# EDGAR Filing Document

**Accession Number:** 0000110055
**File Stem:** 0001752724-23-009976
**Filing Date:** 2023-1
**Character Count:** 444521
**Document Hash:** 2dfe5901fc41139601a42d487f9fea11
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009976.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009976

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK SUSTAINABLE BALANCED FUND, INC.
- **CENTRAL INDEX KEY:** 0000110055
- **IRS NUMBER:** 132757134
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02405
- **FILM NUMBER:** 23548942

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 08536
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 08536

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BALANCED CAPITAL FUND, INC.
- **DATE OF NAME CHANGE:** 20061002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH BALANCED CAPITAL FUND INC
- **DATE OF NAME CHANGE:** 20051214

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH BALANCE CAPITAL FUND INC
- **DATE OF NAME CHANGE:** 20000831

## Series and Classes Contracts Data

### BLACKROCK SUSTAINABLE BALANCED FUND, INC. (Series ID: S000002175)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000005578 | Investor A    |  |
| C000005580 | Investor C    |  |
| C000005581 | Institutional |  |
| C000005582 | Class R       |  |
| C000199764 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Sustainable Balanced Fund, Inc.

- **b. Investment Company Act file number:** 811-02405

- **c. CIK number of Registrant:** 0000110055

- **d. LEI of Registrant:** 549300IQRQVPFY18OX84

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Sustainable Balanced Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002175

- **c. LEI of Series:** 549300IQRQVPFY18OX84

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1573728056.81

**Total Liabilities:** $36551986.44

**Net Assets:** $1537176070.37

**Stand-by Commitments:** $30987158.09

**Cash Not Reported:** $756331.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 15.02000000 | **1-Year:** 2776.67000000 | **5-Year:** 120140.08000000 | **10-Year:** 110586.08000000 | **30-Year:** 17162.55000000

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

- **3-Month:** 0.01000000 | **1-Year:** 0.00000000 | **5-Year:** -448.93000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005578 | -7.41%               | 3.66%                | 6.86%                |
| Class ID C000005580 | -7.47%               | 3.61%                | 6.74%                |
| Class ID C000005582 | -7.48%               | 3.66%                | 6.84%                |
| Class ID C000199764 | -7.37%               | 3.73%                | 6.82%                |
| Class ID C000005581 | -7.37%               | 3.68%                | 6.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14451127.95            | $-95313488.78                              |
| Month 2  | $-16339698.09            | $58708051.40                               |
| Month 3  | $-741277.05              | $91799157.17                               |

**Designated Index Information**

- **Index Name:** 60% MSCI All Country World Index/40% Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Mitsubishi Gas Chemical Co Inc              | Mitsubishi Gas Chemical Co Inc                                        | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |      1300 | NS      | $18725.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunwoda Electronic Co Ltd                   | Sunwoda Electronic Co Ltd                                             | CUSIP: 000000000<br>LEI: 836800CQGW5QDXND0Q43 | Long             | EC               | CORP              | CN        |     42200 | NS      | $145859.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kering SA                                   | Kering SA                                                             | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      9328 | NS      | $5604609.53   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp                            | Exxon Mobil Corp                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     88571 | NS      | $9861495.14   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Arca Continental SAB de CV                  | Arca Continental SAB de CV                                            | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     15516 | NS      | $129152.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Industries Corp                      | Toyota Industries Corp                                                | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |       800 | NS      | $45893.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Utilities Group PLC                  | United Utilities Group PLC                                            | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     77778 | NS      | $964752.24    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen Inc                                   | Amgen Inc                                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      9453 | NS      | $2707339.20   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     12069 | NS      | $368345.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                     | HCA Inc                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $843255.80    | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Manulife Financial Corp                     | Manulife Financial Corp                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    230720 | NS      | $4155927.29   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corp                | United Microelectronics Corp                                          | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    397000 | NS      | $598014.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CUMMINS INC                                 | Cummins Inc                                                           | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    680000 | PA      | $613895.98    | 0.04%             | 2025-09-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140QPX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294627 | PA      | $278821.20    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Reliance Steel & Aluminum Co                | Reliance Steel & Aluminum Co                                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2467 | NS      | $521252.43    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                            | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1038309.08   | 0.07%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0126C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3575000 | PA      | $2784729.48   | 0.18%             | 2051-12-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| General Electric Co                         | General Electric Co                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     45684 | NS      | $3927453.48   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                              | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939343.61    | 0.06%             | 2027-03-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| RELX PLC                                    | RELX PLC                                                              | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     15165 | NS      | $425240.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LKQ Corp                                    | LKQ Corp                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       600 | NS      | $32598.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tong Hsing Electronic Industri              | Tong Hsing Electronic Industries Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $38396.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Expeditors International of Wa              | Expeditors International of Washington Inc                            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2496 | NS      | $289685.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                 | Equinor ASA                                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    107546 | NS      | $4141682.86   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2225329 | PA      | $2076611.64   | 0.14%             | 2052-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0224C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3975000 | PA      | $3672510.21   | 0.24%             | 2037-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     68882 | NS      | $12260996.00  | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Gotion High-tech Co Ltd                     | Gotion High-tech Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300J1NKV8ZBF0KN15 | Long             | EC               | CORP              | CN        |      3900 | NS      | $17713.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NTT                                         | Nippon Telegraph & Telephone Corp                                     | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    183800 | NS      | $5096591.86   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| SHENHUO CO.LTD                              | Henan Shenhuo Coal & Power Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |     25700 | NS      | $61366.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stantec Inc                                 | Stantec Inc                                                           | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1035 | NS      | $51205.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                       | Dell Technologies Inc                                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     17375 | NS      | $778226.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dechra Pharmaceuticals PLC                  | Dechra Pharmaceuticals PLC                                            | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |       640 | NS      | $21137.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REGENERON PHARMACEUTICAL                    | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $6772575.48   | 0.44%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Shimadzu Corp                               | Shimadzu Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $132158.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia Oyj                                   | Nokia Oyj                                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     80361 | NS      | $395931.34    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5100000 | PA      | $4605681.79   | 0.30%             | 2052-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co                             | Baker Hughes Co                                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11655 | NS      | $338228.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                       | Truist Financial Corp                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1237 | NS      | $57903.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Signify NV                                  | Signify NV                                                            | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     11016 | NS      | $376247.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PROGRESSIVE CORP                            | Progressive Corp/The                                                  | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183888.51    | 0.01%             | 2027-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd                     | Recruit Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     26000 | NS      | $841236.86    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1031777.71   | 0.07%             | 2026-07-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000089 | PA      | $928894.18    | 0.06%             | 2052-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LS Electric Co Ltd                          | LS Electric Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400AF8KS117D7D072 | Long             | EC               | CORP              | KR        |      1569 | NS      | $69566.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Naziona              | Terna - Rete Elettrica Nazionale                                      | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      6798 | NS      | $52072.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JD.com Inc                                  | JD.com Inc                                                            | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     20850 | NS      | $595221.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sika AG                                     | Sika AG                                                               | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      7615 | NS      | $1946094.83   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                | Barclays PLC                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    242608 | NS      | $474558.85    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuala Lumpur Kepong Bhd                     | Kuala Lumpur Kepong Bhd                                               | CUSIP: 000000000<br>LEI: 2549009JSTRFMR7A8D34 | Long             | EC               | CORP              | MY        |     21200 | NS      | $99791.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd                          | Trip.com Group Ltd                                                    | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |     14144 | NS      | $451900.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jinxin Fertility Group Ltd                  | Jinxin Fertility Group Ltd                                            | CUSIP: 000000000<br>LEI: 2549000NTC85I8X21O47 | Long             | EC               | CORP              | CN        |     29500 | NS      | $23286.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S., INC.                      | ICE US mini MSCI EAFE Index                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       -86 | NC      | $-957986.42   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos Inc/The                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     13903 | NS      | $2638928.43   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CSL Ltd                                     | CSL Ltd                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      4850 | NS      | $996474.35    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Groupe Bruxelles Lambert NV                 | Groupe Bruxelles Lambert NV                                           | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      8385 | NS      | $676794.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| City Developments Ltd                       | City Developments Ltd                                                 | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     34000 | NS      | $208882.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eletrobras SA                               | Centrais Eletricas Brasileiras SA                                     | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EP               | CORP              | BR        |     27729 | NS      | $261401.27    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ADOBE INC                                   | Adobe Inc                                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3069718.37   | 0.20%             | 2030-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Posiflex Technology Inc                     | Posiflex Technology Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $20151.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                       | Republic Services Inc                                                 | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $621822.86    | 0.04%             | 2032-02-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                               | Owens Corning                                                         | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327284.23    | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Faraday Technology Corp                     | Faraday Technology Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     31000 | NS      | $173382.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                             | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013965.05   | 0.07%             | 2026-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Textron Inc                                 | Textron Inc                                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     43047 | NS      | $3072694.86   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Experian PLC                                | Experian PLC                                                          | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     95086 | NS      | $3364261.57   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinsegae Inc                               | Shinsegae Inc                                                         | CUSIP: 000000000<br>LEI: 9884005BGBN4CVNXZ186 | Long             | EC               | CORP              | KR        |       720 | NS      | $116441.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gruma SAB de CV                             | Gruma SAB de CV                                                       | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |      4042 | NS      | $50040.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Erste Group Bank AG                         | Erste Group Bank AG                                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      5046 | NS      | $157997.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Benesse Holdings Inc                        | Benesse Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 549300XOPEJA8L2IV934 | Long             | EC               | CORP              | JP        |      6100 | NS      | $88691.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wistron NeWeb Corp                          | Wistron NeWeb Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     30000 | NS      | $84804.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexco SA                                    | Dexco SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      9578 | NS      | $15356.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inpex Corp                                  | Inpex Corp                                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     78400 | NS      | $863938.82    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc                                | Enbridge Inc                                                          | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     41707 | NS      | $1722353.53   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Corp                               | Sumitomo Corp                                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     30600 | NS      | $501664.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                   | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    490000 | PA      | $426361.25    | 0.03%             | 2026-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp                              | TC Energy Corp                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     40415 | NS      | $1790680.59   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                     | Lululemon Athletica Inc                                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      8401 | NS      | $3194984.31   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Chocoladefabriken Lindt & Spru              | Chocoladefabriken Lindt & Spruengli AG                                | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |        76 | NS      | $799468.40    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       133 | NS      | $33140.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Disco Corp                                  | Disco Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $691282.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2279499 | PA      | $2059762.98   | 0.13%             | 2052-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                          | NextEra Energy Inc                                                    | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2618 | NS      | $221744.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                  | Genmab A/S                                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2036 | NS      | $943472.16    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Unichip Corp                         | Global Unichip Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     48000 | NS      | $1161501.53   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| WinWay Technology Co Ltd                    | WinWay Technology Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $29051.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNI Tbk PT                                  | Bank Negara Indonesia Persero Tbk PT                                  | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    213100 | NS      | $134996.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ovintiv Inc                                 | Ovintiv Inc                                                           | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2076 | NS      | $115471.37    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke DSM NV                          | Koninklijke DSM NV                                                    | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      2149 | NS      | $278732.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kellogg Co                                  | Kellogg Co                                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       978 | NS      | $71345.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teva Pharmaceutical Industries              | Teva Pharmaceutical Industries Ltd                                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     41898 | NS      | $367445.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                     | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $630000.00    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                            | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3106009.09   | 0.20%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Celltrion Inc                               | Celltrion Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       441 | NS      | $59784.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SINOPEC CORP                                | China Petroleum & Chemical Corp                                       | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |   2162000 | NS      | $1020667.88   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                        | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $978309.74    | 0.06%             | 2028-09-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4902 | NS      | $2040702.60   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Westpac Banking Corp                        | Westpac Banking Corp                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    315380 | NS      | $5121748.26   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Foxsemicon Integrated Technolo              | Foxsemicon Integrated Technology Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $25154.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1100000 | PA      | $966625.01    | 0.06%             | 2052-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -237 | NC      | $-204042.78   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                            | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $186465.82    | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $14316875.04  | 0.93%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1389 | NS      | $1044111.30   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NASDAQ INC                                  | Nasdaq Inc                                                            | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $771815.51    | 0.05%             | 2031-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| IMCD NV                                     | IMCD NV                                                               | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      3859 | NS      | $570762.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                 | Investor AB                                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      4636 | NS      | $89264.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KB Financial Group Inc                      | KB Financial Group Inc                                                | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      4915 | NS      | $195163.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| APERAM SA                                   | APERAM SA                                                             | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |       829 | NS      | $26316.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     29313 | NS      | $4372327.08   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1151783.22   | 0.07%             | 2031-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                             | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121256.52    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| WABASH NATIONAL CORP                        | Wabash National Corp                                                  | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    750000 | PA      | $634184.07    | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gartner Inc                                 | Gartner Inc                                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     11596 | NS      | $4062890.52   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948664 | PA      | $893178.42    | 0.06%             | 2034-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Genius Electronic Optical Co L              | Genius Electronic Optical Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $90970.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                           | General Mills Inc                                                     | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491914.79    | 0.03%             | 2025-04-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CGG SA                                      | CGG SA                                                                | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $504633.07    | 0.03%             | 2027-04-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1134703.12   | 0.07%             | 2052-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                           | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1739028.43   | 0.11%             | 2026-09-16      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp                        | Southern Copper Corp                                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | PE        |      1247 | NS      | $76091.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions              | Cognizant Technology Solutions Corp                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     97338 | NS      | $6055396.98   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| PetroChina Co Ltd                           | PetroChina Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |   2842000 | NS      | $1293201.60   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                            | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $591070.51    | 0.04%             | 2027-09-12      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11887347 | PA      | $9824247.55   | 0.64%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Legrand SA                                  | Legrand SA                                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      7865 | NS      | $640847.22    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                              | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $929685.78    | 0.06%             | 2027-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     20460 | NS      | $4348773.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Nitto Denko Corp                            | Nitto Denko Corp                                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      7100 | NS      | $448584.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd                          | Trip.com Group Ltd                                                    | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |       750 | NS      | $23736.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     20784 | NS      | $7169025.12   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                            | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1350000 | PA      | $1250830.00   | 0.08%             | 2026-05-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Dufry AG                                    | Dufry AG                                                              | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       691 | NS      | $28308.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Logistics Inc                            | JD Logistics Inc                                                      | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | CN        |     20800 | NS      | $37839.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                       | Texas Instruments Inc                                                 | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    459000 | PA      | $374861.34    | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BRF SA                                      | BRF SA                                                                | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | EC               | CORP              | BR        |      7708 | NS      | $13977.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| thyssenkrupp AG                             | thyssenkrupp AG                                                       | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |     68803 | NS      | $387825.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                      | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1890000 | PA      | $1657748.62   | 0.11%             | 2026-09-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Magnolia Oil & Gas Corp                     | Magnolia Oil & Gas Corp                                               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1485 | NS      | $38728.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERPUBLIC GROUP COS                       | Interpublic Group of Cos Inc/The                                      | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479119.11    | 0.03%             | 2028-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    841359 | PA      | $803521.41    | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     24636 | NS      | $13494615.36  | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Elan Microelectronics Corp                  | Elan Microelectronics Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20000 | NS      | $58823.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5999 | NS      | $801586.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                           | General Motors Co                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     27595 | NS      | $1119253.20   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                             | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $590710.28    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SK Innovation Co Ltd                        | SK Innovation Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |       329 | NS      | $45520.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                           | General Mills Inc                                                     | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1188840.45   | 0.08%             | 2027-02-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Gerdau SA                                   | Gerdau SA                                                             | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     43361 | NS      | $263123.11    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $14720624.96  | 0.96%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $149013.85    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Talanx AG                                   | Talanx AG                                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      1250 | NS      | $55571.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| S-Oil Corp                                  | S-Oil Corp                                                            | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |       391 | NS      | $25887.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Humana Inc                                  | Humana Inc                                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       677 | NS      | $372282.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC                                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       789 | NS      | $106783.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Therapeutics Corp                    | United Therapeutics Corp                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1598 | NS      | $447264.22    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN HEALTHCARE INC                          | AMN Healthcare Inc                                                    | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $886123.50    | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAMPBELL SOUP CO                            | Campbell Soup Co                                                      | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580091.81    | 0.04%             | 2028-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| WELLTOWER INC                               | Welltower Inc                                                         | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878424.54    | 0.06%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                        | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1423449.90   | 0.09%             | 2027-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Kolon Industries Inc                        | Kolon Industries Inc                                                  | CUSIP: 000000000<br>LEI: 988400LHRPRCSKXOAF72 | Long             | EC               | CORP              | KR        |       826 | NS      | $29245.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $765843.75    | 0.05%             | 2052-12-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      9482 | NS      | $3518580.56   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     30735 | NS      | $2374278.75   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                     | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1131397.83   | 0.07%             | 2029-08-17      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| AGILENT TECHNOLOGIES INC                    | Agilent Technologies Inc                                              | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $2616487.37   | 0.17%             | 2031-03-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Tritax Big Box REIT PLC                     | Tritax Big Box REIT PLC                                               | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |     26791 | NS      | $46824.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2050000 | PA      | $1956708.97   | 0.13%             | 2052-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RingCentral Inc                             | RingCentral Inc                                                       | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      5748 | NS      | $213020.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CME E-Mini Standard & Poor's 500 Index                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       181 | NC      | $2456150.