76       | Long             | EC               | CORP              | FR        |       6225 | NS      | $353837.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                             | Recruit Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       8300 | NS      | $466390.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      22191 | NS      | $1024660.61   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Titulos de Tesoreria, Series B                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 1200000000 | PA      | $285824.61    | 0.05%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                         | Brazil Notas do Tesouro Nacional                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    5120000 | PA      | $769709.04    | 0.14%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Titulos de Tesoreria, Series B                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  180000000 | PA      | $44538.25     | 0.01%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                                                  | Smurfit WestRock plc                                                                  | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      16843 | NS      | $646125.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                  | United Kingdom Gilt                                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     560000 | PA      | $756266.59    | 0.14%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                                           | Aena SME SA                                                                           | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      12013 | NS      | $335653.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Secure Waste Infrastructure Corp.                                                     | Secure Waste Infrastructure Corp.                                                     | CUSIP: 813921103<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |      44997 | NS      | $566171.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                         | Equinix, Inc.                                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        247 | NS      | $189241.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure plc                                                                          | Verisure plc                                                                          | CUSIP: N/A<br>LEI: 636700ZY9PP0NGXTA943       | Long             | EC               | CORP              | GB        |      23901 | NS      | $393238.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                                 | Mexican Bonos Desarr Fixed Rate, Series M                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    2800000 | PA      | $132156.48    | 0.02%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co. NV (The)                                                         | Magnum Ice Cream Co. NV (The)                                                         | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |       2565 | NS      | $40711.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever plc                                                                          | Unilever plc                                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      16534 | NS      | $1080285.02   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                         | Banco BPM SpA                                                                         | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |      14107 | NS      | $214213.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                         | UniCredit SpA                                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       9801 | NS      | $811784.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG plc                                                                               | ICG plc                                                                               | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |      32300 | NS      | $890711.29    | 0.16%             |  |  |  | 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        |       4400 | NS      | $132323.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                            | Scout24 SE                                                                            | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |       7200 | NS      | $723167.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                      | S&P Global, Inc.                                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        836 | NS      | $436885.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                        | Alphabet, Inc., Class A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       3940 | NS      | $1233220.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                                                 | PayPal Holdings, Inc.                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       3347 | NS      | $195397.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA                                                               | Anheuser-Busch InBev SA/NV                                                            | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       1162 | NS      | $74578.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                                                | CK Asset Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |      44500 | NS      | $225031.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                          | VAT Group AG                                                                          | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |       1200 | NS      | $576119.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                                                                | Monster Beverage Corp.                                                                | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       5618 | NS      | $430732.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                          | ING Groep NV                                                                          | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      51863 | NS      | $1457777.36   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                                       | Canadian Dollar                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |          0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                                           | Swiss Franc                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CH        |         -0 | OU      | $-0.09        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi Offshore                                                                | Yuan Renminbi Offshore                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |      26819 | OU      | $3844.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                                                         | Yuan Renminbi                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CN        |     -26819 | OU      | $-3837.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                                        | Colombian Peso                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |     168175 | OU      | $44.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | S&P 500 E-Mini Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         47 | NC      | $-1419.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                  | EURO                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       1238 | OU      | $1454.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 5 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         22 | NC      | $-8144.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                                          | Allegion plc                                                                          | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |         26 | NS      | $4139.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                                                 | Assured Guaranty Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |        176 | NS      | $15817.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                            | Axis Capital Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |        859 | NS      | $91990.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                         | Accenture plc, Class A                                                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |          3 | NS      | $804.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                                       | Eaton Corp. plc                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        969 | NS      | $308636.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                                                          | Genpact Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |          2 | NS      | $93.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                                                              | ICON plc                                                                              | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       2792 | NS      | $508758.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                                    | Johnson Controls International plc                                                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       4485 | NS      | $537078.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                             | Linde plc                                                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       4697 | NS      | $2002753.83   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                                         | Medtronic plc                                                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       1534 | NS      | $147356.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                           | RenaissanceRe Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |        470 | NS      | $132145.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc, Class A                                                           | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |          3 | NS      | $115.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                                                                  | Smurfit WestRock plc                                                                  | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       4556 | NS      | $176180.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                                   | TE Connectivity plc                                                                   | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       1642 | NS      | $373571.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                                | Trane Technologies plc                                                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       1566 | NS      | $609487.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                                                              | XP, Inc., Class A                                                                     | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |          6 | NS      | $98.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                                        | Pound Sterling                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         13 | OU      | $17.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                                                                    | New Israeli Sheqel                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | IL        |         -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                                          | Indian Rupee                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |          2 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                                                   | Yen                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |         -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                                                   | Won                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |        346 | OU      | $0.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                                                    | Millicom International Cellular SA                                                    | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |        475 | NS      | $26334.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                                 | Spotify Technology SA                                                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        306 | NS      | $177697.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                | Check Point Software Technologies Ltd.                                                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       1790 | NS      | $332152.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                                                                | CyberArk Software Ltd.                                                                | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       1450 | NS      | $646787.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd.                                                                             | Nova Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |       2020 | NS      | $663347.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                                          | Mexican Peso                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                                    | AerCap Holdings NV                                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |       3365 | NS      | $483752.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                       | ASML Holding NV                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        861 | NS      | $921149.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                                                     | CNH Industrial NV                                                                     | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |      84188 | NS      | $776213.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                                       | Norwegian Krone                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |         -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                                    | New Zealand Dollar                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NZ        |         -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                                | Egypt Treasury Bills                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    7700000 | PA      | $158262.65    | 0.03%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                | Egypt Treasury Bills                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   10200000 | PA      | $199767.56    | 0.04%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Titulos de Tesoreria, Series B                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  180000000 | PA      | $47520.40     | 0.01%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Swedish Krona                                                                         | Swedish Krona                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | SE        |         -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                                      | Singapore Dollar                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | SG        |         -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 2 Year Notes                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         18 | NC      | $-1196.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                                                     | New Taiwan Dollar                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |         -1 | OU      | $-0.03        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         27 | NC      | $-13491.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Notes                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -110 | NC      | $89196.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Long Bonds                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-1571.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Ultra Bonds                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         23 | NC      | $-21439.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Franklin Templeton Variable Insurance Products Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer