# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035898
**Filing Date:** 2023-2
**Character Count:** 595293
**Document Hash:** 6d0f44b8860cdeb46e019d3a30f2d94a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035898.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035898

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657602

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST MFS Growth Allocation Portfolio (Series ID: S000036492)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000111787 | AST MFS Growth Allocation Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST MFS Growth Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000036492

- **c. LEI of Series:** EBDUZ4YCBY44VDU6DC36

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $798721827.22

**Total Liabilities:** $58960683.17

**Net Assets:** $739761144.05

**Stand-by Commitments:** $203449.22

**Cash Not Reported:** $993967.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111787 | 5.04%                | 7.69%                | -3.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $986265.42               | $23644930.42                               |
| Month 2  | $-672596.52              | $45770189.07                               |
| Month 3  | $-1918582.68             | $-20373034.87                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SpringWorks Therapeutics Inc                        | SpringWorks Therapeutics Inc                                                     | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3262 | NS      | $84844.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookline Bancorp Inc                               | Brookline Bancorp Inc                                                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17361 | NS      | $245658.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Commercial Mortgage T                      | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    100000 | PA      | $95183.26     | 0.01%             | 2038-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                        | Ritchie Bros Auctioneers Inc                                                     | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      8802 | NS      | $508422.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    550000 | PA      | $363000.00    | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                      | VTR Finance NV                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $73350.00     | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    139000 | PA      | $126596.99    | 0.02%             | 2037-01-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61695 | PA      | $55223.44     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                            | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $344075.00    | 0.05%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                          | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     21143 | NS      | $986743.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOLIDATED ENERGY FIN                             | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    321000 | PA      | $272850.00    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AEON Financial Service Co Ltd                       | AEON Financial Service Co Ltd                                                    | CUSIP: 000000000<br>LEI: 35380044PRFENBU7WT74 | Long             | EC               | CORP              | JP        |     10700 | NS      | $113105.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Textainer Group Holdings Ltd                        | Textainer Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | US        |      3886 | NS      | $120504.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                 | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     21859 | NS      | $708231.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI Inc                                            | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      7383 | NS      | $3434350.11   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                            | Willis Towers Watson PLC                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      7675 | NS      | $1877151.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| AZEK Co Inc/The                                     | AZEK Co Inc/The                                                                  | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     38909 | NS      | $790630.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SoftBank Group Corp                                 | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      4900 | NS      | $207235.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                 | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     11087 | NS      | $353010.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial Inc                                                         | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22080.98     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                     | Bermuda Government International Bond                                            | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    203000 | PA      | $142518.69    | 0.02%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                                  | VTech Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     12300 | NS      | $79100.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                | Dassault Aviation SA                                                             | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |      1297 | NS      | $219962.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Cos Inc/The                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      6001 | NS      | $1125127.49   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                           | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    132652 | NS      | $1455578.91   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                                            | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     11227 | NS      | $312753.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                           | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5670 | NS      | $1908125.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9462 | NS      | $1382776.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                        | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      3792 | NS      | $633932.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Topicus.com Inc                                     | Topicus.com Inc                                                                  | CUSIP: 89072T102<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       864 | NS      | $45363.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                       | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1373 | NS      | $972948.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENKO DUTCH BV                                    | Greenko Dutch BV                                                                 | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    191000 | PA      | $165692.50    | 0.02%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Agiliti Inc                                         | Agiliti Inc                                                                      | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6858 | NS      | $111853.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ENFRAGEN ENERGIA SUR SA                             | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                  | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    223000 | PA      | $155523.55    | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                            | Kao Corp                                                                         | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      9100 | NS      | $361274.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                            | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     13857 | NS      | $2073700.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae                                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $150838.74    | 0.02%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    124000 | PA      | $107903.73    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                       | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    353000 | PA      | $303580.00    | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124407 | PA      | $117731.53    | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     17170 | NS      | $1768338.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                              | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1311 | NS      | $534835.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                | Generac Holdings Inc                                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       207 | NS      | $20836.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3184 | NS      | $1688093.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                          | TransUnion                                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     14152 | NS      | $803126.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                      | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      5745 | NS      | $328556.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                          | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      5670 | NS      | $158287.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      5648 | NS      | $233205.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2019-3                                | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8732 | PA      | $7980.41      | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     24981 | NS      | $1422398.02   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $302266.83    | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1676.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    518000 | PA      | $93830.63     | 0.01%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10095 | NS      | $2163358.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                   | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     16984 | NS      | $847841.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                        | Graphic Packaging Holding Co                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37297 | NS      | $829858.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                          | Amdocs Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |      5996 | NS      | $545036.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $363000.00    | 0.05%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPF TELECOM GROUP BV                                | PPF Telecom Group BV                                                             | CUSIP: 000000000<br>LEI: 31570074PLDZISJWNN43 | Long             | DBT              | CORP              | NL        |    199000 | PA      | $189994.27    | 0.03%             | 2027-09-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                               | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |     27817 | NS      | $813090.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                            | Export-Import Bank of Korea                                                      | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    297000 | PA      | $289512.63    | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                        | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    149906 | NS      | $285242.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                          | Hiscox Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     12109 | NS      | $159650.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts Inc                                | Red Rock Resorts Inc                                                             | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14315 | NS      | $572743.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp                         | Two Harbors Investment Corp                                                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      9849 | NS      | $155318.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    617000 | PA      | $612565.31    | 0.08%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                            | Saia Inc                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       743 | NS      | $155792.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TRANSDIGM INC                                       | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149375.23    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                            | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     77000 | PA      | $65280.73     | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| AIA GROUP LTD                                       | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $204462.00    | 0.03%             | 2027-10-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Multiplan Empreendimentos Imob                      | Multiplan Empreendimentos Imobiliarios SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     30529 | NS      | $126495.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duckhorn Portfolio Inc/The                          | Duckhorn Portfolio Inc/The                                                       | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     16200 | NS      | $268434.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd                       | Tata Consultancy Services Ltd                                                    | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |     15466 | NS      | $608233.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                 | UNITE Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |     42137 | NS      | $462272.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                          | Raytheon Technologies Corp                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      8081 | NS      | $815534.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                             | HireRight Holdings Corp                                                          | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9154 | NS      | $108566.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morningstar Inc                                     | Morningstar Inc                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      2389 | NS      | $517433.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BXMT Ltd                                            | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $97255.17     | 0.01%             | 2038-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ACV Auctions Inc                                    | ACV Auctions Inc                                                                 | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29594 | NS      | $242966.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122303 | PA      | $118413.40    | 0.02%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                      | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92235.67     | 0.01%             | 2036-11-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26088 | PA      | $23357.71     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICIDAD FIRME DE ME                            | Electricidad Firme de Mexico Holdings SA de CV                                   | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $175037.50    | 0.02%             | 2026-11-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                        | Business Jet Securities 2020-1 LLC                                               | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49605 | PA      | $45182.46     | 0.01%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      1040 | NS      | $339227.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelon Corp                                         | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      4627 | NS      | $200025.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                 | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      2932 | NS      | $330988.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                      | LCCM 2021-FL2 Trust                                                              | CUSIP: 50202KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $108238.36    | 0.01%             | 2038-12-13      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                   | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     86000 | PA      | $80450.82     | 0.01%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TINGYI                                              | Tingyi Cayman Islands Holding Corp                                               | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | CN        |     80000 | NS      | $141122.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Re Group Ltd                                | Everest Re Group Ltd                                                             | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2972 | NS      | $984534.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                             | Expro Group Holdings NV                                                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     13259 | NS      | $240385.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX Corp                                            | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4875 | NS      | $151027.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                | Galp Energia SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     89345 | NS      | $1205320.99   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    325000 | PA      | $268775.00    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $159079.77    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     18802 | NS      | $1565454.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMES CHINA HLDG LTD                                | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $36135.00     | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                            | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $175600.00    | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holding                      | Ollie's Bargain Outlet Holdings Inc                                              | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      7586 | NS      | $355328.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SASOL FINANCING USA LLC                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162355.70    | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bruker Corp                                         | Bruker Corp                                                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     16599 | NS      | $1134541.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                        | Portland General Electric Co                                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5742 | NS      | $281358.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                        | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187856.72    | 0.03%             | 2029-05-16      | Fixed         | 4.97%                 | 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        |        44 | NC      | $-4967.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol                      | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     16189 | NS      | $1615824.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                  | Crown Holdings Inc                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4574 | NS      | $376028.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140L8MQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223659 | PA      | $189477.08    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                       | Whitbread PLC                                                                    | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |      4661 | NS      | $144111.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                               | Delta Electronics Inc                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     73000 | NS      | $676709.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                        | Texas Capital Bancshares Inc                                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      2914 | NS      | $175743.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                              | ICE US MINI MSCI EAFE INDEX                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       316 | NC      | $-725390.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    173000 | PA      | $160676.70    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    710000 | PA      | $625820.63    | 0.08%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3548 | NS      | $33635.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MV24 CAPITAL BV                                     | MV24 Capital BV                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    171300 | PA      | $156450.43    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                        | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1345 | NS      | $80248.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                             | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $207000.00    | 0.03%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                               | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      8724 | NS      | $1156453.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XF4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194579 | PA      | $165073.48    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                                      | WisdomTree Inc                                                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     61752 | NS      | $336548.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99608 | PA      | $5671.07      | 0.00%             | 2029-07-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                          | Axalta Coating Systems Ltd                                                       | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     46068 | NS      | $1173351.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                              | Empresa Generadora de Electricidad Haina SA                                      | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |    265000 | PA      | $234823.13    | 0.03%             | 2028-11-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     13423 | NS      | $1057598.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193237.06    | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                            | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    250000 | PA      | $210312.50    | 0.03%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     35666 | NS      | $4634083.38   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79723 | PA      | $72623.44     | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                    | Skechers USA Inc                                                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     29593 | NS      | $1241426.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                              | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $167912.50    | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Ltd                                     | Nomad Foods Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |     16465 | NS      | $283856.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197402 | PA      | $175772.87    | 0.02%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                             | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134345.40    | 0.02%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      7465 | NS      | $1581534.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $55899.91     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                    | Sino Land Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |    437909 | NS      | $546197.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PFP III                                             | PFP 2021-7 Ltd                                                                   | CUSIP: 69290LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     99995 | PA      | $93876.68     | 0.01%             | 2038-04-14      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Granite Real Estate Investment                      | Granite Real Estate Investment Trust                                             | CUSIP: 387437114<br>LEI: 549300A6I7CLE0ZC0396 | Long             | EC               | CORP              | CA        |     13580 | NS      | $692840.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169501 | PA      | $143837.30    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HIDROVIAS INT FIN SARL                              | Hidrovias International Finance SARL                                             | CUSIP: 000000000<br>LEI: 222100RBWNBUZOTA9381 | Long             | DBT              | CORP              | LU        |    245000 | PA      | $180963.13    | 0.02%             | 2031-02-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                            | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    466000 | PA      | $86879.88     | 0.01%             | 2035-03-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                        | Collegium Pharmaceutical Inc                                                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      6287 | NS      | $145858.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                 | Toledo Hospital/The                                                              | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    166000 | PA      | $128951.11    | 0.02%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                          | Signature Bank/New York NY                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      2271 | NS      | $261664.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corp                         | Saudi Basic Industries Corp                                                      | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |      2954 | NS      | $70663.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                     | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |      9482 | NS      | $70385.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                             | Morgan Stanley Domestic Holdings Inc                                             | CUSIP: 269246BS2<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194780.40    | 0.03%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hamilton Lane Inc                                   | Hamilton Lane Inc                                                                | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      5038 | NS      | $321827.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER FINANCE CORP LTD                              | Power Finance Corp Ltd                                                           | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $217937.50    | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                  | PPG Industries Inc                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      8241 | NS      | $1036223.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Leslie's Inc                                        | Leslie's Inc                                                                     | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9166 | NS      | $111916.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Corp                                     | Brookfield Corp                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     15172 | NS      | $477311.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore 2019-CRE2 Issuer, Ltd                      | LoanCore 2019-CRE2 Issuer Ltd                                                    | CUSIP: 53946JAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     35000 | PA      | $33885.44     | 0.00%             | 2036-05-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                      | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       668 | NS      | $85958.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA INC                                             | HCA Inc                                                                          | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    447000 | PA      | $357235.48    | 0.05%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                | Enel Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $263206.92    | 0.04%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                         | ONE Gas Inc                                                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      3014 | NS      | $228220.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $225.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    244000 | PA      | $183503.25    | 0.02%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                 | Muthoot Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      6177 | NS      | $79280.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                        | RS GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     22539 | NS      | $242680.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $231005.10    | 0.03%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                | CUSIP: 31398RDA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3143 | PA      | $2909.73      | 0.00%             | 2040-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                            | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2400 | NS      | $904872.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amorepacific Corp                                   | Amorepacific Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4310 | NS      | $471706.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                 | Avery Dennison Corp                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2072 | NS      | $375032.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                       | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      5900 | NS      | $878451.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland India Trust                              | Capitaland India Trust                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    449600 | NS      | $379235.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    124000 | PA      | $101466.31    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                   | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    119000 | PA      | $97249.75     | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                               | Plains GP Holdings LP                                                            | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |     49388 | NS      | $614386.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Corp                                     | Brookfield Corp                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |      -477 | NS      | $-15000.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                   | Open Lending Corp                                                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10701 | NS      | $72231.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1216.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                         | Hubbell Inc                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       846 | NS      | $198539.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $191696.00    | 0.03%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                               | Truist Financial Corp                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      8989 | NS      | $386796.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                      | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4377 | NS      | $442996.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                         | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    160200 | NS      | $400279.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                         | Cie Financiere Richemont SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      6217 | NS      | $806095.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging SA                           | Ardagh Metal Packaging SA                                                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     29210 | NS      | $140500.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Towers PLC                                   | Helios Towers PLC                                                                | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |    428132 | NS      | $545916.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                            | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     13680 | NS      | $2657340.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| GAZPROM PJSC (GAZ FN)                               | Gazprom PJSC via Gaz Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |    228000 | PA      | $128209.13    | 0.02%             | 2028-11-17      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    573000 | PA      | $433188.00    | 0.06%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                         | LUKOIL PJSC                                                                      | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      6309 | NS      | $0.63         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132GVEL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19462 | PA      | $18238.71     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                               | Encompass Health Corp                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     12338 | NS      | $737935.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15689 | NS      | $1392084.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Abcam PLC                                           | Abcam PLC                                                                        | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |     15120 | NS      | $235267.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GNL QUINTERO SA                                     | GNL Quintero SA                                                                  | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    164720 | PA      | $158882.74    | 0.02%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3584 | NS      | $553871.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                            | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $37850.00     | 0.01%             | 2031-05-21      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                               | Element Solutions Inc                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     36982 | NS      | $672702.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                               | Arrow Electronics Inc                                                            | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    287000 | PA      | $226103.72    | 0.03%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99329 | PA      | $98448.82     | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ExlService Holdings Inc                             | ExlService Holdings Inc                                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2670 | NS      | $452378.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                              | Liberty Broadband Corp                                                           | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      4304 | NS      | $328266.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                  | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     17997 | NS      | $245839.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON GAS COMPANY                                  | Boston Gas Co                                                                    | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    641000 | PA      | $578713.95    | 0.08%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| AREIT CRE Trust                                     | AREIT 2019-CRE3 Trust                                                            | CUSIP: 00217LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95081.32     | 0.01%             | 2036-09-14      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1618.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                     | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $152263.13    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    350000 | PA      | $101018.75    | 0.01%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                              | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |     23659 | NS      | $1292964.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Grainger PLC                                        | Grainger PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |    284582 | NS      | $869305.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2019-CRE3 Trust                                                            | CUSIP: 00217LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4695 | PA      | $4604.16      | 0.00%             | 2036-09-14      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $238296.11    | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BMFL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13495 | PA      | $13079.89     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      4266 | NS      | $717071.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                             | Methode Electronics Inc                                                          | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     12159 | NS      | $539494.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    301000 | PA      | $255107.85    | 0.03%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $267773.14    | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20489 | PA      | $16742.96     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84620.89     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Croda International PLC                             | Croda International PLC                                                          | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      4506 | NS      | $358581.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk PT                              | United Tractors Tbk PT                                                           | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |    206600 | NS      | $346318.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                 | GENM Capital Labuan Ltd                                                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    307000 | PA      | $231785.00    | 0.03%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Optinose Inc                                        | Optinose Inc                                                                     | CUSIP: 68404V100<br>LEI: 549300CPBME7Z3CYMN16 | Long             | EC               | CORP              | US        |     19895 | NS      | $36805.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121533 | PA      | $102956.48    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Game Technology                       | International Game Technology PLC                                                | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     39532 | NS      | $896585.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $780937.50    | 0.11%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ST SAVINGS BK (SSB #1)                              | State Savings Bank of Ukraine Via SSB #1 PLC                                     | CUSIP: 000000000<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |     10150 | PA      | $7129.11      | 0.00%             | 2023-03-10      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                              | VTR Comunicaciones SpA                                                           | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $123162.50    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Polymetal International PLC                         | Polymetal International PLC                                                      | CUSIP: 000000000<br>LEI: 213800JKJ5HJWYS4GR61 | Long             | EC               | CORP              | CY        |     34668 | NS      | $103658.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     16827 | NS      | $1866955.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       761 | NS      | $414936.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92766 | PA      | $82454.64     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                               | KeySpan Gas East Corp                                                            | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    139000 | PA      | $124027.34    | 0.02%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Esab Corp                                           | Esab Corp                                                                        | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      4790 | NS      | $224746.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                         | Invesco Ltd                                                                      | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     14406 | NS      | $259163.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                       | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       874 | NS      | $630582.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $93506.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                           | Flutter Entertainment PLC                                                        | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      4148 | NS      | $561571.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGHE                                              | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                                        | CUSIP: 000000000<br>LEI: 655600IQ7FXTTBKI8H68 | Long             | EC               | CORP              | CN        |      3800 | NS      | $87774.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    101000 | PA      | $73717.38     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Inc                                | Pactiv Evergreen Inc                                                             | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      7552 | NS      | $85790.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QP2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49550 | PA      | $45055.94     | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                             | American Electric Power Co Inc                                                   | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    131000 | PA      | $136874.91    | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    150000 | PA      | $135258.05    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      9477 | NS      | $311414.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ANGOLA                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    622000 | PA      | $484499.13    | 0.07%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233264 | PA      | $196627.13    | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | MYR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8792.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                 | Vulcan Materials Co                                                              | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $207153.37    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                  | Alcon Finance Corp                                                               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201830.13    | 0.03%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                               | East West Bancorp Inc                                                            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8509 | NS      | $560743.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                           | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       909 | NS      | $116141.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476741.85    | 0.06%             | 2031-07-27      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76592.96     | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                               | Canpack SA / Canpack US LLC                                                      | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $157125.00    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    523000 | PA      | $447818.75    | 0.06%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications Inc                                                        | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    377000 | PA      | $313243.27    | 0.04%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                         | Corning Inc                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     13044 | NS      | $416625.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22394 | PA      | $18991.44     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                          | Pinnacle West Capital Corp                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6940 | NS      | $527717.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63415.53     | 0.01%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                           | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     22972 | NS      | $368700.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $285442.08    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                | Edison International                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5721 | NS      | $363970.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    484000 | PA      | $440591.25    | 0.06%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499147 | PA      | $494723.85    | 0.07%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                 | MTU Aero Engines AG                                                              | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      1456 | NS      | $313237.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     91000 | PA      | $82532.41     | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74993 | PA      | $72184.85     | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IFF                                                 | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      8002 | NS      | $838929.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Diageo PLC                                          | Diageo PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     59182 | NS      | $2590507.09   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association           | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3242.14     | -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        |      4330 | NS      | $1074316.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                                   | Paya Holdings Inc                                                                | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35728 | NS      | $281179.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                           | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      3193 | NS      | $200648.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association           | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3670.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                            | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $87656.47     | 0.01%             | 2028-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROCEPT BioRobotics Corp                            | PROCEPT BioRobotics Corp                                                         | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2545 | NS      | $105719.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF GUATEMALA                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    432000 | PA      | $404946.00    | 0.05%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                        | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      4501 | NS      | $1591598.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18802 | NS      | $2218636.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    174000 | PA      | $129077.00    | 0.02%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $235151.49    | 0.03%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    612000 | PA      | $479655.00    | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                                     | Energuate Trust                                                                  | CUSIP: 000000000<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189287.50    | 0.03%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                             | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     64016 | NS      | $636447.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91396 | PA      | $78042.94     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    145000 | PA      | $119790.31    | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                      | Credit Acceptance Auto Loan Trust 2021-3                                         | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $225393.93    | 0.03%             | 2030-09-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CIE FINANCIERE RICHEMO-A REG                        | CIE FINANCIERE RICHEMO-CW                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      8589 | NS      | $7152.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                        | Techtronic Industries Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     93000 | NS      | $1032936.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                          | PACCAR Inc                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     10724 | NS      | $1061354.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Business Jet Securities, LLC                        | Business Jet Securities 2021-1 LLC                                               | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74594 | PA      | $63222.25     | 0.01%             | 2036-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    189000 | PA      | $180899.99    | 0.02%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                   | ACI Worldwide Inc                                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8772 | NS      | $201756.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Entegris Inc                                        | Entegris Inc                                                                     | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      6705 | NS      | $439780.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                               | Emaar Properties PJSC                                                            | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    202107 | NS      | $321538.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                      | Littelfuse Inc                                                                   | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3152 | NS      | $694070.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                            | Phillips Edison & Co Inc                                                         | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     34570 | NS      | $1100708.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity LifeStyle Properties In                      | Equity LifeStyle Properties Inc                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     16532 | NS      | $1067967.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                            | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     25407 | NS      | $148870.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Tr                      | Santander Retail Auto Lease Trust 2020-A                                         | CUSIP: 80286KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57000 | PA      | $56700.27     | 0.01%             | 2024-03-20      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                               | Argentine Republic Government International Bond                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1916000 | PA      | $603300.50    | 0.08%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                             | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    310000 | PA      | $248953.56    | 0.03%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                           | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     64944 | NS      | $618872.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4 LP                                                                      | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99229 | PA      | $92712.17     | 0.01%             | 2050-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                             | Banco del Estado de Chile                                                        | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $189037.50    | 0.03%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $166800.00    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MHSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37438 | PA      | $30759.89     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA RES BEER                                      | China Resources Beer Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     62000 | NS      | $431246.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                      | Telkom Indonesia Persero Tbk PT                                                  | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   1001000 | NS      | $241053.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                    | Henry Schein Inc                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      8440 | NS      | $674102.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Anhui Conch Cement Co Ltd                           | Anhui Conch Cement Co Ltd                                                        | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |     70000 | NS      | $243912.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                           | Prosperity Bancshares Inc                                                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12696 | NS      | $922745.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED OVERSEAS BANK LTD                            | United Overseas Bank Ltd                                                         | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    298000 | PA      | $260055.66    | 0.04%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83356 | PA      | $77823.79     | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                              | Adventist Health System/West                                                     | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    229000 | PA      | $225627.23    | 0.03%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                      | Becle SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    230000 | PA      | $176065.00    | 0.02%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                   | Sonova Holding AG                                                                | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       919 | NS      | $218261.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     45058 | NS      | $10805809.56  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE RAIL (RAIL CAPL)                            | Ukraine Railways Via Rail Capital Markets PLC                                    | CUSIP: 000000000<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $36125.00     | 0.00%             | 2024-07-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36442 | PA      | $31336.19     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                          | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      3530 | NS      | $235274.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                            | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    118000 | PA      | $108918.38    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                                | Alaska Air Group Inc                                                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      5617 | NS      | $241193.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                          | Cactus Inc                                                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      6474 | NS      | $325383.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                  | Kyowa Kirin Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |     18400 | NS      | $421433.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                       | Adaptive Biotechnologies Corp                                                    | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      7113 | NS      | $54343.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                          | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      2900 | NS      | $559527.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                        | China Construction Bank Corp                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    597000 | NS      | $373357.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                              | Persol Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |      7200 | NS      | $153142.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage REIT                               | National Storage REIT                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    489026 | NS      | $770632.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                           | Alcon Inc                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1333 | NS      | $91469.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                             | Eni SpA                                                                          | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    259000 | PA      | $239671.06    | 0.03%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co                                      | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1156 | NS      | $422911.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                             | LG Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2385 | NS      | $147679.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     54280 | NS      | $4789124.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $248025.00    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    189000 | PA      | $122283.00    | 0.02%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM                            | Autoridad del Canal de Panama                                                    | CUSIP: 000000000<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $183287.50    | 0.02%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                     | BAE Systems PLC                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     20757 | NS      | $214386.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Storage Inc                                    | Life Storage Inc                                                                 | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      6509 | NS      | $641136.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BIM Birlesik Magazalar AS                           | BIM Birlesik Magazalar AS                                                        | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |     17857 | NS      | $130496.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117933 | PA      | $101688.73    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2019-2                                | CUSIP: 35563PKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8633 | PA      | $7854.88      | 0.00%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Farmland Partners Inc                               | Farmland Partners Inc                                                            | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      8289 | NS      | $103280.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                         | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3280 | NS      | $2148498.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                           | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       595 | NS      | $302812.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5691 | NS      | $477133.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3696 | NS      | $1386443.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                              | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     10526 | NS      | $1086712.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solu                      | Kratos Defense & Security Solutions Inc                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      6802 | NS      | $70196.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd                                            | SEEK Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |      6352 | NS      | $90304.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                              | Crown Americas LLC / Crown Americas Capital Corp VI                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $51490.99     | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                       | Sales Tax Securitization Corp                                                    | CUSIP: 79467BDK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $66499.37     | 0.01%             | 2043-01-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Softchoice Corp                                     | Softchoice Corp                                                                  | CUSIP: 83405M108<br>LEI: 549300UR1N7ROOB6A660 | Long             | EC               | CORP              | CA        |     12761 | NS      | $172094.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                                 | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    220000 | PA      | $148747.50    | 0.02%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                              | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    154000 | PA      | $128012.50    | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                    | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $134186.29    | 0.02%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                             | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      8810 | NS      | $2090877.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                             | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    267000 | PA      | $256320.00    | 0.03%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    263000 | PA      | $260877.06    | 0.04%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                             | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    182000 | PA      | $162184.75    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                               | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      3700 | NS      | $183409.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT INTL FINANCE PLC                                | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    333000 | PA      | $307737.29    | 0.04%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                      | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92251.89     | 0.01%             | 2036-11-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                  | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    193000 | PA      | $188211.19    | 0.03%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                            | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    228000 | PA      | $215765.18    | 0.03%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association                      | CLP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6767.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $53680.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    214000 | PA      | $179711.06    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| DUA CAPITAL LTD                                     | Dua Capital Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800ILVLALFTITCB43 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $158448.00    | 0.02%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                     | Cemex SAB de CV                                                                  | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204750.00    | 0.03%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                        | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     20723 | NS      | $819763.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                              | Azure Power Energy Ltd                                                           | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |    186100 | PA      | $144925.38    | 0.02%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    101000 | PA      | $76005.16     | 0.01%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                           | Cincinnati Financial Corp                                                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      2976 | NS      | $304712.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cable One Inc                                       | Cable One Inc                                                                    | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       210 | NS      | $149490.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145299 | PA      | $124080.59    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $95530.85     | 0.01%             | 2037-01-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                          | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     66087 | NS      | $1498192.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                             | Magna International Inc                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      1923 | NS      | $108034.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BSPRT Issuer, Ltd.                                  | BSPRT 2021-FL6 Issuer Ltd                                                        | CUSIP: 05601HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    100000 | PA      | $94085.07     | 0.01%             | 2036-03-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Star Asia Investment Corp                           | Star Asia Investment Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       691 | NS      | $290565.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56500.02     | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                   | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    415101 | NS      | $1323852.33   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PL                      | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      7399 | NS      | $635730.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     45803 | NS      | $1601730.91   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      6887 | NS      | $506194.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                          | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       342 | NS      | $175168.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1110000 | PA      | $507686.25    | 0.07%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                              | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    258000 | PA      | $216284.63    | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                             | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     22396 | NS      | $221272.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                 | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      7456 | NS      | $607216.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                         | Reckitt Benckiser Group PLC                                                      | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     25038 | NS      | $1735543.22   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC CORP                                        | China Petroleum & Chemical Corp                                                  | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |    930000 | NS      | $448085.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    159000 | PA      | $145614.19    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Flowserve Corp                                      | Flowserve Corp                                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      7481 | NS      | $229517.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bio-Techne Corp                                     | Bio-Techne Corp                                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      3845 | NS      | $318673.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                           | IDEX Corp                                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      5999 | NS      | $1369751.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronext NV                                         | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      5966 | NS      | $441670.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $165787.50    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                    | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      3043 | NS      | $598627.