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Daewoo Engineering & Construct              | Daewoo Engineering & Construction Co Ltd                              | CUSIP: 000000000<br>LEI: 988400P76EU13V47BI82 | Long             | EC               | CORP              | KR        |     33024 | NS      | $129697.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC            | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1234262.50   | 0.08%             | 2029-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Vermilion Energy Inc                        | Vermilion Energy Inc                                                  | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |      7106 | NS      | $140466.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Suntory Beverage & Food Ltd                 | Suntory Beverage & Food Ltd                                           | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     11100 | NS      | $378263.58    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Silergy Corp                                | Silergy Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4000 | NS      | $60011.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                      | Koninklijke Philips NV                                                | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     18205 | NS      | $272795.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ebara Corp                                  | Ebara Corp                                                            | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |      6500 | NS      | $252718.52    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Commercial & Savings               | Shanghai Commercial & Savings Bank Ltd/The                            | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             |  | CORP              | TW        |      1100 | NS      | $491.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pola Orbis Holdings Inc                     | Pola Orbis Holdings Inc                                               | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |      7300 | NS      | $95874.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                             | Tyson Foods Inc                                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     31430 | NS      | $2083180.40   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CUMMINS INC                                 | Cummins Inc                                                           | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1174912.94   | 0.08%             | 2030-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Hanwha Solutions Corp                       | Hanwha Solutions Corp                                                 | CUSIP: 000000000<br>LEI: 549300M2V0ZS71BRNR68 | Long             | EC               | CORP              | KR        |     12172 | NS      | $481792.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BorgWarner Inc                              | BorgWarner Inc                                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     17520 | NS      | $744775.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUINIX INC                                 | Equinix Inc                                                           | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881452.84    | 0.06%             | 2026-05-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                             | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1521633.20   | 0.10%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Marfrig Global Foods SA                     | Marfrig Global Foods SA                                               | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |     12309 | NS      | $20873.37     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $339651.25    | 0.02%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                    | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328400.36    | 0.02%             | 2027-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                         | Block Financial LLC                                                   | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1312746.77   | 0.09%             | 2030-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                  | Siemens AG                                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     46502 | NS      | $6449122.53   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    890000 | PA      | $718173.01    | 0.05%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S., INC.                      | ICE US MSCI Emerging Markets EM Index                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      -122 | NC      | $-693718.79   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10275.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JOHNSON CONTROLS INTL PL                    | Johnson Controls International plc                                    | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2930196.30   | 0.19%             | 2026-02-14      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Obayashi Corp                               | Obayashi Corp                                                         | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     38100 | NS      | $284838.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wafer Works Corp                            | Wafer Works Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $28874.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                       | Toronto-Dominion Bank/The                                             | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1850000 | PA      | $1652824.17   | 0.11%             | 2027-01-12      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                     | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1398198.82   | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ALLEGION US HOLDING CO                      | Allegion US Holding Co Inc                                            | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40831.61     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Tripod Technology Corp                      | Tripod Technology Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $18941.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KELLOGG CO                                  | Kellogg Co                                                            | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2945779.89   | 0.19%             | 2028-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                      | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259252.77    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                           | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $2837404.48   | 0.18%             | 2031-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Xinyi Solar Holdings Ltd                    | Xinyi Solar Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 529900QF7VIH03SB7Q08 | Long             | EC               | CORP              | CN        |     36000 | NS      | $42241.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ProSiebenSat.1 Media SE                     | ProSiebenSat.1 Media SE                                               | CUSIP: 000000000<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |     18162 | NS      | $165028.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sankyo Co Ltd                               | Sankyo Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |      1400 | NS      | $54779.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Posco International Corp                    | Posco International Corp                                              | CUSIP: 000000000<br>LEI: 988400B6ECL5BWA8KC19 | Long             | EC               | CORP              | KR        |      1187 | NS      | $21870.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths Group PLC                            | Smiths Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     41496 | NS      | $798645.21    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sigma Lithium Corp                          | Sigma Lithium Corp                                                    | CUSIP: 826599102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       575 | NS      | $19722.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tibet Summit Resources Co Ltd               | Tibet Summit Resources Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     54300 | NS      | $176772.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams-Sonoma Inc                         | Williams-Sonoma Inc                                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4195 | NS      | $490395.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                              | Tetra Tech Inc                                                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      6265 | NS      | $968506.35    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CSPC Pharmaceutical Group Ltd               | CSPC Pharmaceutical Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | CN        |     28000 | NS      | $36072.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                     | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916178.09    | 0.06%             | 2029-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1012908.26   | 0.07%             | 2029-06-14      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                     | Eni SpA                                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      2231 | NS      | $33264.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cigna Corp                                  | Cigna Corp                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     15784 | NS      | $5191199.76   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Medibank Pvt Ltd                            | Medibank Pvt Ltd                                                      | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     29019 | NS      | $57898.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3516557.86   | 0.23%             | 2027-09-10      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| Suzhou Maxwell Technologies Co              | Suzhou Maxwell Technologies Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       300 | NS      | $18167.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Localiza Rent a Car SA                      | Localiza Rent a Car SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     37363 | NS      | $431492.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     11063 | NS      | $3024734.83   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Bancolombia SA                              | Bancolombia SA                                                        | CUSIP: 000000000<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |      6422 | NS      | $53206.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Chemical Co Ltd                    | Sumitomo Chemical Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    175400 | NS      | $639479.51    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| VERISIGN INC                                | VeriSign Inc                                                          | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    620000 | PA      | $508169.99    | 0.03%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                              | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1599129.06   | 0.10%             | 2030-02-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc                       | Applied Materials Inc                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      6209 | NS      | $680506.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                       | DuPont de Nemours Inc                                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     21700 | NS      | $1530067.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| STEEL DYNAMICS INC                          | Steel Dynamics Inc                                                    | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702462.62    | 0.05%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                       | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $878312.04    | 0.06%             | 2026-08-21      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $844044.75    | 0.05%             | 2028-01-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $758514.13    | 0.05%             | 2052-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $21664453.20  | 1.41%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc                                    | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     12654 | NS      | $840731.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ZTE Corp                                    | ZTE Corp                                                              | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |      6700 | NS      | $23257.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genpact Ltd                                 | Genpact Ltd                                                           | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      1838 | NS      | $84750.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBOTT LABORATORIES                         | Abbott Laboratories                                                   | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1264468.21   | 0.08%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1396662.21   | 0.09%             | 2026-03-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TE Connectivity Ltd                         | TE Connectivity Ltd                                                   | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |      4738 | NS      | $597556.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                            | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749018.93    | 0.05%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                         | FS KKR Capital Corp                                                   | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    795000 | PA      | $669898.16    | 0.04%             | 2027-01-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Alfresa Holdings Corp                       | Alfresa Holdings Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $23133.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $37404.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grifols SA                                  | Grifols SA                                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EP               | CORP              | ES        |      1625 | NS      | $13033.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Helvetia Holding AG                         | Helvetia Holding AG                                                   | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |       407 | NS      | $45771.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Electric & Energy Syst              | Hyundai Electric & Energy System Co Ltd                               | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       729 | NS      | $23607.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H&R Block Inc                               | H&R Block Inc                                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     39458 | NS      | $1724709.18   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualicorp Consultoria e Corret              | Qualicorp Consultoria e Corretora de Seguros SA                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     26605 | NS      | $31376.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JGC Holdings Corp                           | JGC Holdings Corp                                                     | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |      4500 | NS      | $62416.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10 YEAR US TREASURY NOTE                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       179 | NC      | $183955.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                 | Bayerische Motoren Werke AG                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1541 | NS      | $133718.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Centrica PLC                                | Centrica PLC                                                          | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    766327 | NS      | $884666.75    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                            | Novo Nordisk A/S                                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     36332 | NS      | $4557418.14   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                       | Novartis Capital Corp                                                 | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2600034.52   | 0.17%             | 2030-08-14      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    111750 | NS      | $11285632.50  | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Wimpey PLC                           | Taylor Wimpey PLC                                                     | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     20611 | NS      | $25978.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                  | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2260215.22   | 0.15%             | 2032-07-27      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Sampo Oyj                                   | Sampo Oyj                                                             | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      2358 | NS      | $119416.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| King Slide Works Co Ltd                     | King Slide Works Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $26957.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                       | Canadian National Railway Co                                          | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $540005.83    | 0.04%             | 2032-08-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Auren Energia SA                            | Auren Energia SA                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     31539 | NS      | $84296.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                      | HP Inc                                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     66500 | NS      | $1997660.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1030341.19   | 0.07%             | 2026-10-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Advantest Corp                              | Advantest Corp                                                        | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     11600 | NS      | $789527.23    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| THOMSON REUTERS CORP                        | Thomson Reuters Corp                                                  | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |   3740000 | PA      | $3556730.99   | 0.23%             | 2026-05-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| SKC Co Ltd                                  | SKC Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       344 | NS      | $29837.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Timken Co/The                               | Timken Co/The                                                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1072 | NS      | $81450.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                      | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    940000 | PA      | $813441.90    | 0.05%             | 2026-07-15      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| SERVICENOW INC                              | ServiceNow Inc                                                        | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2336964.00   | 0.15%             | 2030-09-01      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                       | Keysight Technologies Inc                                             | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1215006.78   | 0.08%             | 2027-04-06      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Horiba Ltd                                  | Horiba Ltd                                                            | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      2000 | NS      | $91924.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    101100 | NS      | $1949208.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Li Ning Co Ltd                              | Li Ning Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | CN        |     23000 | NS      | $184839.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Santen Pharmaceutical Co Ltd                | Santen Pharmaceutical Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     12200 | NS      | $99663.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1696729.34   | 0.11%             | 2027-07-20      | Fixed         | 1.51%                 | No            | 2                  | On Loan: No      |
| AfreecaTV Co Ltd                            | AfreecaTV Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2616 | NS      | $175033.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                    | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $1034562.75   | 0.07%             | 2033-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                 | BioMarin Pharmaceutical Inc                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      7731 | NS      | $780676.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| KH Vatec Co Ltd                             | KH Vatec Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2585 | NS      | $29894.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boliden AB                                  | Boliden AB                                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      2699 | NS      | $101950.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brown-Forman Corp                           | Brown-Forman Corp                                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     32616 | NS      | $2381620.32   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99904.78     | 0.01%             | 2031-06-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Holcim AG                                   | Holcim AG                                                             | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     15050 | NS      | $786209.57    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstRand Ltd                               | FirstRand Ltd                                                         | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |     49744 | NS      | $193328.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                           | Telstra Group Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15812 | NS      | $42901.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Far EasTone Telecommunications              | Far EasTone Telecommunications Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |     18000 | NS      | $39745.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Univar Solutions Inc                        | Univar Solutions Inc                                                  | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       707 | NS      | $23422.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NetEase Inc                                 | NetEase Inc                                                           | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |      1900 | NS      | $27471.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930190.65    | 0.06%             | 2026-04-28      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Mohawk Industries Inc                       | Mohawk Industries Inc                                                 | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1393 | NS      | $141152.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEX CORP                                   | IDEX Corp                                                             | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2919698.95   | 0.19%             | 2031-06-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| RELIANCE STEEL & ALUM                       | Reliance Steel & Aluminum Co                                          | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    680000 | PA      | $612460.51    | 0.04%             | 2025-08-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Auto Trader Group PLC                       | Auto Trader Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |    156747 | NS      | $1082072.82   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BYD Co Ltd                                  | BYD Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     18300 | NS      | $684797.06    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo Car AB                                | Volvo Car AB                                                          | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |      8856 | NS      | $44376.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lufax Holding Ltd                           | Lufax Holding Ltd                                                     | CUSIP: 54975P102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6549 | NS      | $12181.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1046961.86   | 0.07%             | 2025-08-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                | Unilever PLC                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     83164 | NS      | $4158295.22   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                       | Texas Instruments Inc                                                 | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3309160.93   | 0.22%             | 2032-08-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Lotes Co Ltd                                | Lotes Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $56642.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Topsports International Holdin              | Topsports International Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     66000 | NS      | $42381.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp                      | FUJIFILM Holdings Corp                                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      5200 | NS      | $279719.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sino Biopharmaceutical Ltd                  | Sino Biopharmaceutical Ltd                                            | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |     93000 | NS      | $55054.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5330375 | PA      | $5090647.88   | 0.33%             | 2052-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Advantech Co Ltd                            | Advantech Co Ltd                                                      | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |      5000 | NS      | $54426.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BYD ELECTRONIC                              | BYD Electronic International Co Ltd                                   | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | CN        |     11500 | NS      | $38337.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                    | FactSet Research Systems Inc                                          | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2741679.06   | 0.18%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifi              | Grupo Aeroportuario del Pacifico SAB de CV                            | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      4887 | NS      | $79378.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Europacific Partners              | Coca-Cola Europacific Partners PLC                                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     26846 | NS      | $1425254.14   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1209768.59   | 0.08%             | 2028-04-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Taiwan Cement Corp                          | Taiwan Cement Corp                                                    | CUSIP: 000000000<br>LEI: 529900C56C3PB9X9ZO58 | Long             | EC               | CORP              | TW        |     22000 | NS      | $24251.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zhejiang Huayou Cobalt Co Ltd               | Zhejiang Huayou Cobalt Co Ltd                                         | CUSIP: 000000000<br>LEI: 30030099QFLNMEGP7M05 | Long             | EC               | CORP              | CN        |     26400 | NS      | $233589.98    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Zillow Group Inc                            | Zillow Group Inc                                                      | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       582 | NS      | $21766.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | EMINI S&P 500 ESG                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -140 | NC      | $-1261845.39  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                  | Intel Corp                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    174819 | NS      | $5256807.33   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Garmin Ltd                                  | Garmin Ltd                                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1748 | NS      | $162546.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Klepierre SA                                | Klepierre SA                                                          | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      8294 | NS      | $192190.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Oil Corp                           | Marathon Oil Corp                                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     52656 | NS      | $1612853.28   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments Inc                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     14811 | NS      | $2672793.06   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Shanghai Junshi Biosciences Co              | Shanghai Junshi Biosciences Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300L36FLCKN0WXW06 | Long             | EC               | CORP              | CN        |     21400 | NS      | $95465.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| AVANGRID INC                                | Avangrid Inc                                                          | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2082780.04   | 0.14%             | 2025-04-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                               | UniCredit SpA                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     95893 | NS      | $1309699.80   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| First Financial Holding Co Ltd              | First Financial Holding Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900BC1U046Q2GUZ64 | Long             | EC               | CORP              | TW        |     37000 | NS      | $31582.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -56 | NC      | $-68742.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDWIND                                    | Xinjiang Goldwind Science & Technology Co Ltd                         | CUSIP: 000000000<br>LEI: 3003008X6GR2ZPYM2V54 | Long             | EC               | CORP              | CN        |     41200 | NS      | $44653.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Evonik Industries AG                        | Evonik Industries AG                                                  | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      2245 | NS      | $44253.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HONDA MOTOR CO LTD                          | Honda Motor Co Ltd                                                    | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $918348.68    | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FUNDING LLC                      | NXP BV / NXP Funding LLC                                              | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $852809.48    | 0.06%             | 2028-12-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| PROGRESSIVE CORP                            | Progressive Corp/The                                                  | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353208.46    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PharmaEssentia Corp                         | PharmaEssentia Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $17304.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PEPSICO INC                                 | PepsiCo Inc                                                           | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    845000 | PA      | $818061.80    | 0.05%             | 2028-02-18      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CTBC Financial Holding Co Ltd               | CTBC Financial Holding Co Ltd                                         | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |     50000 | NS      | $37559.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2227419 | PA      | $2010110.36   | 0.13%             | 2037-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Evergreen Marine Corp Taiwan L              | Evergreen Marine Corp Taiwan Ltd                                      | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |     26000 | NS      | $139587.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Bankin              | Australia & New Zealand Banking Group Ltd                             | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EC               | CORP              | AU        |     64659 | NS      | $1091749.73   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| WEG SA                                      | WEG SA                                                                | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |      5701 | NS      | $42724.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VERMILION ENERGY INC                        | Vermilion Energy Inc                                                  | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   1290000 | PA      | $1191012.70   | 0.08%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                    | Deutsche Telekom International Finance BV                             | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1340000 | PA      | $1278278.45   | 0.08%             | 2027-01-19      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| DSV A/S                                     | DSV A/S                                                               | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      3250 | NS      | $519978.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                | Thermo Fisher Scientific Inc                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7896 | NS      | $4423497.12   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Flight Centre Travel Group Ltd              | Flight Centre Travel Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | EC               | CORP              | AU        |     20614 | NS      | $228381.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                  | Samsung Electronics Co Ltd                                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     84813 | NS      | $4075175.74   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| AXA SA                                      | AXA SA                                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     20362 | NS      | $575604.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Enovis Corp                                 | Enovis Corp                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       390 | NS      | $21110.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COCA-COLA CO/THE                            | Coca-Cola Co/The                                                      | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2486455.95   | 0.16%             | 2051-03-05      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp PLC                                                        | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       356 | NS      | $58188.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Electron Ltd                          | Tokyo Electron Ltd                                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       800 | NS      | $271497.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                     | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $389322.60    | 0.03%             | 2033-03-29      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Want Want China Holdings Ltd                | Want Want China Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 5299005HZCEKX4O1J230 | Long             | EC               | CORP              | CN        |     47000 | NS      | $31903.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coupang Inc                                 | Coupang Inc                                                           | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |     17342 | NS      | $337822.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                    | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1151080.83   | 0.07%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fulgent Sun International Hold              | Fulgent Sun International Holding Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10000 | NS      | $49381.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MMG Ltd                                     | MMG Ltd                                                               | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | EC               | CORP              | AU        |     84000 | NS      | $22107.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       271 | NS      | $440906.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1380725.50   | 0.09%             | 2026-04-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                    | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $900064.70    | 0.06%             | 2028-09-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TINGYI                                      | Tingyi Cayman Islands Holding Corp                                    | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | CN        |     66000 | NS      | $107946.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan Ocean Co Ltd                            | Pan Ocean Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400HGOJIHDWPIAT45 | Long             | EC               | CORP              | KR        |      7293 | NS      | $30338.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2215254 | PA      | $1952593.67   | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Shimizu Corp                                | Shimizu Corp                                                          | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     38800 | NS      | $209191.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SUNNY OPTICAL                               | Sunny Optical Technology Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | CN        |      2400 | NS      | $28571.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd                 | Sun Hung Kai Properties Ltd                                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      8500 | NS      | $102537.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                      | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2412744.66   | 0.16%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Legend Biotech Corp                         | Legend Biotech Corp                                                   | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | US        |      3792 | NS      | $195325.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1112 | NS      | $2312348.40   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -70 | NC      | $-134611.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     22427 | NS      | $2194930.49   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     10826 | NS      | $3858386.40   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                             | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2376 | NS      | $69535.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     97715 | NS      | $1661552.19   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333607.91    | 0.02%             | 2028-05-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd               | Nomura Research Institute Ltd                                         | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     41500 | NS      | $919588.18    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services I              | West Pharmaceutical Services Inc                                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       183 | NS      | $42942.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Engie SA                                    | Engie SA                                                              | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    200615 | NS      | $3049707.79   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Ono Pharmaceutical Co Ltd                   | Ono Pharmaceutical Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      3600 | NS      | $92261.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       777 | NS      | $312132.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ASGN INCORPORATED                           | ASGN Inc                                                              | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1423537.50   | 0.09%             | 2028-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Novozymes A/S                               | Novozymes A/S                                                         | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     34208 | NS      | $1989129.46   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Cielo SA                                    | Cielo SA                                                              | CUSIP: 000000000<br>LEI: 635400V276LMQ5UZ6C26 | Long             | EC               | CORP              | BR        |    233833 | NS      | $214937.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                  | US Bancorp                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    105581 | NS      | $4792321.59   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| COCA-COLA FEMSA SAB CV                      | Coca-Cola Femsa SAB de CV                                             | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1730000 | PA      | $1319449.38   | 0.09%             | 2032-09-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| BP PLC                                      | BP PLC                                                                | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    153958 | NS      | $919396.24    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $920036.25    | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224739 | PA      | $197146.03    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de C              | Sociedad Quimica y Minera de Chile SA                                 | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |     16651 | NS      | $1660523.42   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     45473 | NS      | $4632789.24   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3003 | NS      | $484023.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904796 | PA      | $865410.04    | 0.06%             | 2051-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| International Paper Co                      | International Paper Co                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2607 | NS      | $96771.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                     | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    850000 | PA      | $671364.05    | 0.04%             | 2031-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Nissin Foods Holdings Co Ltd                | Nissin Foods Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |      7900 | NS      | $602019.67    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $14638593.75  | 0.95%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                    | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    360000 | PA      | $284338.58    | 0.02%             | 2031-09-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                           | General Mills Inc                                                     | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3162181.57   | 0.21%             | 2031-10-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426462.08   | 0.09%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| IDEXX Laboratories Inc                      | IDEXX Laboratories Inc                                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       252 | NS      | $107319.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Doosan Bobcat Inc                           | Doosan Bobcat Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       831 | NS      | $22746.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marks & Spencer Group PLC                   | Marks & Spencer Group PLC                                             | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     74188 | NS      | $108279.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsingtao Brewery Co Ltd                     | Tsingtao Brewery Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      6000 | NS      | $56799.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GARTNER INC                                 | Gartner Inc                                                           | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    975000 | PA      | $917884.50    | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                          | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1065747.68   | 0.07%             | 2026-03-19      | Fixed         | 1.69%                 | No            | 2                  | On Loan: No      |
| CTCI Corp                                   | CTCI Corp                                                             | CUSIP: 000000000<br>LEI: 54930026E4DTBSJUWH86 | Long             | EC               | CORP              | TW        |     67000 | NS      | $88514.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FLEX LTD                                    | Flex Ltd                                                              | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $934562.50    | 0.06%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Tianshan Aluminum Group Co Ltd              | Tianshan Aluminum Group Co Ltd                                        | CUSIP: 000000000<br>LEI: 300300VE52AL1GWYFN04 | Long             | EC               | CORP              | CN        |     59500 | NS      | $60181.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     84522 | NS      | $6482837.40   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Foschini Group Ltd/The                      | Foschini Group Ltd/The                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      7466 | NS      | $45516.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bezeq The Israeli Telecommunic              | Bezeq The Israeli Telecommunication Corp Ltd                          | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |    211967 | NS      | $394245.64    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                | Perusahaan Gas Negara Tbk PT                                          | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   1340900 | NS      | $161381.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Primax Electronics Ltd                      | Primax Electronics Ltd                                                | CUSIP: 000000000<br>LEI: 254900JO4CQFFG7AIQ15 | Long             | EC               | CORP              | TW        |     52000 | NS      | $98123.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Central Asia Tbk PT                    | Bank Central Asia Tbk PT                                              | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   2372600 | NS      | $1409511.19   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                          | Deutsche Boerse AG                                                    | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      2788 | NS      | $512363.14    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| United Internet AG                          | United Internet AG                                                    | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |      3425 | NS      | $72814.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                     | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1542246.91   | 0.10%             | 2027-05-24      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| BNK Financial Group Inc                     | BNK Financial Group Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3411 | NS      | $19329.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347204.45    | 0.02%             | 2027-09-22      | Fixed         | 1.47%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                             | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4616 | NS      | $2818161.04   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Epiroc AB                                   | Epiroc AB                                                             | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      7800 | NS      | $150196.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                            | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    740000 | PA      | $751179.02    | 0.05%             | 2025-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                      | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315882.75    | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Cosmos Pharmaceutical Corp                  | Cosmos Pharmaceutical Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $244654.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Teradyne Inc                                | Teradyne Inc                                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      3612 | NS      | $337541.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Elia Group SA/NV                            | Elia Group SA/NV                                                      | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      5997 | NS      | $854503.64    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ASE Technology Holding Co Ltd               | ASE Technology Holding Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |    154000 | NS      | $492530.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3994140.60   | 0.26%             | 2030-08-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Voltronic Power Technology Cor              | Voltronic Power Technology Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $56754.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares MSCI India ETF                      | iShares MSCI India ETF                                                | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Long             | EC               | RF                | US        |    263848 | NS      | $11672635.52  | 0.76%             |  |  |  | No            | 1                  | On Loan: —       |
| IBM CORP                                    | International Business Machines Corp                                  | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $634645.59    | 0.04%             | 2032-02-09      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2253391 | PA      | $1983995.72   | 0.13%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Sinbon Electronics Co Ltd                   | Sinbon Electronics Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $35333.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LEG Immobilien SE                           | LEG Immobilien SE                                                     | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      3847 | NS      | $246836.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ANTA Sports Products Ltd                    | ANTA Sports Products Ltd                                              | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | CN        |     44200 | NS      | $525327.92    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Parex Resources Inc                         | Parex Resources Inc                                                   | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      6757 | NS      | $96747.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                    | eBay Inc                                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     57431 | NS      | $2609664.64   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Saab AB                                     | Saab AB                                                               | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     37720 | NS      | $1403196.26   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     10128 | NS      | $1209688.32   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LONGi Green                                 | LONGi Green Energy Technology Co Ltd                                  | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |    187200 | NS      | $1214365.02   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| StoneCo Ltd                                 | StoneCo Ltd                                                           | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |     14096 | NS      | $164641.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SSE PLC                                     | SSE PLC                                                               | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     14603 | NS      | $302874.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNUM GROUP                                  | Unum Group                                                            | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    950000 | PA      | $661773.42    | 0.04%             | 2051-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $906059.61    | 0.06%             | 2025-07-17      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| Renault SA                                  | Renault SA                                                            | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |      4708 | NS      | $171298.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VAT Group AG                                | VAT Group AG                                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      1237 | NS      | $346699.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1951077 | PA      | $1717094.52   | 0.11%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ralph Lauren Corp                           | Ralph Lauren Corp                                                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1335 | NS      | $151015.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1796649.29   | 0.12%             | 2028-07-25      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Tourmaline Oil Corp                         | Tourmaline Oil Corp                                                   | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |     29154 | NS      | $1774402.84   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                     | Astrazeneca Finance LLC                                               | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1027107.18   | 0.07%             | 2026-05-28      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                        | Tencent Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    114700 | NS      | $4337531.42   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Engineering & Construc              | Hyundai Engineering & Construction Co Ltd                             | CUSIP: 000000000<br>LEI: 988400CEQG9N710HN313 | Long             | EC               | CORP              | KR        |      2055 | NS      | $64957.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Worley Ltd                                  | Worley Ltd                                                            | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |      3439 | NS      | $34880.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Drax Group PLC                              | Drax Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     50444 | NS      | $373188.69    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0204C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2186250 | PA      | $1966557.50   | 0.13%             | 2037-12-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ackermans & van Haaren NV                   | Ackermans & van Haaren NV                                             | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      7162 | NS      | $1138369.07   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Workday Inc                                 | Workday Inc                                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     14887 | NS      | $2499527.30   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Cia Energetica de Minas Gerais              | Cia Energetica de Minas Gerais                                        | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    122518 | NS      | $270564.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                            | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1312390.92   | 0.09%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                          | Voya Financial Inc                                                    | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      7137 | NS      | $470899.26    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                           | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506955.95    | 0.03%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                            | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1610998.50   | 0.10%             | 2027-07-09      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                      | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48528 | PA      | $45934.74     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                            | Wartsila OYJ Abp                                                      | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     52006 | NS      | $450496.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Akeso Inc                                   | Akeso Inc                                                             | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Long             | EC               | CORP              | CN        |      7000 | NS      | $30639.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Global PLC                          | Liberty Global PLC                                                    | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      1890 | NS      | $39085.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Var Energi ASA                              | Var Energi ASA                                                        | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |     24754 | NS      | $91381.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                     | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc               | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $481042.51    | 0.03%             | 2030-05-01      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                    | Cheniere Corpus Christi Holdings LLC                                  | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $3803959.44   | 0.25%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    900000 | PA      | $800278.52    | 0.05%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Usinas Siderurgicas de Minas G              | Usinas Siderurgicas de Minas Gerais SA Usiminas                       | CUSIP: 000000000<br>LEI: 2549001OK55PFGXM4827 | Long             | EP               | CORP              | BR        |     38822 | NS      | $57978.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambev SA                                    | Ambev SA                                                              | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     97043 | NS      | $297149.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5683628 | PA      | $4698176.27   | 0.31%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292966 | PA      | $257797.38    | 0.02%             | 2052-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Chung-Hsin Electric & Machiner              | Chung-Hsin Electric & Machinery Manufacturing Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     16000 | NS      | $30834.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                      | Credit Suisse AG/New York NY                                          | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    430000 | PA      | $340870.73    | 0.02%             | 2026-08-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Longfor Group Holdings Ltd                  | Longfor Group Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | CN        |      5000 | NS      | $15233.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                          | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1014216.07   | 0.07%             | 2026-05-07      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Croda International PLC                     | Croda International PLC                                               | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      6711 | NS      | $554967.68    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1371179.68   | 0.09%             | 2052-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Brixmor Property Group Inc                  | Brixmor Property Group Inc                                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     43841 | NS      | $1016234.38   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SH PHARMA                                   | Shanghai Pharmaceuticals Holding Co Ltd                               | CUSIP: 000000000<br>LEI: 30030029J1KKCBY19820 | Long             | EC               | CORP              | CN        |     55700 | NS      | $92879.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                     | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917562.22    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025000 | PA      | $938195.31    | 0.06%             | 2052-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Southwest Airlines Co                       | Southwest Airlines Co                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      7157 | NS      | $285635.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                             | Best Buy Co Inc                                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     32851 | NS      | $2802190.30   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON SE                                     | E.ON SE                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     56420 | NS      | $540929.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Trelleborg AB                               | Trelleborg AB                                                         | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      2017 | NS      | $49373.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                           | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307506.25    | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Delta Electronics Inc                       | Delta Electronics Inc                                                 | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     98000 | NS      | $969094.02    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SK IE Technology Co Ltd                     | SK IE Technology Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400ZA9LM3JZBI5088 | Long             | EC               | CORP              | KR        |       895 | NS      | $45813.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                       | Keysight Technologies Inc                                             | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2672401.44   | 0.17%             | 2029-10-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chang Hwa Commercial Bank Ltd               | Chang Hwa Commercial Bank Ltd                                         | CUSIP: 000000000<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |     45000 | NS      | $25626.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hana Financial Group Inc                    | Hana Financial Group Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4797 | NS      | $164067.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2177002 | PA      | $1853481.51   | 0.12%             | 2052-04-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     84360 | NS      | $6536212.80   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1274352.59   | 0.08%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| KDDI Corp                                   | KDDI Corp                                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     19300 | NS      | $574070.36    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $408890.13    | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      9897 | NS      | $3491661.60   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                            | EPAM Systems Inc                                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       832 | NS      | $306658.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                    | Teledyne Technologies Inc                                             | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890039.68    | 0.06%             | 2026-04-01      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                     | Becton Dickinson and Co                                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      3258 | NS      | $812349.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                      | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964181 | PA      | $870082.40    | 0.06%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America, National Association       | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12684.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Clearway Energy Inc                         | Clearway Energy Inc                                                   | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3548 | NS      | $125741.