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                | Republic of Cameroon International Bond                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    153000 | PA      | $120664.07    | 0.02%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    519000 | PA      | $466710.75    | 0.06%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Region RE Ltd                                       | Region RE Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    106812 | NS      | $196527.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GDS Holdings Ltd                                    | GDS Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | CN        |     21300 | NS      | $55153.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                    | CoStar Group Inc                                                                 | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27962 | NS      | $2160903.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                   | Uzbekneftegaz JSC                                                                | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    222000 | PA      | $178155.00    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    900000 | PA      | $837731.25    | 0.11%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                        | Peru LNG Srl                                                                     | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $166475.00    | 0.02%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                            | PVH Corp                                                                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      8590 | NS      | $606368.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $58225.00     | 0.01%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                              | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    280000 | PA      | $261590.00    | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Assurant Inc                                        | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4604 | NS      | $575776.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                     | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     30945 | NS      | $959295.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                           | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     67451 | NS      | $621376.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                          | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63078.97     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2382 | NS      | $266950.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      6193 | NS      | $978122.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273206 | PA      | $236760.18    | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    266000 | PA      | $218277.13    | 0.03%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                             | Magnolia Oil & Gas Corp                                                          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23808 | NS      | $558297.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Synopsys Inc                                        | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3914 | NS      | $1249701.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                     | Allegro CLO IV Ltd                                                               | CUSIP: 01749TAS9<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-CBDO         | CORP              | KY        |    670479 | PA      | $638202.74    | 0.09%             | 2030-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                              | Kweichow Moutai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1900 | NS      | $472120.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                         | Hologic Inc                                                                      | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      4409 | NS      | $329837.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS                                   | Komercni Banka AS                                                                | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |      3906 | NS      | $112875.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WHVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79195 | PA      | $68278.42     | 0.01%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp                                      | ChampionX Corp                                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     29413 | NS      | $852682.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR ENERGY TRADING LLC                            | QatarEnergy Trading LLC                                                          | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    240000 | PA      | $175695.00    | 0.02%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                              | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      7639 | NS      | $396957.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIAN RAILWAY FINANCE                              | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $163686.00    | 0.02%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                          | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       893 | NS      | $1239028.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                              | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    266000 | PA      | $209988.01    | 0.03%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                           | Spirit Realty Capital Inc                                                        | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      7522 | NS      | $300353.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    257000 | PA      | $181313.50    | 0.02%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                       | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $166225.00    | 0.02%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp                                | Hanmi Financial Corp                                                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      8285 | NS      | $205053.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7106 | NS      | $1415799.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                  | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    167000 | PA      | $100421.32    | 0.01%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding P                      | Sensata Technologies Holding PLC                                                 | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     20328 | NS      | $820844.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| DBS Group Holdings Ltd                              | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     22000 | NS      | $556855.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5848 | NS      | $3220435.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                         | Allovir Inc                                                                      | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6262 | NS      | $32124.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-268456.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co                       | Hon Hai Precision Industry Co Ltd                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    145000 | NS      | $469978.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ST SAVINGS BK (SSB #1)                              | State Savings Bank of Ukraine Via SSB #1 PLC                                     | CUSIP: 000000000<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $56328.13     | 0.01%             | 2025-03-20      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                      | Air Lease Corp                                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      7053 | NS      | $270976.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                      | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      8019 | NS      | $507121.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    163000 | PA      | $129234.50    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                              | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    162160 | PA      | $152967.56    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    256000 | PA      | $205440.00    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                    | Raia Drogasil SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     14698 | NS      | $66194.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     13039 | NS      | $1691288.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners                      | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      7719 | NS      | $427015.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329678 | PA      | $276268.33    | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                 | Muthoot Finance Ltd                                                              | CUSIP: 62828L2B8<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195000.00    | 0.03%             | 2023-09-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                  | Verint Systems Inc                                                               | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      8893 | NS      | $322638.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    289959 | PA      | $231930.96    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $154225.00    | 0.02%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     76940 | NS      | $1430024.24   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $165725.00    | 0.02%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40330.80     | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                          | Nasdaq Inc                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     43296 | NS      | $2656209.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                   | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2030 | NS      | $327601.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                    | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      9802 | NS      | $615302.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     19538 | NS      | $1661120.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Manchester United Plc                               | Manchester United Plc                                                            | CUSIP: 000000000<br>LEI: 529900GWGZPE83MJOV59 | Long             | EC               | CORP              | GB        |     22147 | NS      | $516689.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140EUHZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40658 | PA      | $38943.47     | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                      | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     10080 | NS      | $617601.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                 | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    149500 | PA      | $140504.17    | 0.02%             | 2036-10-16      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                         | Avient Corp                                                                      | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      7060 | NS      | $238345.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 31329QWH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7039 | PA      | $6477.33      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                          | NAVER Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      5100 | NS      | $725327.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                             | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     16678 | NS      | $283025.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Koito Manufacturing Co Ltd                          | Koito Manufacturing Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34800 | NS      | $518804.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                              | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     61995 | NS      | $218354.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37323 | PA      | $33238.24     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orion Corp/Republic of Korea                        | Orion Corp/Republic of Korea                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3005 | NS      | $305925.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                            | QatarEnergy Trading LLC                                                          | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $152912.50    | 0.02%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1997.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    112000 | PA      | $92214.54     | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                              | Paylocity Holding Corp                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      4252 | NS      | $825993.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                             | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $227000.00    | 0.03%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4062 | NS      | $913828.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                 | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      8600 | NS      | $275159.06    | 0.04%             |  |  |  | No            |                  2 | 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        |        50 | NC      | $-127869.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DRAGONEER GROWTH OPPORTUNITIES CORP (PIPE)          | DRAGONEER GROWTH OPPORTUNITIES CORP (PIPE)                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1496 | NS      | $13015.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Inc                                        | Comerica Inc                                                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      5668 | NS      | $378905.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                    | CLP Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     22500 | NS      | $163925.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                             | Marathon Petroleum Corp                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    136000 | PA      | $113853.22    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies Inc                                                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2611 | NS      | $841812.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1177 | NS      | $404158.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                 | STAG Industrial Inc                                                              | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     18895 | NS      | $610497.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     78000 | PA      | $61644.15     | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2932 | NS      | $229604.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                           | Monro Inc                                                                        | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3195 | NS      | $144414.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF KENYA                                   | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $155500.00    | 0.02%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43464 | PA      | $37092.63     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    195000 | PA      | $182483.44    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                             | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    250000 | PA      | $88152.50     | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kinaxis Inc                                         | Kinaxis Inc                                                                      | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |       926 | NS      | $103891.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding Inc                            | Thoughtworks Holding Inc                                                         | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Long             | EC               | CORP              | US        |     59350 | NS      | $604776.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group Inc                       | Selective Insurance Group Inc                                                    | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2928 | NS      | $259450.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Airtac International Group                          | Airtac International Group                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3000 | NS      | $90574.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $373143.54    | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    197000 | PA      | $140273.84    | 0.02%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                             | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220258.44    | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                          | Elastic NV                                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |      1200 | NS      | $61800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                             | CGI Inc                                                                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      3487 | NS      | $300567.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                    | Black Hills Corp                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      4333 | NS      | $304783.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF ANGOLA                                  | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    539000 | PA      | $466235.00    | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                             | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 857006AG5<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    275000 | PA      | $261197.75    | 0.04%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CNX Resources Corp                                  | CNX Resources Corp                                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     14840 | NS      | $249905.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246755 | PA      | $209185.20    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78849 | PA      | $75035.16     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BHQL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125379 | PA      | $123767.62    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                         | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    488000 | PA      | $389104.81    | 0.05%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                       | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     13227 | NS      | $1028002.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFB23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47855 | PA      | $46309.81     | 0.01%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    370000 | PA      | $291138.20    | 0.04%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224397 | PA      | $206187.33    | 0.03%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                     | Nintendo Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      3900 | NS      | $163981.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                             | Cboe Global Markets Inc                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      3504 | NS      | $439646.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    186000 | PA      | $146981.50    | 0.02%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                               | Jamaica Government International Bond                                            | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $224162.50    | 0.03%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31416VY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194004 | PA      | $186329.01    | 0.03%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                      | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154049.60    | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3295 | NS      | $540478.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    163200 | PA      | $66075.60     | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2021-FL7 Issuer Ltd                                                        | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $93531.47     | 0.01%             | 2038-12-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                      | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    313000 | PA      | $292731.50    | 0.04%             | 2036-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    139000 | PA      | $129325.66    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                               | Idemitsu Kosan Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      9700 | NS      | $227092.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                              | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      6926 | NS      | $667850.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                         | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    294000 | PA      | $259087.50    | 0.04%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                      | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560500 | PA      | $520927.52    | 0.07%             | 2037-01-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                             | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97904.21     | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154757 | PA      | $146453.01    | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WGWH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51742 | PA      | $48049.07     | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2158945.32   | 0.29%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    282000 | PA      | $259722.00    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                   | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8894 | NS      | $1151950.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93602.56     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners Inc                        | Focus Financial Partners Inc                                                     | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     12448 | NS      | $463936.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AUTORIDAD CANAL DE PANAM                            | Autoridad del Canal de Panama                                                    | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $183287.50    | 0.02%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                      | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd                         | CUSIP: 03880WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $94784.40     | 0.01%             | 2035-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Everbridge Inc                                      | Everbridge Inc                                                                   | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      2826 | NS      | $83593.