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4891643 | PA      | $4420094.90   | 0.29%             | 2052-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                 | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382283.79    | 0.02%             | 2026-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                            | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $304803.41    | 0.02%             | 2032-05-22      | Fixed         | 2.17%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1098982 | PA      | $938245.48    | 0.06%             | 2051-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Dowa Holdings Co Ltd                        | Dowa Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |      1000 | NS      | $33216.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Patterson-UTI Energy Inc                    | Patterson-UTI Energy Inc                                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      2218 | NS      | $39813.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated British Foods PLC                | Associated British Foods PLC                                          | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     61851 | NS      | $1186223.92   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos Inc/The                        | Williams Cos Inc/The                                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     36446 | NS      | $1264676.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                   | Brighthouse Financial Inc                                             | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      4894 | NS      | $272791.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2732 | NS      | $482198.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     34589 | NS      | $6734478.30   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1197406 | PA      | $1085744.97   | 0.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2965 | NS      | $326505.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Azul SA                                     | Azul SA                                                               | CUSIP: 000000000<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EP               | CORP              | BR        |     59150 | NS      | $139743.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| XinTec Inc                                  | XinTec Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $24115.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1611010.61   | 0.10%             | 2030-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4814669.75   | 0.31%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1126731.14   | 0.07%             | 2027-09-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Expedia Group Inc                           | Expedia Group Inc                                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5734 | NS      | $612620.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                               | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1373531.76   | 0.09%             | 2026-03-02      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| Yum China Holdings Inc                      | Yum China Holdings Inc                                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |     20415 | NS      | $1125274.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                    | Automatic Data Processing Inc                                         | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $4724007.02   | 0.31%             | 2028-05-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Marubeni Corp                               | Marubeni Corp                                                         | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      2100 | NS      | $23756.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                          | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $860114.80    | 0.06%             | 2027-11-24      | Fixed         | 2.28%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                            | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287577.91    | 0.02%             | 2025-11-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Simplo Technology Co Ltd                    | Simplo Technology Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20000 | NS      | $198190.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    873035 | PA      | $767582.55    | 0.05%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NAVER Corp                                  | NAVER Corp                                                            | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       283 | NS      | $41137.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                   | Nestle SA                                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     11115 | NS      | $1322947.36   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Carter's Inc                                | Carter's Inc                                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1925 | NS      | $140602.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Innotek Co Ltd                           | LG Innotek Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       527 | NS      | $127058.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     91326 | NS      | $7218407.04   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                     | Aon PLC                                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      1317 | NS      | $406004.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KELLOGG CO                                  | Kellogg Co                                                            | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $814764.12    | 0.05%             | 2030-06-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd              | Country Garden Holdings Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | CN        |    243000 | NS      | $95037.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    101911 | NS      | $5108798.43   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     43006 | NS      | $9332302.00   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                            | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1035241.42   | 0.07%             | 2027-02-03      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| AIA Group Ltd                               | AIA Group Ltd                                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    681200 | NS      | $6917319.90   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Solvay SA                                   | Solvay SA                                                             | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       614 | NS      | $60905.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRONIC ARTS INC                         | Electronic Arts Inc                                                   | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501799.40    | 0.03%             | 2026-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd                         | Macquarie Group Ltd                                                   | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     29261 | NS      | $3598562.61   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Valmet Oyj                                  | Valmet Oyj                                                            | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     21920 | NS      | $566602.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Silicon Laboratories Inc                    | Silicon Laboratories Inc                                              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      2983 | NS      | $433847.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GENUINE PARTS CO                            | Genuine Parts Co                                                      | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466622.15    | 0.03%             | 2025-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BYD Co Ltd                                  | BYD Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     21000 | NS      | $534655.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Knight-Swift Transportation Ho              | Knight-Swift Transportation Holdings Inc                              | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4547 | NS      | $252040.21    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CAPITAL CORP                           | Ares Capital Corp                                                     | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $857080.96    | 0.06%             | 2027-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Mediobanca Banca di Credito Fi              | Mediobanca Banca di Credito Finanziario SpA                           | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     37774 | NS      | $365042.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sinopharm Group Co Ltd                      | Sinopharm Group Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     64000 | NS      | $151834.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp                         | Otis Worldwide Corp                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1791 | NS      | $139859.19    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     37731 | NS      | $4456031.10   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140QPNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583829 | PA      | $526856.05    | 0.03%             | 2037-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                    | Teledyne Technologies Inc                                             | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $862202.68    | 0.06%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Koh Young Technology Inc                    | Koh Young Technology Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1933 | NS      | $21273.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuaishou Technology                         | Kuaishou Technology                                                   | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | CN        |     46100 | NS      | $347331.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1034979.84   | 0.07%             | 2033-07-20      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Enerplus Corp                               | Enerplus Corp                                                         | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |     19052 | NS      | $354228.54    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Givaudan SA                                 | Givaudan SA                                                           | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |      1172 | NS      | $3962152.33   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Sino-American Silicon Products              | Sino-American Silicon Products Inc                                    | CUSIP: 000000000<br>LEI: 529900DMZ4STK7NEXO95 | Long             | EC               | CORP              | TW        |     21000 | NS      | $110185.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinix Inc                                 | Equinix Inc                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      4475 | NS      | $3090658.75   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2141128.94   | 0.14%             | 2028-02-24      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| Krafton Inc                                 | Krafton Inc                                                           | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |       478 | NS      | $84131.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cathay Financial Holding Co Lt              | Cathay Financial Holding Co Ltd                                       | CUSIP: 000000000<br>LEI: 5299009XR1QLFAMQ3X77 | Long             | EC               | CORP              | TW        |     37000 | NS      | $52653.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Globalwafers Co Ltd                         | Globalwafers Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |      6000 | NS      | $93177.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fast Retailing Co Ltd                       | Fast Retailing Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      1200 | NS      | $713567.50    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| RELIANCE STEEL & ALUM                       | Reliance Steel & Aluminum Co                                          | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1503778.68   | 0.10%             | 2030-08-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Barratt Developments PLC                    | Barratt Developments PLC                                              | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |    145704 | NS      | $704591.61    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LXJM                                        | Luxshare Precision Industry Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |      4300 | NS      | $19004.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                        | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344950.87    | 0.02%             | 2025-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Endeavour Mining PLC                        | Endeavour Mining PLC                                                  | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      3487 | NS      | $74009.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                    | Flex Ltd                                                              | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      3077 | NS      | $67632.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BeiGene Ltd                                 | BeiGene Ltd                                                           | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CN        |      2500 | NS      | $37169.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                         | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $935769.13    | 0.06%             | 2027-06-09      | Fixed         | 1.46%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     34328 | NS      | $4181493.68   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5250000 | PA      | $4873476.56   | 0.32%             | 2052-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank, National Association              | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-114873.45   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Shinhan Financial Group Co Ltd              | Shinhan Financial Group Co Ltd                                        | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      2859 | NS      | $82882.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Biogen Inc                                  | Biogen Inc                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3581 | NS      | $1092813.77   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575000 | PA      | $508846.17    | 0.03%             | 2052-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95386 | PA      | $83644.32     | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CMOC Group Ltd                              | CMOC Group Ltd                                                        | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |    561000 | NS      | $262817.58    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Zinc Co Ltd                           | Korea Zinc Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |       339 | NS      | $163889.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Continental AG                              | Continental AG                                                        | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       433 | NS      | $26205.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 3SBio Inc                                   | 3SBio Inc                                                             | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | CN        |    312000 | NS      | $330973.52    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                     | Astrazeneca Finance LLC                                               | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    990000 | PA      | $830697.96    | 0.05%             | 2031-05-28      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BBVA                                        | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    387999 | NS      | $2286495.07   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| DMG Mori Co Ltd                             | DMG Mori Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |      5900 | NS      | $79691.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| South32 Ltd                                 | South32 Ltd                                                           | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     28030 | NS      | $77854.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Unum Group                                  | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1353 | NS      | $57069.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                     | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176192.64    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Swatch Group AG/The                         | Swatch Group AG/The                                                   | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      4351 | NS      | $1164270.58   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Radian Group Inc                            | Radian Group Inc                                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     26326 | NS      | $515199.82    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayerische Motoren Werke AG                 | Bayerische Motoren Werke AG                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     30714 | NS      | $2788791.90   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| COPASA                                      | Cia de Saneamento de Minas Gerais-COPASA                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     23472 | NS      | $71374.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                              | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $977739.57    | 0.06%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Anglo American PLC                          | Anglo American PLC                                                    | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     46986 | NS      | $1953448.44   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| PING AN                                     | Ping An Insurance Group Co of China Ltd                               | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    110500 | NS      | $682227.90    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J Front Retailing Co Ltd                    | J Front Retailing Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $23706.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chroma ATE Inc                              | Chroma ATE Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     22000 | NS      | $143528.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimao Services Holdings Ltd                | Shimao Services Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 254900CXWYN3QX5DWO89 | Long             | EC               | CORP              | CN        |     49000 | NS      | $17263.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cia Brasileira de Aluminio                  | Cia Brasileira de Aluminio                                            | CUSIP: 000000000<br>LEI: 5493001QYTIDILBVYO18 | Long             | EC               | CORP              | BR        |      7679 | NS      | $18023.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurubis AG                                  | Aurubis AG                                                            | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |      1932 | NS      | $155104.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Makalot Industrial Co Ltd                   | Makalot Industrial Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $60905.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Energy Solution Ltd                      | LG Energy Solution Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1082 | NS      | $489461.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty Inc                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      4878 | NS      | $2267489.52   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775046 | PA      | $740189.71    | 0.05%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ZOZO Inc                                    | ZOZO Inc                                                              | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      2300 | NS      | $58067.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energisa SA                                 | Energisa SA                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     11257 | NS      | $93516.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                               | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    710000 | PA      | $626590.73    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Wuxi Biologics Cayman Inc                   | Wuxi Biologics Cayman Inc                                             | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |     69500 | NS      | $455484.64    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CORP                      | Louisiana-Pacific Corp                                                | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    725000 | PA      | $603591.36    | 0.04%             | 2029-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Minerva SA/Brazil                           | Minerva SA/Brazil                                                     | CUSIP: 000000000<br>LEI: 391200UHL6YHY0OA1P30 | Long             | EC               | CORP              | BR        |     14766 | NS      | $35425.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1682 | NS      | $256370.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Davide Campari-Milano NV                    | Davide Campari-Milano NV                                              | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | IT        |     74816 | NS      | $788508.18    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp                                    | EQT Corp                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      8403 | NS      | $356371.23    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BeiGene Ltd                                 | BeiGene Ltd                                                           | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CN        |      1704 | NS      | $326503.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Remy Cointreau SA                           | Remy Cointreau SA                                                     | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |       483 | NS      | $83593.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Studio Dragon Corp                          | Studio Dragon Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       800 | NS      | $44737.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MONTREAL EXCHANGE                           | Montreal Exchange S&P/TSX 60 Index                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        -6 | NC      | $-55278.37    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                 | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $866966.00    | 0.06%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                        | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1288114.90   | 0.08%             | 2031-12-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| XIABUXIABU                                  | Xiabuxiabu Catering Management China Holdings Co Ltd                  | CUSIP: 000000000<br>LEI: 5299004RY3LN54RFB102 | Long             | EC               | CORP              | CN        |     45000 | NS      | $44652.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMSYS Holdings Corp                        | COMSYS Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |      8300 | NS      | $149618.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Direct Line Insurance Group PL              | Direct Line Insurance Group PLC                                       | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     44537 | NS      | $112706.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                 | Investor AB                                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     64035 | NS      | $1191746.75   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB              | Fomento Economico Mexicano SAB de CV                                  | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     44089 | NS      | $351861.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                              | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $548058.11    | 0.04%             | 2028-03-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1958571 | PA      | $1772798.21   | 0.12%             | 2052-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     82596 | NS      | $8379364.20   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui & Co Ltd                             | Mitsui & Co Ltd                                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    126600 | NS      | $3674403.22   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5660518 | PA      | $4680055.12   | 0.30%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HANOVER INSURANCE GROUP                     | Hanover Insurance Group Inc/The                                       | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    380000 | PA      | $294974.98    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                     | Astrazeneca Finance LLC                                               | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $695605.74    | 0.05%             | 2028-05-28      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Kamigumi Co Ltd                             | Kamigumi Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $287934.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| T&D Holdings Inc                            | T&D Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      2600 | NS      | $31609.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc                                | MediaTek Inc                                                          | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     25000 | NS      | $604095.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cheil Worldwide Inc                         | Cheil Worldwide Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1203 | NS      | $22312.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    115246 | NS      | $5579058.86   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Fleury SA                                   | Fleury SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     28436 | NS      | $97319.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectris PLC                                | Spectris PLC                                                          | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |      6235 | NS      | $241396.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Scout24 SE                                  | Scout24 SE                                                            | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      8428 | NS      | $462596.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd                          | Qantas Airways Ltd                                                    | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     25219 | NS      | $108306.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                           | CUSIP: 912796R27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39881812.80  | 2.59%             | 2022-12-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ping An Healthcare and Technol              | Ping An Healthcare and Technology Co Ltd                              | CUSIP: 000000000<br>LEI: 2549009NW1LO017CP285 | Long             | EC               | CORP              | CN        |      5600 | NS      | $14235.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Robert Half International Inc               | Robert Half International Inc                                         | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     16022 | NS      | $1262213.16   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX CAPITAL INC                            | RELX Capital Inc                                                      | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160641.01    | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PSBC                                        | Postal Savings Bank of China Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |     51000 | NS      | $30843.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken NV                                 | Heineken NV                                                           | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      4678 | NS      | $433247.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AVANGRID INC                                | Avangrid Inc                                                          | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457498.11    | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| INTUIT INC                                  | Intuit Inc                                                            | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870297.85    | 0.06%             | 2027-07-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Align Technology Inc                        | Align Technology Inc                                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3820 | NS      | $751241.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1103700.51   | 0.07%             | 2028-01-19      | Fixed         | 2.34%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0304C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525000 | PA      | $2376150.29   | 0.15%             | 2037-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Xiamen Tungsten Co Ltd                      | Xiamen Tungsten Co Ltd                                                | CUSIP: 000000000<br>LEI: 300300SEC2FOC4PL5N49 | Long             | EC               | CORP              | CN        |     38600 | NS      | $117346.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Telecom Co Ltd                           | SK Telecom Co Ltd                                                     | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      4810 | NS      | $183384.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                         | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1476230.44   | 0.10%             | 2026-01-25      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                 | B3 SA - Brasil Bolsa Balcao                                           | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     16883 | NS      | $41513.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sega Sammy Holdings Inc                     | Sega Sammy Holdings Inc                                               | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |     35200 | NS      | $469411.43    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Commercial & Savings               | Shanghai Commercial & Savings Bank Ltd/The                            | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             | EC               | CORP              | TW        |     15000 | NS      | $24786.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                  | Eiffage SA                                                            | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      3550 | NS      | $349546.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Parade Technologies Ltd                     | Parade Technologies Ltd                                               | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | US        |      2000 | NS      | $52488.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                      | Lumen Technologies Inc                                                | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $872218.75    | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| OOIL                                        | Orient Overseas International Ltd                                     | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | HK        |      1500 | NS      | $28502.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PEPSICO INC                                 | PepsiCo Inc                                                           | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2285970.91   | 0.15%             | 2052-07-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Nemetschek SE                               | Nemetschek SE                                                         | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      2576 | NS      | $128742.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XGGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3682094 | PA      | $3173527.04   | 0.21%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Zillow Group Inc                            | Zillow Group Inc                                                      | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      6214 | NS      | $236007.