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRA DIAMONDS US TREAS                             | Petra Diamonds US Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |     93777 | PA      | $94245.71     | 0.01%             | 2026-03-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PING AN                                             | Ping An Insurance Group Co of China Ltd                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    116500 | NS      | $765375.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AON CORP                                            | Aon Corp                                                                         | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    212000 | PA      | $196235.37    | 0.03%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                             | Pakistan Government International Bond                                           | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $80022.00     | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133D3L45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60041 | PA      | $52809.76     | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AWFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10573 | PA      | $9811.21      | 0.00%             | 2039-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                            | LKQ Corp                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     36334 | NS      | $1940598.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3400000 | PA      | $161257.26    | 0.02%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                            | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    236000 | PA      | $219893.00    | 0.03%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                             | RXO Inc                                                                          | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     15069 | NS      | $259186.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5281 | NS      | $669947.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                         | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $211022.00    | 0.03%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                             | Equate Petrochemical BV                                                          | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173600.00    | 0.02%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    154000 | PA      | $147339.50    | 0.02%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yamaha Corp                                         | Yamaha Corp                                                                      | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |      4100 | NS      | $152142.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                       | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3296 | NS      | $478117.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVT OF BERMUDA                                     | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $198412.50    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                      | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    350000 | PA      | $318565.63    | 0.04%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $216418.22    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wendy's Co/The                                      | Wendy's Co/The                                                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     31369 | NS      | $709880.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN PLC                                        | Energean PLC                                                                     | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |    278000 | PA      | $255760.00    | 0.03%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                             | BPCE SA                                                                          | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192292.00    | 0.03%             | 2025-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                             | PFP 2021-8 Ltd                                                                   | CUSIP: 69357XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    730000 | PA      | $675286.72    | 0.09%             | 2037-08-09      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                   | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      8217 | NS      | $535902.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    403000 | PA      | $333315.44    | 0.05%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63648 | PA      | $54263.03     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.com NV                            | Just Eat Takeaway.com NV                                                         | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      1754 | NS      | $37333.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                            | SMC Corp                                                                         | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      1600 | NS      | $668086.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                               | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     10961 | NS      | $637942.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $347825.00    | 0.05%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                 | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3392 | NS      | $187272.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    152000 | PA      | $131760.34    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                                | Swire Properties Ltd                                                             | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |    205000 | NS      | $519243.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivab                      | Securitized Term Auto Loan Receivables Trust 2019-CRT                            | CUSIP: 81379MAB0<br>LEI: 549300DC604TIE09UO03 | Long             | ABS-O            | CORP              | CA        |      7115 | PA      | $7066.78      | 0.00%             | 2026-03-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63241 | PA      | $51804.33     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MaxCyte Inc                                         | MaxCyte Inc                                                                      | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     12926 | NS      | $70575.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QuidelOrtho Corp                                    | QuidelOrtho Corp                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      2042 | NS      | $174938.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO KUO SAB DE CV                                 | Grupo KUO SAB De CV                                                              | CUSIP: 000000000<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |    268000 | PA      | $249960.25    | 0.03%             | 2027-07-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57289 | PA      | $52471.18     | 0.01%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    366936 | NS      | $371602.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                        | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14516 | NS      | $1082748.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorola Solutions Inc                              | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2033 | NS      | $523924.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                | JetBlue Airways Corp                                                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     17043 | NS      | $110438.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     13655 | NS      | $2143152.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                  | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      4725 | NS      | $813598.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                      | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    590500 | PA      | $562671.86    | 0.08%             | 2038-11-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $74751.17     | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    173000 | PA      | $133134.31    | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                         | Raymond James Financial Inc                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      6903 | NS      | $737585.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MPLX LP                                             | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    459000 | PA      | $376915.11    | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      6165 | NS      | $1276586.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th                      | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      3490 | NS      | $471603.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Aon PLC                                             | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |     12838 | NS      | $3853197.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                       | United Community Banks Inc/GA                                                    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      4747 | NS      | $160448.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Schneider Electric SE                               | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     17802 | NS      | $2500017.62   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                  | Midea Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |     30400 | NS      | $226617.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group PLC                                     | AVEVA Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |      2104 | NS      | $81439.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                | Petronas Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $136630.00    | 0.02%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68204 | PA      | $58142.09     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5012 | NS      | $488068.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                        | Wal-Mart de Mexico SAB de CV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     93872 | NS      | $331814.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                                       | Credicorp Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |      4809 | NS      | $652388.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                           | Zurich Insurance Group AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       964 | NS      | $460866.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                          | JD.com Inc                                                                       | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |       195 | NS      | $10945.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                        | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    117000 | PA      | $112374.43    | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corp                                  | UMB Financial Corp                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      3271 | NS      | $273193.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF ANGOLA                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $315075.00    | 0.04%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                               | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $192350.00    | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-PC1 Mortgage Trust                                                     | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $138910.96    | 0.02%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39400 | PA      | $38749.40     | 0.01%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      2538 | NS      | $251769.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr                      | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     12975 | NS      | $983894.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Scientific Corp                              | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     58826 | NS      | $2721879.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                         | NetEase Inc                                                                      | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |      9391 | NS      | $682068.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| UPL Ltd                                             | UPL Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |     89078 | NS      | $769343.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                               | ON Semiconductor Corp                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      7620 | NS      | $475259.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HUARONG FINANCE 2017 CO                             | Huarong Finance 2017 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $174912.50    | 0.02%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    372000 | PA      | $343048.48    | 0.05%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fortune Brands Innovations Inc                      | Fortune Brands Innovations Inc                                                   | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4964 | NS      | $283494.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                 | Payoneer Global Inc                                                              | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31830 | NS      | $174110.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     10106 | NS      | $1672340.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON FINANCE CORP                                  | Alcon Finance Corp                                                               | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183174.45    | 0.02%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                          | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1219 | NS      | $145597.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GUATEMALA                               | Guatemala Government Bond                                                        | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $492675.00    | 0.07%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2022-1                                | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48923 | PA      | $43146.02     | 0.01%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Discovery Ltd                                       | Discovery Ltd                                                                    | CUSIP: 000000000<br>LEI: 378900245A26169C8132 | Long             | EC               | CORP              | ZA        |     33197 | NS      | $240125.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Global Chemical PCL                             | PTT Global Chemical PCL                                                          | CUSIP: 000000000<br>LEI: 5493007X3230PPPZFF40 | Long             | EC               | CORP              | TH        |    109900 | NS      | $149639.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Supor Co Ltd                               | Zhejiang Supor Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23400 | NS      | $166836.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10872.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Ho                      | Knight-Swift Transportation Holdings Inc                                         | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13040 | NS      | $683426.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51132 | PA      | $45529.67     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                | Big Yellow Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |     47541 | NS      | $658506.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                             | ITC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |     46693 | NS      | $186900.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversey Holdings Ltd                               | Diversey Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40388 | NS      | $172052.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor Inc                                        | Quebecor Inc                                                                     | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9868 | NS      | $220098.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                             | Warner Music Group Corp                                                          | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11059 | NS      | $387286.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Daikin Industries Ltd                               | Daikin Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      5100 | NS      | $773739.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     18961 | NS      | $3045895.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140009 | PA      | $119201.13    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                  | J M Smucker Co/The                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      3103 | NS      | $491701.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    147000 | PA      | $121046.22    | 0.02%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                       | NPC Ukrenergo                                                                    | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |    200000 | PA      | $33475.00     | 0.00%             | 2028-11-09      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85216 | PA      | $82611.64     | 0.01%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177289 | PA      | $153888.67    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95576.24     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                             | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    332000 | PA      | $274896.00    | 0.04%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161201 | PA      | $141908.24    | 0.02%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                            | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $150725.00    | 0.02%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25442 | PA      | $23876.42     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                           | KDDI Corp                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     20900 | NS      | $633832.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226515.27    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                             | CNO Financial Group Inc                                                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      9018 | NS      | $206061.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                               | Envista Holdings Corp                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     41972 | NS      | $1413197.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                            | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2024000 | PA      | $51780.75     | 0.01%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                             | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    234000 | PA      | $191485.13    | 0.03%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446869.03    | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: —       |
| PerkinElmer Inc                                     | PerkinElmer Inc                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     13264 | NS      | $1859878.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                   | Newell Brands Inc                                                                | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     34283 | NS      | $448421.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    349000 | PA      | $279701.69    | 0.04%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     10010 | NS      | $615715.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sugi Holdings Co Ltd                                | Sugi Holdings Co Ltd                                                             | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |      5000 | NS      | $222370.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                          | Haleon PLC                                                                       | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     42804 | NS      | $169359.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                      | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    102000 | PA      | $94016.40     | 0.01%             | 2034-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GCM Grosvenor Inc                                   | GCM Grosvenor Inc                                                                | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23750 | NS      | $180737.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF ZAMBIA                                  | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    200000 | PA      | $88000.00     | 0.01%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                       | Martin Marietta Materials Inc                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1237 | NS      | $418068.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                   | AeroVironment Inc                                                                | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1409 | NS      | $120694.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88233 | PA      | $77864.09     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                       | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346608 | PA      | $297895.75    | 0.04%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                           | Baidu Inc                                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |       972 | NS      | $111177.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593000 | PA      | $557790.63    | 0.08%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                        | AES Corp/The                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     26657 | NS      | $766655.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma SAB de CV                                     | Gruma SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |     22745 | NS      | $303850.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                 | Ascendis Pharma A/S                                                              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      5868 | NS      | $716658.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118060 | PA      | $100810.43    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bioxcel Therapeutics Inc                            | Bioxcel Therapeutics Inc                                                         | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |      3425 | NS      | $73569.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                      | Moscow Exchange MICEX-RTS PJSC                                                   | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |    371331 | NS      | $0.50         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hypera SA                                           | Hypera SA                                                                        | CUSIP: 000000000<br>LEI: 25490092WKPBKTIZX403 | Long             | EC               | CORP              | BR        |     13531 | NS      | $116025.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Katitas Co Ltd                                      | Katitas Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40400 | NS      | $922223.18    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQYH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $152311.48    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $78375.94     | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Logistics Fund Inc                            | Japan Logistics Fund Inc                                                         | CUSIP: 000000000<br>LEI: 3538004KZWISCQO70151 | Long             | EC               | CORP              | JP        |       227 | NS      | $541578.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B5N24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28490 | PA      | $23312.35     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                          | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      4500 | NS      | $110402.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire State Realty Trust Inc                       | Empire State Realty Trust Inc                                                    | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     22453 | NS      | $151333.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463225 | PA      | $377157.47    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                             | AEP Transmission Co LLC                                                          | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    111000 | PA      | $87651.38     | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                             | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    211419 | PA      | $179752.66    | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                   | Ipoteka-Bank ATIB                                                                | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $172586.00    | 0.02%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3132A5G25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80245 | PA      | $74334.19     | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $125628.41    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149985 | PA      | $147910.84    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sika AG                                             | Sika AG                                                                          | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      2461 | NS      | $591632.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5932 | NS      | $805269.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108954.64    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                        | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     10514 | NS      | $390653.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Can                      | Constellation Software Inc/Canada                                                | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |      1057 | NS      | $1650262.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GHANA                                   | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $68100.00     | 0.01%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL CENTRAL COOLING                            | National Central Cooling Co PJSC                                                 | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $176162.50    | 0.02%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                              | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47125.12     | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bandhan Bank Ltd                                    | Bandhan Bank Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800Q13QAC32IOCH33 | Long             | EC               | CORP              | IN        |     60757 | NS      | $171473.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                 | Silgan Holdings Inc                                                              | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      5192 | NS      | $269153.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                               | Gildan Activewear Inc                                                            | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      2234 | NS      | $61179.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MSKH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149499 | PA      | $131255.90    | 0.02%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94014 | PA      | $83713.57     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Hawaiian Inc                                  | First Hawaiian Inc                                                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      8766 | NS      | $228266.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Domino's Pizza Inc                                  | Domino's Pizza Inc                                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1004 | NS      | $347785.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                                | CUSIP: 36176W7F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74603 | PA      | $70326.98     | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       786 | NS      | $182155.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                     | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5637 | NS      | $654286.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                      | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2460 | NS      | $326171.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                              | Schneider National Inc                                                           | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      7166 | NS      | $167684.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WHF64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117116 | PA      | $109196.08    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                 | Imperial Brands PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     23120 | NS      | $575945.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WNS Holdings Ltd                                    | WNS Holdings Ltd                                                                 | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | IN        |      7511 | NS      | $600804.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                              | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $123100.00    | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                              | Export-Import Bank of India                                                      | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    372000 | PA      | $293552.64    | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                            | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    269436 | NS      | $147034.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                                 | Kansai Paint Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |      9100 | NS      | $111374.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                             | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $267000.00    | 0.04%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prestige Consumer Healthcare I                      | Prestige Consumer Healthcare Inc                                                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5081 | NS      | $318070.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2926 | NS      | $271679.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     25140 | NS      | $3371274.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                    | BAT Capital Corp                                                                 | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93523.87     | 0.01%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                              | CACI International Inc                                                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      1709 | NS      | $513708.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                             | Aramark                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     13547 | NS      | $560032.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                  | Corsair Gaming Inc                                                               | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      5617 | NS      | $76222.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc                                       | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16472 | NS      | $745028.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                         | Plexus Corp                                                                      | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1947 | NS      | $200404.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Housing Development Finance Co                      | Housing Development Finance Corp Ltd                                             | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     14898 | NS      | $473621.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH LE                      | New Jersey Economic Development Authority                                        | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    176000 | PA      | $189358.72    | 0.03%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                              | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12636 | NS      | $468037.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                  | Remitly Global Inc                                                               | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27253 | NS      | $312046.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Discover Financial Services                         | Discover Financial Services                                                      | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2894 | NS      | $283120.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    291000 | PA      | $237143.66    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd                       | China Resources Gas Group Ltd                                                    | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | HK        |    201400 | NS      | $751333.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    341000 | PA      | $271095.00    | 0.04%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics Inc                                | Verisk Analytics Inc                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     15935 | NS      | $2811252.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                                 | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $150000.00    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148650 | PA      | $8853.18      | 0.00%             | 2029-08-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                  | nVent Electric PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5732 | NS      | $220510.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                        | Kyocera Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $585712.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                          | Cigna Corp                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      8061 | NS      | $2670931.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN RENEWABLE POWER                               | Clean Renewable Power Mauritius Pte Ltd                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |    207235 | PA      | $178222.10    | 0.02%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22402 | PA      | $19406.22     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                 | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3970 | NS      | $394300.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                          | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    409000 | PA      | $351784.99    | 0.05%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                           | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      1428 | NS      | $129099.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    225000 | PA      | $183291.19    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    469000 | PA      | $318058.16    | 0.04%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                              | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     22845 | NS      | $655651.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                        | Teleflex Inc                                                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       853 | NS      | $212934.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                 | Electronic Arts Inc                                                              | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     13100 | NS      | $1600558.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32947 | PA      | $30727.35     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    227000 | PA      | $175915.92    | 0.02%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC                            | Mercury Chile Holdco LLC                                                         | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190804.97    | 0.03%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $37287.50     | 0.01%             | 2035-03-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Kingsoft Cloud Holdings Ltd                         | Kingsoft Cloud Holdings Ltd                                                      | CUSIP: 49639K101<br>LEI: 875500HZE0VKCD0Z8K15 | Long             | EC               | CORP              | CN        |     13812 | NS      | $52899.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401000 | PA      | $375349.19    | 0.05%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2017-C42                                   | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $469050.47    | 0.06%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                            | Broadstone Net Lease Inc                                                         | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     14350 | NS      | $232613.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                             | Sberbank of Russia PJSC                                                          | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    282099 | NS      | $28.21        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Viper Energy Partners LP                            | Viper Energy Partners LP                                                         | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      8089 | NS      | $257149.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501342.07    | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226453 | PA      | $201405.16    | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                               | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                       | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    355000 | PA      | $300374.38    | 0.04%             | 2028-08-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                        | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      8507 | NS      | $394894.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                               | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     20212 | NS      | $609189.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115509 | PA      | $98342.33     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                              | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    244000 | PA      | $199696.92    | 0.03%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Brunswick Corp/DE                                   | Brunswick Corp/DE                                                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     13206 | NS      | $951888.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74853 | PA      | $67791.91     | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alkami Technology Inc                               | Alkami Technology Inc                                                            | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18658 | NS      | $272220.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthEquity Inc                                    | HealthEquity Inc                                                                 | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      2939 | NS      | $181159.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                              | AmerisourceBergen Corp                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4170 | NS      | $691010.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     16855 | NS      | $3177841.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                               | Southern Gas Corridor CJSC                                                       | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    260000 | PA      | $265655.00    | 0.04%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                         | Hitachi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     40840 | NS      | $2054916.84   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    271000 | PA      | $165310.00    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                        | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     10353 | NS      | $2747893.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                         | Pacific Premier Bancorp Inc                                                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     11926 | NS      | $376384.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                       | Dun & Bradstreet Holdings Inc                                                    | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60380 | NS      | $740258.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN GAS CORRIDOR                               | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    200000 | PA      | $204350.00    | 0.03%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                            | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     20601 | NS      | $442097.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                   | Suncor Energy Inc                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     11189 | NS      | $354924.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    336000 | PA      | $312963.00    | 0.04%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danone SA                                           | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      8435 | NS      | $444572.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                                       | Celanese Corp                                                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      3563 | NS      | $364281.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                         | TriMas Corp                                                                      | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      8501 | NS      | $235817.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138E9P20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119112 | PA      | $111501.50    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    616000 | PA      | $592438.00    | 0.08%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITT Inc                                             | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      6263 | NS      | $507929.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    400000 | PA      | $74075.00     | 0.01%             | 2034-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                               | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    193000 | PA      | $151343.27    | 0.02%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171019 | PA      | $148719.60    | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                            | National Bank of Uzbekistan                                                      | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |    261000 | PA      | $235275.19    | 0.03%             | 2025-10-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140K5AX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10658 | PA      | $9133.60      | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                             | BDS 2019-FL4 LTD                                                                 | CUSIP: 05492KAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    146500 | PA      | $141241.40    | 0.02%             | 2036-08-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                            | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    223000 | PA      | $167779.63    | 0.02%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418CZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21032 | PA      | $19755.00     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suzano SA                                           | Suzano SA                                                                        | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |      4400 | NS      | $40625.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    264000 | PA      | $46164.67     | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEITUAN                                             | Meituan                                                                          | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $176225.00    | 0.02%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Repligen Corp                                       | Repligen Corp                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1130 | NS      | $191320.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                            | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      4284 | NS      | $501270.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                                 | Resona Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     22000 | NS      | $120833.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maravai LifeSciences Holdings                       | Maravai LifeSciences Holdings Inc                                                | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34376 | NS      | $491920.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $91195.33     | 0.01%             | 2037-01-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                  | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    102000 | PA      | $77883.67     | 0.01%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                    | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     10840 | NS      | $3406335.11   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                         | Gartner Inc                                                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      5740 | NS      | $1929443.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                       | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     10665 | NS      | $1110546.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                          | Rapid7 Inc                                                                       | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      6180 | NS      | $209996.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                        | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     92833 | NS      | $1083686.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                        | Illumina Inc                                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       371 | NS      | $75016.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                       | Timken Co/The                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3468 | NS      | $245083.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                           | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      2171 | NS      | $149893.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                          | Copart Inc                                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     15893 | NS      | $967724.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial Inc                                                         | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    184000 | PA      | $161165.73    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3027000 | PA      | $65511.75     | 0.01%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4735.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     17540 | NS      | $3644110.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF UZBEKISTAN                              | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    246000 | PA      | $204303.00    | 0.03%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75892.54     | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SOCIALIST REP OF VIETNAM                            | Vietnam Government International Bond                                            | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |    300000 | PA      | $292533.00    | 0.04%             | 2024-11-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                        | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      7372 | NS      | $876383.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                              | KB Financial Group Inc                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      3839 | NS      | $147082.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                            | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    222000 | PA      | $172279.27    | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                       | GCC SAB de CV                                                                    | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    294000 | PA      | $243432.00    | 0.03%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                          | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    102000 | PA      | $105694.01    | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     93000 | PA      | $73928.18     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    514000 | PA      | $325233.50    | 0.04%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                             | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      6165 | NS      | $1728111.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1741 | NS      | $731742.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INVEST ENERGY RES LTD                               | Investment Energy Resources Ltd                                                  | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    217000 | PA      | $203071.31    | 0.03%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                             | Meituan                                                                          | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    243000 | PA      | $185333.06    | 0.03%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    185000 | PA      | $155864.54    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B2S75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96132 | PA      | $84427.36     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                             | Manulife Financial Corp                                                          | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     18107 | NS      | $322957.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                      | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       462 | NS      | $667797.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                      | National Retail Properties Inc                                                   | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     19090 | NS      | $873558.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30634 | PA      | $27191.71     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                        | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2252 | NS      | $627452.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PENSKE AUTOMOTIVE GROUP                             | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158369.73    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield PLC                             | Cushman & Wakefield PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7775 | NS      | $96876.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118010 | PA      | $102623.25    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2019-4                                | CUSIP: 35563PMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9005 | PA      | $7848.27      | 0.00%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                           | Advanced Info Service PCL                                                        | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |     72000 | NS      | $404921.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SALMON RIVER EXPORT                                 | Salmon River Export LLC                                                          | CUSIP: 79547UAA5<br>LEI: 635400HXNVZNGIVYA797 | Long             | DBT              | CORP              | US        |    173032 | PA      | $164478.13    | 0.02%             | 2026-09-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     54835 | NS      | $4606140.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80728 | PA      | $75544.36     | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cathay General Bancorp                              | Cathay General Bancorp                                                           | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      7842 | NS      | $319875.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $515175.00    | 0.07%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                    | Oryx Funding Ltd                                                                 | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $379950.00    | 0.05%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                             | BDS 2019-FL4 LTD                                                                 | CUSIP: 05492KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3747 | PA      | $3707.48      | 0.00%             | 2036-08-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     10371 | NS      | $1713496.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AKFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5401 | PA      | $5170.82      | 0.00%             | 2044-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                       | Goodman Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     90195 | NS      | $1060725.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    277000 | PA      | $254177.97    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                | Ooredoo International Finance Ltd                                                | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $205800.00    | 0.03%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    198000 | PA      | $160856.40    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                            | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    271000 | PA      | $192206.75    | 0.03%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sabre Corp                                          | Sabre Corp                                                                       | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     46648 | NS      | $288284.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Co                                | Matador Resources Co                                                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      5717 | NS      | $327241.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR ENERGY CO ISSUE                                | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                 | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $165787.50    | 0.02%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree Inc                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      7089 | NS      | $1002668.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84899.95     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Showa Denko KK                                      | Showa Denko KK                                                                   | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |     11000 | NS      | $167286.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Funko Inc                                           | Funko Inc                                                                        | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     18116 | NS      | $197645.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank, National Association           | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $878.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                | Lottery Corp Ltd/The                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20380 | NS      | $62119.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    163000 | PA      | $127348.64    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Immunocore Holdings PLC                             | Immunocore Holdings PLC                                                          | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |      2752 | NS      | $157056.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Westrock Co                                         | Westrock Co                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     14501 | NS      | $509855.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                                | Umpqua Holdings Corp                                                             | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     57245 | NS      | $1021823.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141159 | PA      | $118987.29    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12887 | PA      | $11605.68     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ashland Inc                                         | Ashland Inc                                                                      | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      4301 | NS      | $462486.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                           | Woodside Energy Group Ltd                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     34957 | NS      | $846595.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                        | NiSource Inc                                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    179000 | PA      | $159589.96    | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Lt                      | Brookfield Asset Management Ltd                                                  | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3793 | NS      | $108745.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                            | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    524000 | PA      | $414875.79    | 0.06%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95456.95     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp Japan                                   | Oracle Corp Japan                                                                | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      2400 | NS      | $156051.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd                                             | BDS 2021-FL10 Ltd                                                                | CUSIP: 05493FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95790.99     | 0.01%             | 2036-06-16      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                              | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       538 | NS      | $75072.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services Inc                                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3899 | NS      | $549330.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $164287.50    | 0.02%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works Inc                                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      5209 | NS      | $1147542.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2019-CRE3 Trust                                                            | CUSIP: 00217LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96067.41     | 0.01%             | 2036-09-14      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199600.00    | 0.03%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B6DQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55774 | PA      | $47701.44     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hugel Inc                                           | Hugel Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3399 | NS      | $363047.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co Ltd                              | Wuliangye Yibin Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6800 | NS      | $176834.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117283 | PA      | $99979.65     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                   | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    860000 | PA      | $734117.50    | 0.10%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    484000 | PA      | $400147.00    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84812 | PA      | $76148.73     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc                                | Urban Outfitters Inc                                                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     18269 | NS      | $435715.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5989 | NS      | $1081972.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156891.02    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      8835 | NS      | $559520.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                        | Arconic Corp                                                                     | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      7807 | NS      | $165196.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     39000 | PA      | $38454.00     | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                      | Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd                           | CUSIP: 03881CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $94206.95     | 0.01%             | 2035-12-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                   | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    315000 | PA      | $110210.63    | 0.01%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                 | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $174750.00    | 0.02%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                 | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     12115 | NS      | $839724.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                      | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     20132 | NS      | $190851.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Beazley PLC                                         | Beazley PLC                                                                      | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |     31073 | NS      | $254127.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $50794.44     | 0.01%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                  | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     14511 | NS      | $758199.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                                         | Kubota Corp                                                                      | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     22900 | NS      | $312846.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingevity Corp                                       | Ingevity Corp                                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      5900 | NS      | $415596.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                         | Premier Inc                                                                      | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6512 | NS      | $227789.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1036000 | PA      | $419450.50    | 0.06%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                        | WP Carey Inc                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      5748 | NS      | $449206.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Aristocrat Leisure Ltd                              | Aristocrat Leisure Ltd                                                           | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     19158 | NS      | $394766.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AT9<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    316000 | PA      | $263425.50    | 0.04%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Prelude Therapeutics Inc                            | Prelude Therapeutics Inc                                                         | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3846 | NS      | $23229.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lululemon Athletica Inc                             | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      3974 | NS      | $1273190.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                                 | Nigeria Government International Bond                                            | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    259000 | PA      | $199430.00    | 0.03%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                      | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     48282 | NS      | $3090048.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech Mahindra Ltd                                   | Tech Mahindra Ltd                                                                | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |     25883 | NS      | $317421.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                               | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     27854 | NS      | $1911620.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Organon & Co                                        | Organon & Co                                                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     15002 | NS      | $419005.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                           | APA Group                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19978 | NS      | $146027.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $137694.50    | 0.02%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                       | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     19868 | NS      | $427346.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CryoPort Inc                                        | CryoPort Inc                                                                     | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      8099 | NS      | $140517.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO INDUSTRIAL SA                                 | Banco Industrial SA/Guatemala                                                    | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    175000 | PA      | $163384.38    | 0.02%             | 2031-01-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                       | Element Fleet Management Corp                                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     45406 | NS      | $618715.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                          | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     19860 | NS      | $2774839.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     10344 | NS      | $2281886.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68306 | PA      | $55271.09     | 0.01%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49073.86     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33350 | PA      | $30534.85     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                      | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    204000 | PA      | $194407.86    | 0.03%             | 2036-11-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                     | UNITED GROUP BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $77083.53     | 0.01%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                   | Doosan Bobcat Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8060 | NS      | $220531.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                           | Hess Corp                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     16342 | NS      | $2317622.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140L1Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13491 | PA      | $11072.43     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                               | GC Treasury Center Co Ltd                                                        | CUSIP: 36830BAF2<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $157600.00    | 0.02%             | 2052-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                  | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    420000 | PA      | $392778.75    | 0.05%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    443000 | PA      | $126199.63    | 0.02%             | 2041-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications Inc                                                        | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    377000 | PA      | $294991.94    | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                   | State Street Corp                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4750 | NS      | $368457.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24316 | PA      | $22098.59     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                 | Northern Trust Corp                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6622 | NS      | $585980.