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     10857 | NS      | $1120876.68   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                            | Cirrus Logic Inc                                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      7174 | NS      | $535969.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung SDS Co Ltd                          | Samsung SDS Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       816 | NS      | $79733.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Swedbank AB                                 | Swedbank AB                                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      1091 | NS      | $17754.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUYAO GLASS                                 | Fuyao Glass Industry Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     28800 | NS      | $127701.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                    | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $563857.12    | 0.04%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Nomad Foods Ltd                             | Nomad Foods Ltd                                                       | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |     25535 | NS      | $446607.15    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                     | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $583717.00    | 0.04%             | 2029-05-18      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.HY.39.V1                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-444612.79   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Agilent Technologies Inc                    | Agilent Technologies Inc                                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     40161 | NS      | $6224151.78   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| China Merchants Bank Co Ltd                 | China Merchants Bank Co Ltd                                           | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    100500 | NS      | $510444.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| 3M COMPANY                                  | 3M Co                                                                 | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1293831.88   | 0.08%             | 2030-04-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| EcoRodovias Infraestrutura e L              | EcoRodovias Infraestrutura e Logistica SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     25397 | NS      | $21387.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| King Yuan Electronics Co Ltd                | King Yuan Electronics Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     59000 | NS      | $68586.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                                     | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2481 | NS      | $1171974.78   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lenovo Group Ltd                            | Lenovo Group Ltd                                                      | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | CN        |    232000 | NS      | $198138.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                       | Prospect Capital Corp                                                 | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $671050.88    | 0.04%             | 2026-11-15      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Nan Ya Printed Circuit Board C              | Nan Ya Printed Circuit Board Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $53727.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                   | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $635773.87    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504197.73    | 0.03%             | 2026-07-17      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co               | Hewlett Packard Enterprise Co                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    219259 | NS      | $3679166.02   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks Inc                                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     17550 | NS      | $2981745.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                   | Toronto-Dominion Bank/The                                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     21183 | NS      | $1409890.34   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                | Comcast Corp                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    153629 | NS      | $5628966.56   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| AGILENT TECHNOLOGIES INC                    | Agilent Technologies Inc                                              | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1875253.78   | 0.12%             | 2026-09-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                              | Mastercard Inc                                                        | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1192486.63   | 0.08%             | 2031-11-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International A              | Kuehne + Nagel International AG                                       | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      1577 | NS      | $383115.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co Ltd                    | Mitsubishi Estate Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     73700 | NS      | $1040685.50   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelixis Inc                                | Exelixis Inc                                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     14340 | NS      | $244927.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| QUANTA SERVICES INC                         | Quanta Services Inc                                                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1246832.30   | 0.08%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Travel + Leisure Co                         | Travel + Leisure Co                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     89709 | NS      | $3486988.83   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1494466.15   | 0.10%             | 2031-05-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $12294375.04  | 0.80%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Tesco PLC                                   | Tesco PLC                                                             | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     42777 | NS      | $117861.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                        | Royal Bank of Canada                                                  | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     61089 | NS      | $6075520.51   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Light SA                                    | Light SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    108845 | NS      | $119345.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiwa House Industry Co Ltd                 | Daiwa House Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42200 | NS      | $971825.35    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Range Resources Corp                        | Range Resources Corp                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      8464 | NS      | $244355.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Methanex Corp                               | Methanex Corp                                                         | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |      1407 | NS      | $55008.09     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                    | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $915599.83    | 0.06%             | 2025-09-29      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1021114.48   | 0.07%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Kajima Corp                                 | Kajima Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $38472.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HEICO Corp                                  | HEICO Corp                                                            | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     12875 | NS      | $1632292.50   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| COGENT COMMUNICATIONS GR                    | Cogent Communications Group Inc                                       | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    900000 | PA      | $877500.00    | 0.06%             | 2027-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Osstem Implant Co Ltd                       | Osstem Implant Co Ltd                                                 | CUSIP: 000000000<br>LEI: 9884004U916KOXY14B53 | Long             | EC               | CORP              | KR        |       300 | NS      | $25651.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Gas Corp                              | Korea Gas Corp                                                        | CUSIP: 000000000<br>LEI: 988400TFZILHBD5M3R71 | Long             | EC               | CORP              | KR        |       710 | NS      | $18949.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RichWave Technology Corp                    | RichWave Technology Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15000 | NS      | $63573.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CATL                                        | Contemporary Amperex Technology Co Ltd                                | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     46200 | NS      | $2530987.30   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                     | Arthur J Gallagher & Co                                               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $457980.01    | 0.03%             | 2031-11-09      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140LQPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1117111 | PA      | $1005322.87   | 0.07%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Moderna Inc                                 | Moderna Inc                                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2505 | NS      | $440654.55    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tapestry Inc                                | Tapestry Inc                                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      2381 | NS      | $89930.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcelorMittal SA                            | ArcelorMittal SA                                                      | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     31844 | NS      | $873134.26    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co                         | American Express Co                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     44228 | NS      | $6969890.52   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                      | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485070 | PA      | $459096.64    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Realtek Semiconductor Corp                  | Realtek Semiconductor Corp                                            | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     20000 | NS      | $207918.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture PLC                               | Accenture PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     29084 | NS      | $8752248.12   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Techtronic Industries Co Ltd                | Techtronic Industries Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      9000 | NS      | $109711.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ANDRITZ AG                                  | ANDRITZ AG                                                            | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     15820 | NS      | $865781.58    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Manhattan Associates Inc                    | Manhattan Associates Inc                                              | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       924 | NS      | $116368.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freenet AG                                  | Freenet AG                                                            | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |     23084 | NS      | $513101.13    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ManpowerGroup Inc                           | ManpowerGroup Inc                                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      7105 | NS      | $621829.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA                            | Pernod Ricard SA                                                      | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     13820 | NS      | $2741692.17   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Putailai New Energy T              | Shanghai Putailai New Energy Technology Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29800 | NS      | $234028.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1461250 | PA      | $1315030.80   | 0.09%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                   | United Parcel Service Inc                                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     10505 | NS      | $1993113.65   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2432024 | PA      | $2074101.34   | 0.13%             | 2052-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Aluminum Corp of China Ltd                  | Aluminum Corp of China Ltd                                            | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |    134000 | NS      | $57307.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Realty Trust Inc                    | Digital Realty Trust Inc                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1273 | NS      | $143161.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thales SA                                   | Thales SA                                                             | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      7709 | NS      | $986174.82    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Amada Co Ltd                                | Amada Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |    203200 | NS      | $1638180.38   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco do Brasil SA                          | Banco do Brasil SA                                                    | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     34680 | NS      | $236775.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleperformance                             | Teleperformance                                                       | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      1474 | NS      | $336487.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| INTUIT INC                                  | Intuit Inc                                                            | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $3756472.52   | 0.24%             | 2030-07-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    150744 | NS      | $9588825.84   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan High Speed Rail Corp                 | Taiwan High Speed Rail Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     21000 | NS      | $19747.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| E Ink Holdings Inc                          | E Ink Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |      7000 | NS      | $41972.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Motors Corp                      | Mitsubishi Motors Corp                                                | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |     22700 | NS      | $105905.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LS Corp                                     | LS Corp                                                               | CUSIP: 000000000<br>LEI: 988400SQWZ34LADYL505 | Long             | EC               | CORP              | KR        |       495 | NS      | $28628.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                      | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122767 | PA      | $116169.35    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group I              | PNC Financial Services Group Inc/The                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1047 | NS      | $176168.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Leroy Seafood Group ASA                     | Leroy Seafood Group ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |      8542 | NS      | $41688.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LANXESS AG                                  | LANXESS AG                                                            | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |       517 | NS      | $20771.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telkom Indonesia Persero Tbk P              | Telkom Indonesia Persero Tbk PT                                       | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   1332600 | NS      | $343777.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1014455.92   | 0.07%             | 2026-11-19      | Fixed         | 1.04%                 | No            | 2                  | On Loan: No      |
| Alsea SAB de CV                             | Alsea SAB de CV                                                       | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | EC               | CORP              | MX        |    184333 | NS      | $370691.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XGF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3735378 | PA      | $3211804.76   | 0.21%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0124C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2013750 | PA      | $1764823.76   | 0.11%             | 2037-12-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $497500.00    | 0.03%             | 2052-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $7779296.90   | 0.51%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                        | Colgate-Palmolive Co                                                  | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45736.58     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Raia Drogasil SA                            | Raia Drogasil SA                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      6791 | NS      | $30046.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      7327 | NS      | $285606.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1093234.60   | 0.07%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1560000 | PA      | $1335568.12   | 0.09%             | 2027-06-14      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CRE                      | Blackstone Private Credit Fund                                        | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110465.59    | 0.01%             | 2026-12-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                        | Keurig Dr Pepper Inc                                                  | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1609009.90   | 0.10%             | 2032-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                          | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $974548.96    | 0.06%             | 2033-11-02      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| Bizlink Holding Inc                         | Bizlink Holding Inc                                                   | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | TW        |     24000 | NS      | $197282.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| momo.com Inc                                | momo.com Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $39456.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                            | Deutsche Bank AG                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    177895 | NS      | $1890727.95   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| YEALINK NETWORK                             | Yealink Network Technology Corp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3600 | NS      | $32244.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3159759 | PA      | $2936410.26   | 0.19%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Great Wall Motor Co Ltd                     | Great Wall Motor Co Ltd                                               | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |    105500 | NS      | $156669.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                             | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $339453.64    | 0.02%             | 2025-09-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Corp                             | Mitsubishi Corp                                                       | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     51100 | NS      | $1721005.10   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6801 | NS      | $3667439.25   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| VMWARE INC                                  | VMware Inc                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    960000 | PA      | $732705.94    | 0.05%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1769350.70   | 0.12%             | 2026-06-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                 | TRS M1WDESU INDEX                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $12711191.74  | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1103966.05   | 0.07%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Dongkuk Steel Mill Co Ltd                   | Dongkuk Steel Mill Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2425 | NS      | $25814.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hermes International                        | Hermes International                                                  | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      2238 | NS      | $3637373.63   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Mowi ASA                                    | Mowi ASA                                                              | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      3092 | NS      | $48454.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DUPONT DE NEMOURS INC                       | DuPont de Nemours Inc                                                 | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694399.70    | 0.05%             | 2025-11-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S., INC.                      | ICE US MSCI Emerging Markets EM Index                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        23 | NC      | $44174.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                   | Alibaba Group Holding Ltd                                             | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    285500 | NS      | $3107142.93   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Bank Co Ltd                      | Japan Post Bank Co Ltd                                                | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     22300 | NS      | $170460.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TOMRA Systems ASA                           | TOMRA Systems ASA                                                     | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |      1311 | NS      | $25168.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Incyte Corp                                 | Incyte Corp                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      8355 | NS      | $665642.85    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| YDUQS Participacoes SA                      | YDUQS Participacoes SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     30184 | NS      | $67413.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyundai Construction Equipment              | Hyundai Construction Equipment Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400SUTJA1BDSX0Y30 | Long             | EC               | CORP              | KR        |      1451 | NS      | $66972.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXEO Group Inc                              | EXEO Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20900 | NS      | $324413.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                     | Arthur J Gallagher & Co                                               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $834502.21    | 0.05%             | 2051-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HubSpot Inc                                 | HubSpot Inc                                                           | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1831 | NS      | $554847.93    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Point Energy Corp                  | Crescent Point Energy Corp                                            | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |    153893 | NS      | $1195540.91   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     26174 | NS      | $2815798.92   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Budweiser Brewing Co APAC Ltd               | Budweiser Brewing Co APAC Ltd                                         | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | HK        |    306100 | NS      | $887960.05    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CMS                                         | China Medical System Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | CN        |     15000 | NS      | $21969.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RLJ Lodging Trust                           | RLJ Lodging Trust                                                     | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $206.04       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                             | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1845542.40   | 0.12%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Ageas SA/NV                                 | Ageas SA/NV                                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      4609 | NS      | $186627.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                      | Petroleo Brasileiro SA                                                | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      6033 | NS      | $35167.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI PROPERTIES LP                          | VICI Properties LP                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1041191.10   | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Rightmove PLC                               | Rightmove PLC                                                         | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |      9517 | NS      | $64580.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daifuku Co Ltd                              | Daifuku Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $67678.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DocuSign Inc                                | DocuSign Inc                                                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      4279 | NS      | $201412.53    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital Inc                            | InterDigital Inc                                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $100.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KONINKLIJKE KPN NV                          | Koninklijke KPN NV                                                    | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $506270.68    | 0.03%             | 2030-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| NXP Semiconductors NV                       | NXP Semiconductors NV                                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      8256 | NS      | $1451735.04   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| M31 Technology Corp                         | M31 Technology Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $100585.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Cooperative Financial H              | Taiwan Cooperative Financial Holding Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    108000 | NS      | $93779.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                             | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86649.79     | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Moncler SpA                                 | Moncler SpA                                                           | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     13082 | NS      | $681886.61    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Lotus Pharmaceutical Co Ltd                 | Lotus Pharmaceutical Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $63993.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                               | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1336229.97   | 0.09%             | 2027-03-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Formosa Sumco Technology Corp               | Formosa Sumco Technology Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     31000 | NS      | $161227.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CGI INC                                     | CGI Inc                                                               | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   1850000 | PA      | $1422389.41   | 0.09%             | 2031-09-14      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| WONIK IPS Co Ltd                            | WONIK IPS Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2303 | NS      | $50693.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WuXi AppTec Co Ltd                          | WuXi AppTec Co Ltd                                                    | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     22200 | NS      | $223851.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| China Resources Land Ltd                    | China Resources Land Ltd                                              | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |     40000 | NS      | $185796.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Greentown China Holdings Ltd                | Greentown China Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 529900BLBC6YDNWS8530 | Long             | EC               | CORP              | CN        |     47000 | NS      | $80781.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                            | Coca-Cola Co/The                                                      | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $884707.87    | 0.06%             | 2032-01-05      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                           | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515322.57    | 0.03%             | 2028-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     52211 | NS      | $9685662.61   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED PARCEL SERVICE                       | United Parcel Service Inc                                             | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1438962.09   | 0.09%             | 2030-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ICBC                                        | Industrial & Commercial Bank of China Ltd                             | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    693000 | NS      | $347330.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JOYY Inc                                    | JOYY Inc                                                              | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | SG        |      3231 | NS      | $98416.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp/T              | Bank of New York Mellon Corp/The                                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    110792 | NS      | $5085352.80   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                          | Equity Residential                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      1418 | NS      | $91971.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lite-On Technology Corp                     | Lite-On Technology Corp                                               | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     25000 | NS      | $53353.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinik Co                                    | Kinik Co                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $25872.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                               | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1665871.88   | 0.11%             | 2030-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                          | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1710000 | PA      | $1595604.63   | 0.10%             | 2028-03-28      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Ricoh Co Ltd                                | Ricoh Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      7600 | NS      | $60370.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CCR SA                                      | CCR SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     77111 | NS      | $174747.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REA Group Ltd                               | REA Group Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1167 | NS      | $99431.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lojas Renner SA                             | Lojas Renner SA                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3673 | NS      | $16250.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ENN Energy Holdings Ltd                     | ENN Energy Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | CN        |      1900 | NS      | $26925.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp                            | Boyd Gaming Corp                                                      | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2018 | NS      | $123763.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ARC Resources Ltd                           | ARC Resources Ltd                                                     | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |     62257 | NS      | $924725.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                   | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899368.47    | 0.06%             | 2025-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                              | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $758589.45    | 0.05%             | 2028-11-07      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2295094.06   | 0.15%             | 2033-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                      | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $578137.66    | 0.04%             | 2025-04-07      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                     | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949232.90    | 0.06%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    354566 | NS      | $1127630.24   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MONEY MARKET SERIES LLC                     | MONEY MARKET SERIES LLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6474101 | NS      | $6471510.91   | 0.42%             |  |  |  | No            | N/A                | On Loan: No      |
| Travis Perkins PLC                          | Travis Perkins PLC                                                    | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |      4018 | NS      | $45112.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gloria Material Technology Cor              | Gloria Material Technology Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     25000 | NS      | $27008.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NCSoft Corp                                 | NCSoft Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       348 | NS      | $126065.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Largan Precision Co Ltd                     | Largan Precision Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $226037.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eletrobras SA                               | Centrais Eletricas Brasileiras SA                                     | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     14425 | NS      | $129340.91    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Movida Participacoes SA                     | Movida Participacoes SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      7152 | NS      | $12155.79     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                  | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $580909.46    | 0.04%             | 2025-04-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Co Ltd                       | Mitsui Fudosan Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    114100 | NS      | $2313159.17   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                          | Honda Motor Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    101200 | NS      | $2466406.22   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1028800.33   | 0.07%             | 2028-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc/The                          | Home Depot Inc/The                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     30289 | NS      | $9813333.11   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      5180 | NS      | $1638952.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp                      | AmerisourceBergen Corp                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3862 | NS      | $659204.78    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyundai Marine & Fire Insuranc              | Hyundai Marine & Fire Insurance Co Ltd                                | CUSIP: 000000000<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |      1452 | NS      | $33492.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kakao Corp                                  | Kakao Corp                                                            | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |      5126 | NS      | $224910.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    153627 | NS      | $6954694.29   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3871 | NS      | $1577780.89   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                  | Cadence Design Systems Inc                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6644 | NS      | $1143033.76   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| MCDONALD'S CORP                             | McDonald's Corp                                                       | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    900000 | PA      | $875336.38    | 0.06%             | 2025-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                         | Synchrony Financial                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     49354 | NS      | $1854723.32   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -187 | NC      | $-125893.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KakaoBank Corp                              | KakaoBank Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3365 | NS      | $65284.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chevron Corp                                | Chevron Corp                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59403 | NS      | $10889163.93  | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Jiangxi Copper Co Ltd                       | Jiangxi Copper Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |     12800 | NS      | $31478.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondelez International Inc                  | Mondelez International Inc                                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     71334 | NS      | $4822891.74   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| XPeng Inc                                   | XPeng Inc                                                             | CUSIP: 98422D105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4145 | NS      | $44807.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| International Game Technology               | International Game Technology PLC                                     | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |      8722 | NS      | $214037.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                | Ganfeng Lithium Group Co Ltd                                          | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |     83700 | NS      | $966340.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| TSMC                                        | Taiwan Semiconductor Manufacturing Co Ltd                             | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    411000 | NS      | $6600599.85   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $499531.25    | 0.03%             | 2052-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                     | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41679.03     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| East West Bancorp Inc                       | East West Bancorp Inc                                                 | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $28084.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyundai Mobis Co Ltd                        | Hyundai Mobis Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       697 | NS      | $114084.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                    | Deutsche Telekom International Finance BV                             | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $949950.91    | 0.06%             | 2032-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Wacker Chemie AG                            | Wacker Chemie AG                                                      | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |      2691 | NS      | $345619.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Birchcliff Energy Ltd                       | Birchcliff Energy Ltd                                                 | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |      7009 | NS      | $55961.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| China Hongqiao Group Ltd                    | China Hongqiao Group Ltd                                              | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |     40000 | NS      | $37802.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                      | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     98144 | NS      | $6668220.86   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| ZIM Integrated Shipping Servic              | ZIM Integrated Shipping Services Ltd                                  | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      2730 | NS      | $57384.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lawson Inc                                  | Lawson Inc                                                            | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |     36400 | NS      | $1303721.70   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Natura & Co Holding SA                      | Natura & Co Holding SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     41369 | NS      | $92394.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Belimo Holding AG                           | Belimo Holding AG                                                     | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |       750 | NS      | $346860.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CJ Logistics Corp                           | CJ Logistics Corp                                                     | CUSIP: 000000000<br>LEI: 988400MIXJ2YDYLYR916 | Long             | EC               | CORP              | KR        |       376 | NS      | $25510.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                    | Teledyne Technologies Inc                                             | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $823952.12    | 0.05%             | 2031-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     84660 | NS      | $3204381.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Doosan Co Ltd                               | Doosan Co Ltd                                                         | CUSIP: 000000000<br>LEI: 988400GNQKLXZRRQQE60 | Long             | EC               | CORP              | KR        |       717 | NS      | $54057.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Check Point Software Technolog              | Check Point Software Technologies Ltd                                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      5276 | NS      | $700811.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bouygues SA                                 | Bouygues SA                                                           | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      9673 | NS      | $299148.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VMWARE INC                                  | VMware Inc                                                            | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3260786.62   | 0.21%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                    | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $321453.08    | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                         | Societe Generale SA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      7849 | NS      | $197551.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| M Dias Branco SA                            | M Dias Branco SA                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      2766 | NS      | $20926.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1450000 | PA      | $1261121.20   | 0.08%             | 2027-07-20      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| Shinsegae International Inc                 | Shinsegae International Inc                                           | CUSIP: 000000000<br>LEI: 9884001JAJCEJJE03U11 | Long             | EC               | CORP              | KR        |      1864 | NS      | $34722.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     17716 | NS      | $2447996.88   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FLEXium Interconnect Inc                    | FLEXium Interconnect Inc                                              | CUSIP: 000000000<br>LEI: 213800WXE6VMVZICKA40 | Long             | EC               | CORP              | TW        |     18000 | NS      | $62877.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ericsson                                    | Telefonaktiebolaget LM Ericsson                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     43245 | NS      | $272947.86    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                    | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $2732473.23   | 0.18%             | 2030-04-29      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                              | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1771365.29   | 0.12%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Eve Energy Co Ltd                           | Eve Energy Co Ltd                                                     | CUSIP: 000000000<br>LEI: 300300FTCIO530XV7T38 | Long             | EC               | CORP              | CN        |     36500 | NS      | $432561.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Wia Corp                            | Hyundai Wia Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       871 | NS      | $40238.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ITOCHU Corp                                 | ITOCHU Corp                                                           | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     47000 | NS      | $1476132.87   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Lixil Corp                                  | Lixil Corp                                                            | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |      8400 | NS      | $130426.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cogna Educacao                              | Cogna Educacao                                                        | CUSIP: 000000000<br>LEI: 549300BTP1E45NJ6R194 | Long             | EC               | CORP              | BR        |    164550 | NS      | $70394.37     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dentium Co Ltd                              | Dentium Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       565 | NS      | $38315.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1354873.01   | 0.09%             | 2030-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1054306.81   | 0.07%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Pharmaron Beijing Co Ltd                    | Pharmaron Beijing Co Ltd                                              | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |      2850 | NS      | $16489.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westrock Co                                 | Westrock Co                                                           | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     29228 | NS      | $1108325.76   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Contact Energy Ltd                          | Contact Energy Ltd                                                    | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |     26547 | NS      | $125951.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Seagen Inc                                  | Seagen Inc                                                            | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $39815.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $322935.97    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Sao Martinho SA                             | Sao Martinho SA                                                       | CUSIP: 000000000<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |      3758 | NS      | $20704.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jiangxi Copper Co Ltd                       | Jiangxi Copper Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |     26000 | NS      | $38057.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Penske Automotive Group Inc                 | Penske Automotive Group Inc                                           | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       156 | NS      | $19726.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wisdom Marine Lines Co Ltd                  | Wisdom Marine Lines Co Ltd                                            | CUSIP: 000000000<br>LEI: 2138002Y4SAHF7NM3W37 | Long             | EC               | CORP              | TW        |     18000 | NS      | $36485.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1176465 | PA      | $1035242.69   | 0.07%             | 2052-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BOSIDENG                                    | Bosideng International Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | HK        |     50000 | NS      | $24913.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| InterContinental Hotels Group               | InterContinental Hotels Group PLC                                     | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      9274 | NS      | $539776.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yaskawa Electric Corp                       | Yaskawa Electric Corp                                                 | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |      9200 | NS      | $302776.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                              | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2220000 | PA      | $2053237.15   | 0.13%             | 2026-02-05      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                       | Deutsche Lufthansa AG                                                 | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     37766 | NS      | $304472.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                             | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904491.21    | 0.06%             | 2029-02-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1381307.69   | 0.09%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Ultrapar Participacoes SA                   | Ultrapar Participacoes SA                                             | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |     60201 | NS      | $161948.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                | Prologis Inc                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     31397 | NS      | $3698252.63   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| A2A SpA                                     | A2A SpA                                                               | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |     31024 | NS      | $41651.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S., INC.                      | ICE US mini MSCI EAFE Index                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        25 | NC      | $182155.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tsuruha Holdings Inc                        | Tsuruha Holdings Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51400 | NS      | $3328447.70   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American PLC                          | Anglo American PLC                                                    | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     41357 | NS      | $1679000.77   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Bancolombia SA                              | Bancolombia SA                                                        | CUSIP: 000000000<br>LEI: 54930052NWJRPNMP1W58 | Long             | EP               | CORP              | CO        |     24294 | NS      | $160970.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| POSCO Holdings Inc                          | POSCO Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      1222 | NS      | $279716.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                      | Petroleo Brasileiro SA                                                | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     98216 | NS      | $499658.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlantica Sustainable Infrastr              | Atlantica Sustainable Infrastructure PLC                              | CUSIP: 000000000<br>LEI: 549300ITBBGKJ651R879 | Long             | EC               | CORP              | GB        |     11504 | NS      | $320961.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                             | CUSIP: 01F0404C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $195500.00    | 0.01%             | 2037-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Santos Brasil Participacoes SA              | Santos Brasil Participacoes SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     35199 | NS      | $51346.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicony Electronics Co Ltd                  | Chicony Electronics Co Ltd                                            | CUSIP: 000000000<br>LEI: 254900JBP5GB5B1IHS51 | Long             | EC               | CORP              | TW        |     33000 | NS      | $89394.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| West Fraser Timber Co Ltd                   | West Fraser Timber Co Ltd                                             | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      4362 | NS      | $341203.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Geely Automobile Holdings Ltd               | Geely Automobile Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |    441000 | NS      | $659036.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Femsa SAB de CV                   | Coca-Cola Femsa SAB de CV                                             | CUSIP: 000000000<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     42908 | NS      | $293243.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Embraer SA                                  | Embraer SA                                                            | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     54864 | NS      | $143996.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    129195 | NS      | $32962812.30  | 2.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CPFL Energia SA                             | CPFL Energia SA                                                       | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |     35121 | NS      | $232680.39    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wolters Kluwer NV                           | Wolters Kluwer NV                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     32889 | NS      | $3624711.31   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                          | Southwest Gas Corp                                                    | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $479135.66    | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Aker BP ASA                                 | Aker BP ASA                                                           | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     12054 | NS      | $419362.09    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Wheaton Precious Metals Corp                | Wheaton Precious Metals Corp                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |    138788 | NS      | $5416771.36   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International I              | Mettler-Toledo International Inc                                      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1276 | NS      | $1875158.56   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung SDI Co Ltd                          | Samsung SDI Co Ltd                                                    | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |       477 | NS      | $269279.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       836 | NS      | $1812412.39   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Aerospace Industrial Developme              | Aerospace Industrial Development Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     58000 | NS      | $63118.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinsus Interconnect Technology              | Kinsus Interconnect Technology Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     65000 | NS      | $263865.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                     | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $1939387.55   | 0.13%             | 2027-11-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA               | Industria de Diseno Textil SA                                         | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     12515 | NS      | $326689.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3609668 | PA      | $3173815.69   | 0.21%             | 2052-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Linde PLC                                   | Linde PLC                                                             | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       601 | NS      | $202224.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                     | Magna International Inc                                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       800 | NS      | $49261.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Energy Ltd                         | Meridian Energy Ltd                                                   | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      6589 | NS      | $20450.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yadea Group Holdings Ltd                    | Yadea Group Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     70000 | NS      | $132803.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| S-1 Corp                                    | S-1 Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       656 | NS      | $32086.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     19201 | NS      | $3076960.25   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayer AG                                    | Bayer AG                                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1463 | NS      | $84907.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiwin Technologies Corp                     | Hiwin Technologies Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $42722.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Media Holdings Inc                     | Fuji Media Holdings Inc                                               | CUSIP: 000000000<br>LEI: 353800TG2T8DSPV7H313 | Long             | EC               | CORP              | JP        |      2700 | NS      | $21254.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      8333 | NS      | $1829510.15   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoprite Holdings Ltd                       | Shoprite Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 529900Q4O1EYP6NH5150 | Long             | EC               | CORP              | ZA        |     11905 | NS      | $175236.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    104704 | NS      | $10108124.16  | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Burberry Group PLC                          | Burberry Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     11880 | NS      | $313986.30    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ally Financial Inc                          | Ally Financial Inc                                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     70946 | NS      | $1916251.46   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Omron Corp                                  | Omron Corp                                                            | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     38800 | NS      | $2018036.12   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                        | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919583.76    | 0.06%             | 2027-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                             | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2057377.66   | 0.13%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| CHINA RES BEER                              | China Resources Beer Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28000 | NS      | $194019.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CSN Mineracao SA                            | CSN Mineracao SA                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    120209 | NS      | $88951.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                     | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $657059.17    | 0.04%             | 2032-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport S              | Fraport AG Frankfurt Airport Services Worldwide                       | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |       757 | NS      | $33130.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Segro PLC                                   | Segro PLC                                                             | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    131233 | NS      | $1269984.98   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                     | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1119917.78   | 0.07%             | 2026-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DXC Technology Co                           | DXC Technology Co                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1572 | NS      | $46641.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HANOVER INSURANCE GROUP                     | Hanover Insurance Group Inc/The                                       | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1779099.50   | 0.12%             | 2026-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hydro One Ltd                               | Hydro One Ltd                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |    128268 | NS      | $3587289.27   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                    | Willis North America Inc                                              | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $717639.88    | 0.05%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Tongwei Co Ltd                              | Tongwei Co Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009CW4QYMCG0BH89 | Long             | EC               | CORP              | CN        |      4000 | NS      | $24434.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Via S/A                                     | Via S/A                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    275859 | NS      | $115354.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Woolworths Holdings Ltd/South               | Woolworths Holdings Ltd/South Africa                                  | CUSIP: 000000000<br>LEI: 37890095421E07184E97 | Long             | EC               | CORP              | ZA        |      7666 | NS      | $29191.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chailease Holding Co Ltd                    | Chailease Holding Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | TW        |     13000 | NS      | $85805.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                         | Sirius XM Radio Inc                                                   | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    900000 | PA      | $837990.00    | 0.05%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASPEED Technology Inc                       | ASPEED Technology Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $208595.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JA Solar Technology Co Ltd                  | JA Solar Technology Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3800 | NS      | $31410.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CG SERVICES                                 | Country Garden Services Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | CN        |     81000 | NS      | $202538.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirax-Sarco Engineering PLC                | Spirax-Sarco Engineering PLC                                          | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      1760 | NS      | $240365.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cia Paranaense de Energia                   | Cia Paranaense de Energia                                             | CUSIP: 000000000<br>LEI: 2549001AS1I9A71VG663 | Long             | EP               | CORP              | BR        |     92895 | NS      | $143566.