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                            | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    245000 | PA      | $205922.50    | 0.03%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    521300 | PA      | $505781.47    | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                           | ACRES Commercial Realty 2021-FL2 Ltd                                             | CUSIP: 00500JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    186500 | PA      | $180143.33    | 0.02%             | 2037-01-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                            | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $188775.00    | 0.03%             | 2027-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TaskUS Inc                                          | TaskUS Inc                                                                       | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     18971 | NS      | $320609.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial Inc                                                         | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     78000 | PA      | $62184.40     | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                          | Symrise AG                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      6105 | NS      | $663033.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    221000 | PA      | $221524.88    | 0.03%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Zumiez Inc                                          | Zumiez Inc                                                                       | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      6837 | NS      | $148636.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fujitsu Ltd                                         | Fujitsu Ltd                                                                      | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      6500 | NS      | $866564.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                             | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $249000.00    | 0.03%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association           | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-595.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    187000 | PA      | $167528.88    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                   | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     17693 | NS      | $1851312.62   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                  | Albertsons Cos Inc                                                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     19162 | NS      | $397419.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                            | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3225.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                 | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     18481 | NS      | $958753.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                             | Hyundai Capital America                                                          | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110596.24    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                              | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    216000 | PA      | $228744.00    | 0.03%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heiwa Real Estate Co Ltd                            | Heiwa Real Estate Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $214050.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                              | Chesapeake Energy Corp                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      9695 | NS      | $914917.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| JSW INFRASTRUCTURE                                  | JSW Infrastructure Ltd                                                           | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $170725.00    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                      | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1727 | NS      | $271121.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp                                         | Terumo Corp                                                                      | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     15800 | NS      | $447939.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $94926.60     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                            | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $341575.00    | 0.05%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingsoft Corp Ltd                                   | Kingsoft Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 529900UVT35D3Q7YQY41 | Long             | EC               | CORP              | CN        |     28600 | NS      | $94782.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                        | Pioneer Natural Resources Co                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      9099 | NS      | $2078120.61   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                              | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $181475.00    | 0.02%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Sing                      | Capitaland Investment Ltd/Singapore                                              | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    384700 | NS      | $1063192.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AXO SA DE CV                                  | Grupo Axo SAPI de CV                                                             | CUSIP: 40054MAA0<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $172350.00    | 0.02%             | 2026-06-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                               | Canpack SA / Canpack US LLC                                                      | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $174062.50    | 0.02%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                     | Match Group Inc                                                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     13852 | NS      | $574719.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       978 | NS      | $136920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                             | El Salvador Government International Bond                                        | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $75975.00     | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2019-4                                | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10497 | PA      | $9724.65      | 0.00%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                               | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    225000 | PA      | $214565.63    | 0.03%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57410 | PA      | $58135.29     | 0.01%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                          | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6400 | NS      | $937920.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PANAMA BONOS DEL                                    | Panama Bonos del Tesoro                                                          | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    171000 | PA      | $139899.38    | 0.02%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140148 | PA      | $118133.64    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                         | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7449 | NS      | $1110198.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                             | Reliance Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      7147 | NS      | $219417.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26237 | PA      | $24565.53     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                         | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      3145 | NS      | $747409.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                            | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    202543 | NS      | $226235.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                   | Hyatt Hotels Corp                                                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     12117 | NS      | $1095982.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99582 | PA      | $91501.11     | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aalberts NV                                         | Aalberts NV                                                                      | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      3904 | NS      | $152069.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | MYR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9200.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                    | Bridgestone Corp                                                                 | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      5900 | NS      | $208901.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1400 | NS      | $764960.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| KBC Group NV                                        | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      3197 | NS      | $205839.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    184000 | PA      | $172990.35    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                           | Tesco PLC                                                                        | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    144743 | NS      | $390063.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE RAIL (RAIL CAPL)                            | Ukraine Railways Via Rail Capital Markets PLC                                    | CUSIP: 000000000<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $34600.00     | 0.00%             | 2026-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2926000 | PA      | $66868.13     | 0.01%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    632000 | PA      | $402508.16    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio                      | Bright Horizons Family Solutions Inc                                             | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19297 | NS      | $1217640.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140EU4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41943 | PA      | $40174.84     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $177537.50    | 0.02%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                  | Voya Financial Inc                                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      8076 | NS      | $496593.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ISLAMIC REP OF PAKISTAN                             | Pakistan Government International Bond                                           | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $68522.00     | 0.01%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     10751 | NS      | $423051.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON FINANCE CORP                                  | Alcon Finance Corp                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169801.50    | 0.02%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                      | Seagate Technology Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      4379 | NS      | $230379.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF KENYA                                   | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $343000.00    | 0.05%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BSPDF 2021-FL1 Issuer Ltd                           | BSPDF 2021-FL1 Issuer Ltd                                                        | CUSIP: 055731AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    258000 | PA      | $243187.52    | 0.03%             | 2036-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $102406.92    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    251000 | PA      | $219382.28    | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                      | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      6572 | NS      | $957343.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                  | Outset Medical Inc                                                               | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4795 | NS      | $123806.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ELEMENT FLEET MANAGEMENT                            | Element Fleet Management Corp                                                    | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $162999.22    | 0.02%             | 2024-04-06      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                        | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     32933 | NS      | $3712537.09   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                | Hayward Holdings Inc                                                             | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8649 | NS      | $81300.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PFP III                                             | PFP 2021-7 Ltd                                                                   | CUSIP: 69290LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     99995 | PA      | $95016.68     | 0.01%             | 2038-04-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                             | KBR Inc                                                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     22514 | NS      | $1188739.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                             | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    231000 | PA      | $205633.31    | 0.03%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                     | PGIM Core Ultra Short Bond Fund                                                  | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  82461114 | NS      | $82461113.91  | 11.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6795.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                   | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28782 | NS      | $102751.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BSPRT Issuer, Ltd.                                  | BSPRT 2021-FL7 Issuer Ltd                                                        | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95223.32     | 0.01%             | 2038-12-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $147225.00    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                            | Adani Transmission Step-One Ltd                                                  | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    169000 | PA      | $127383.75    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       966 | NS      | $270663.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVIATHAN BOND LTD                                  | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    114000 | PA      | $110900.63    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    217000 | PA      | $235662.00    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                           | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $130313.75    | 0.02%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                | Paraguay Government International Bond                                           | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $175100.00    | 0.02%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Group Inc                              | Berry Global Group Inc                                                           | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     14031 | NS      | $847893.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                     | Vivid Seats Inc                                                                  | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26156 | NS      | $190938.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                      | Air Products and Chemicals Inc                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4174 | NS      | $1286677.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                              | Petroleo Brasileiro SA                                                           | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     45392 | NS      | $483424.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE OIL CO OF THE AZER                            | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    650000 | PA      | $668403.13    | 0.09%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                            | Empresas Publicas de Medellin ESP                                                | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $153412.50    | 0.02%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                 | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $140475.00    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boyd Group Services Inc                             | Boyd Group Services Inc                                                          | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |      1680 | NS      | $259519.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA AIRPORT INFRA                                 | India Airport Infra                                                              | CUSIP: 18684LAA6<br>LEI: 254900N1JEUJFV1S3E87 | Long             | DBT              | CORP              | MU        |    288000 | PA      | $271080.00    | 0.04%             | 2025-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                           | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    264000 | PA      | $218262.00    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                        | Rayonier Inc                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     28164 | NS      | $928285.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                          | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197022.00    | 0.03%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                              | Diamondback Energy Inc                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      9665 | NS      | $1321978.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $164975.00    | 0.02%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Paycor HCM Inc                                      | Paycor HCM Inc                                                                   | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7519 | NS      | $183989.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $196050.00    | 0.03%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                  | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $142500.00    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                 | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     10577 | NS      | $1512511.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkway Life Real Estate Inves                      | Parkway Life Real Estate Investment Trust                                        | CUSIP: 000000000<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               | CORP              | SG        |     93700 | NS      | $263220.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Edge Properties                               | Urban Edge Properties                                                            | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40983 | NS      | $577450.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF KAZAKHSTAN                              | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $414200.00    | 0.06%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                            | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    506000 | PA      | $412445.66    | 0.06%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Procore Technologies Inc                            | Procore Technologies Inc                                                         | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |      4695 | NS      | $221510.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74814 | PA      | $66691.24     | 0.01%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                       | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3414 | NS      | $259941.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                  | Kingspan Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      1560 | NS      | $84464.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    173000 | PA      | $143800.90    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                               | Kirin Holdings Co Ltd                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     24700 | NS      | $376463.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                       | Telecomunicaciones Digitales SA                                                  | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $222656.25    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp                          | Definitive Healthcare Corp                                                       | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12824 | NS      | $140935.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LXDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199527 | PA      | $181429.18    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oxford Nanopore Technologies P                      | Oxford Nanopore Technologies PLC                                                 | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Long             | EC               | CORP              | GB        |     22314 | NS      | $65723.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65260 | PA      | $56681.87     | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Annexon Inc                                         | Annexon Inc                                                                      | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6036 | NS      | $31206.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BENIN INTL GOV BOND                                 | Benin Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    184000 | PA      | $151661.36    | 0.02%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insuranc                      | Samsung Fire & Marine Insurance Co Ltd                                           | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |      3039 | NS      | $480891.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $133250.00    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    231000 | PA      | $189387.87    | 0.03%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                          | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     43978 | NS      | $2253432.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                     | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $171178.07    | 0.02%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                        | FactSet Research Systems Inc                                                     | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1358 | NS      | $544843.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    149000 | PA      | $114581.16    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Experian PLC                                        | Experian PLC                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     16211 | NS      | $549039.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                       | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3600 | NS      | $244260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                      | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      3876 | NS      | $2820539.