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                                | Alkermes PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6343 | NS      | $157179.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zamp SA                                     | Zamp SA                                                               | CUSIP: 000000000<br>LEI: 213800C6KT7YTDPUAB54 | Long             | EC               | CORP              | BR        |     10484 | NS      | $11899.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                          | Analog Devices Inc                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     39591 | NS      | $6806088.81   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $827723.68    | 0.05%             | 2031-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| LG Chem Ltd                                 | LG Chem Ltd                                                           | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      1000 | NS      | $570831.69    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                           | Siemens Energy AG                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3744 | NS      | $62884.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Randon SA Implementos e Partic              | Randon SA Implementos e Participacoes                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     14162 | NS      | $25489.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Astellas Pharma Inc                         | Astellas Pharma Inc                                                   | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     57600 | NS      | $893354.66    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                    | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2539207 | PA      | $2232499.72   | 0.15%             | 2052-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                  | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1066332.73   | 0.07%             | 2026-01-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ONE GAS INC                                 | ONE Gas Inc                                                           | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148161.05    | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sercomm Corp                                | Sercomm Corp                                                          | CUSIP: 000000000<br>LEI: 254900MJ2QQG3VODNZ25 | Long             | EC               | CORP              | TW        |     22000 | NS      | $60214.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Estee Lauder Cos Inc/The                    | Estee Lauder Cos Inc/The                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3421 | NS      | $806637.59    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                      | Trane Technologies PLC                                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2006 | NS      | $357910.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Life Holding AG                       | Swiss Life Holding AG                                                 | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      1627 | NS      | $869768.33    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                    | Vinci SA                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      8048 | NS      | $812572.81    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1499254.23   | 0.10%             | 2028-02-24      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Accton Technology Corp                      | Accton Technology Corp                                                | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |     12000 | NS      | $106779.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd                 | National Australia Bank Ltd                                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     99199 | NS      | $2135153.76   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140QLNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5792523 | PA      | $4782228.78   | 0.31%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                             | Weyerhaeuser Co                                                       | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75677.70     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Sendas Distribuidora SA                     | Sendas Distribuidora SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     32701 | NS      | $124077.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Transmissora Alianca de Energi              | Transmissora Alianca de Energia Eletrica SA                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     15733 | NS      | $105900.29    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                 | Paychex Inc                                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      6208 | NS      | $769978.24    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Engineering & Construction               | GS Engineering & Construction Corp                                    | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |      1578 | NS      | $28539.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KINGDEE INT'L                               | Kingdee International Software Group Co Ltd                           | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | CN        |     66000 | NS      | $111376.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                    | Electricite de France SA                                              | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |     29596 | NS      | $370410.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4585 | NS      | $2443438.20   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Credicorp Ltd                               | Credicorp Ltd                                                         | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |      1947 | NS      | $298961.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -80 | NC      | $-116008.00   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Youngone Corp                               | Youngone Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       495 | NS      | $18036.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                  | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $679437.85    | 0.04%             | 2027-02-09      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Youngy Co Ltd                               | Youngy Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3100 | NS      | $54074.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Outokumpu Oyj                               | Outokumpu Oyj                                                         | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |     11339 | NS      | $57196.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Corp                                 | Otsuka Corp                                                           | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     10800 | NS      | $363506.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $33051757.90  | 2.15%             | 2027-03-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| QHSLI                                       | Qinghai Salt Lake Industry Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300Q8WSV1OODU9092 | Long             | EC               | CORP              | CN        |      9000 | NS      | $32208.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                      | Warehouses De Pauw CVA                                                | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |      4345 | NS      | $116099.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                     | Laboratory Corp of America Holdings                                   | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1771783.78   | 0.12%             | 2026-06-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                     | KeyCorp                                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     35226 | NS      | $662601.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                               | Owens Corning                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     24661 | NS      | $2190883.24   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| APPLIED MATERIALS INC                       | Applied Materials Inc                                                 | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $743404.89    | 0.05%             | 2030-06-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                           | CBRE Services Inc                                                     | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500149.54    | 0.03%             | 2026-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DATANG RENEW                                | China Datang Corp Renewable Power Co Ltd                              | CUSIP: 000000000<br>LEI: 52990099S0ALQQ25XM62 | Long             | EC               | CORP              | CN        |     58000 | NS      | $16800.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ANA Holdings Inc                            | ANA Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      2100 | NS      | $45216.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| L'Oreal SA                                  | L'Oreal SA                                                            | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      1587 | NS      | $596007.34    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                          | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $849060.00    | 0.06%             | 2027-05-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $14718203.24  | 0.96%             | 2040-05-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221328.54    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Haitong Securities Co Ltd                   | Haitong Securities Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300E1003931000068 | Long             | EC               | CORP              | CN        |     34400 | NS      | $21281.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                      | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4165268 | PA      | $3577818.16   | 0.23%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                      | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185982 | PA      | $163087.16    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Meituan                                     | Meituan                                                               | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |     30900 | NS      | $666113.32    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Post AG                            | Deutsche Post AG                                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     36951 | NS      | $1476127.90   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                              | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    850000 | PA      | $743355.48    | 0.05%             | 2028-04-06      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                        | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $978017.19    | 0.06%             | 2032-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| JAZZ SECURITIES DAC                         | Jazz Securities DAC                                                   | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $635264.00    | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                    | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $352521.71    | 0.02%             | 2026-03-25      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| 3M Co                                       | 3M Co                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     25973 | NS      | $3271818.81   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    810000 | PA      | $806742.17    | 0.05%             | 2032-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134659 | PA      | $118086.46    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880938.12    | 0.06%             | 2026-12-09      | Fixed         | 1.09%                 | No            | 2                  | On Loan: No      |
| Edison International                        | Edison International                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     85950 | NS      | $5729427.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopro BM Co Ltd                            | Ecopro BM Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       710 | NS      | $62912.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Mining & Smelting Co Lt              | Mitsui Mining & Smelting Co Ltd                                       | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      3400 | NS      | $78227.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1019012.25   | 0.07%             | 2027-03-11      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| AECOM                                       | AECOM                                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     44948 | NS      | $3820580.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Bellway PLC                                 | Bellway PLC                                                           | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |      2427 | NS      | $58974.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    100888 | NS      | $8099288.64   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Rational AG                                 | Rational AG                                                           | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |       340 | NS      | $213623.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                             | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $326596.36    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| POSCO Chemical Co Ltd                       | POSCO Chemical Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       179 | NS      | $30234.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $746650.00    | 0.05%             | 2025-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Bank Polska Kasa Opieki SA                  | Bank Polska Kasa Opieki SA                                            | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      9895 | NS      | $189273.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CJ ENM Co Ltd                               | CJ ENM Co Ltd                                                         | CUSIP: 000000000<br>LEI: 9884005N1TS61ILH6840 | Long             | EC               | CORP              | KR        |       257 | NS      | $16592.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MANULIFE FINANCIAL CORP                     | Manulife Financial Corp                                               | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1200071.54   | 0.08%             | 2026-03-04      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Acciona SA                                  | Acciona SA                                                            | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      3598 | NS      | $703788.07    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                    | Lloyds Banking Group PLC                                              | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     44256 | NS      | $25253.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     27871 | NS      | $4826699.78   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc                | Monolithic Power Systems Inc                                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        75 | NS      | $28647.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     13480 | NS      | $4294728.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    188924 | NS      | $6130583.80   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     18838 | NS      | $2673677.34   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Fila Holdings Corp                          | Fila Holdings Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       677 | NS      | $17235.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                         | Nomura Holdings Inc                                                   | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1095941.83   | 0.07%             | 2025-07-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                        | Keurig Dr Pepper Inc                                                  | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1048972.26   | 0.07%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BAE Systems PLC                             | BAE Systems PLC                                                       | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     43146 | NS      | $427306.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                          | Steel Dynamics Inc                                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341882.68    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                 | Novartis AG                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     64352 | NS      | $5724403.48   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| adidas AG                                   | adidas AG                                                             | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      5058 | NS      | $652016.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Stockland                                   | Stockland                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    450337 | NS      | $1175773.92   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SVB Financial Group                         | SVB Financial Group                                                   | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       609 | NS      | $141154.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                     | HCA Inc                                                               | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $400230.05    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Azbil Corp                                  | Azbil Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $49238.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                       | Grupo Bimbo SAB de CV                                                 | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |     28229 | NS      | $119783.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                    | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $926810.74    | 0.06%             | 2028-03-24      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| YONGDA AUTO                                 | China Yongda Automobiles Services Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900G4APWIO18G0C95 | Long             | EC               | CORP              | CN        |     79000 | NS      | $49533.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                     | Bank of Nova Scotia/The                                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |    124850 | NS      | $6513751.63   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc                        | Juniper Networks Inc                                                  | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     20391 | NS      | $677796.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovent Biologics Inc                      | Innovent Biologics Inc                                                | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | CN        |     63000 | NS      | $254414.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                | ROCKWOOL A/S                                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       112 | NS      | $24593.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capri Holdings Ltd                          | Capri Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |       444 | NS      | $25463.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                       | CUSIP: 3140XJNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1287865 | PA      | $1147883.70   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd                             | Gold Fields Ltd                                                       | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      4991 | NS      | $55419.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                              | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    790000 | PA      | $641458.33    | 0.04%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| U-PRESID CHINA                              | Uni-President China Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900JUA05094TOKA73 | Long             | EC               | CORP              | CN        |    131000 | NS      | $114986.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DL E&C Co Ltd                               | DL E&C Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1022 | NS      | $33007.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GATX CORP                                   | GATX Corp                                                             | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294016.73    | 0.02%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Hyundai Glovis Co Ltd                       | Hyundai Glovis Co Ltd                                                 | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       616 | NS      | $83565.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                              | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1645253.48   | 0.11%             | 2030-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HL Mando Co Ltd                             | HL Mando Co Ltd                                                       | CUSIP: 000000000<br>LEI: 988400P5GM9DGVVOJQ79 | Long             | EC               | CORP              | KR        |      1057 | NS      | $39197.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CNGR Advanced Material Co Ltd               | CNGR Advanced Material Co Ltd                                         | CUSIP: 000000000<br>LEI: 213800FP1O8DBRF5AI17 | Long             | EC               | CORP              | CN        |      6200 | NS      | $66386.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                | UBS Group AG                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    115191 | NS      | $2125583.70   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                           | Banco Bradesco SA                                                     | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |       100 | NS      | $298.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     12075 | NS      | $2043452.25   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Aristocrat Leisure Ltd                      | Aristocrat Leisure Ltd                                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |    205798 | NS      | $4945417.45   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB d              | Grupo Financiero Banorte SAB de CV                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     81680 | NS      | $655548.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4200195.30   | 0.27%             | 2047-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ABB Ltd                                     | ABB Ltd                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     40134 | NS      | $1261338.90   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       165 | NS      | $350305.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                    | Enel SpA                                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    434597 | NS      | $2344557.68   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Wiwynn Corp                                 | Wiwynn Corp                                                           | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |      4000 | NS      | $115431.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1567741.60   | 0.10%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| ALLEGHANY CORP                              | Alleghany Corp                                                        | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3037895.63   | 0.20%             | 2030-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Samsung C&T Corp                            | Samsung C&T Corp                                                      | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      1024 | NS      | $96059.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co                | Pioneer Natural Resources Co                                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1689 | NS      | $398587.11    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| E.Sun Financial Holding Co Ltd              | E.Sun Financial Holding Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |    141000 | NS      | $113915.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jones Lang LaSalle Inc                      | Jones Lang LaSalle Inc                                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1906 | NS      | $320532.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR Inc                                  | PACCAR Inc                                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      6188 | NS      | $655371.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12247 | NS      | $587243.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                            | Crown Castle Inc                                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       910 | NS      | $128701.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ELECTRONIC ARTS INC                         | Electronic Arts Inc                                                   | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $802070.08    | 0.05%             | 2031-02-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                               | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1318379.34   | 0.09%             | 2026-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                 | NVIDIA Corp                                                           | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $378712.65    | 0.02%             | 2060-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| H Lundbeck A/S                              | H Lundbeck A/S                                                        | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |      3188 | NS      | $11780.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO  | BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  68588793 | NS      | $68588793.01  | 4.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Tele2 AB                                    | Tele2 AB                                                              | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |    132536 | NS      | $1177353.36   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| KBR Inc                                     | KBR Inc                                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       652 | NS      | $33688.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KELLOGG CO                                  | Kellogg Co                                                            | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    670000 | PA      | $628894.03    | 0.04%             | 2027-11-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FUCHS PETROLUB SE                           | FUCHS PETROLUB SE                                                     | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |       782 | NS      | $27392.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STARBUCKS CORP                              | Starbucks Corp                                                        | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    850000 | PA      | $763568.08    | 0.05%             | 2027-03-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                | Takeda Pharmaceutical Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    168500 | NS      | $4954444.54   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855206.06    | 0.06%             | 2027-01-20      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| LIFE STORAGE LP                             | Life Storage LP                                                       | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418355.29    | 0.03%             | 2027-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                            | CUSIP: 21H0126C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $81488.28     | 0.01%             | 2052-12-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SPG Co Ltd                                  | SPG Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1766 | NS      | $23930.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Compeq Manufacturing Co Ltd                 | Compeq Manufacturing Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     46000 | NS      | $74935.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    352000 | PA      | $327012.82    | 0.02%             | 2026-04-22      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     23799 | NS      | $2090266.17   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANE TECHNOLOGIES LUX                      | Trane Technologies Luxembourg Finance SA                              | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   1980000 | PA      | $1835776.70   | 0.12%             | 2029-03-21      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PharmaEngine Inc                            | PharmaEngine Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $59034.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SiteOne Landscape Supply Inc                | SiteOne Landscape Supply Inc                                          | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      3848 | NS      | $483039.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    118039 | NS      | $5868899.08   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17704 | NS      | $2239378.96   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Rakyat Indonesia Persero               | Bank Rakyat Indonesia Persero Tbk PT                                  | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   1229700 | NS      | $391183.43    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NIO Inc                                     | NIO Inc                                                               | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |      5306 | NS      | $67810.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp                              | Whirlpool Corp                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4918 | NS      | $720634.54    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    261849 | NS      | $38761507.47  | 2.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                       | Lincoln National Corp                                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3730 | NS      | $145246.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ZTE Corp                                    | ZTE Corp                                                              | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |     86800 | NS      | $190159.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Randstad NV                                 | Randstad NV                                                           | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      2203 | NS      | $127605.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MTN Group Ltd                               | MTN Group Ltd                                                         | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     85406 | NS      | $699872.97    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Snap-on Inc                                 | Snap-on Inc                                                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       367 | NS      | $88300.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Xiamen Faratronic Co Ltd                    | Xiamen Faratronic Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       700 | NS      | $15619.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capgemini SE                                | Capgemini SE                                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       796 | NS      | $143914.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Xylem Inc/NY                                | Xylem Inc/NY                                                          | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      8895 | NS      | $999353.25    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                   | Baidu Inc                                                             | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |     67050 | NS      | $904881.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                     | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2310000 | PA      | $2269285.40   | 0.15%             | 2028-09-30      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** BlackRock Sustainable Balanced Fund, Inc.

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer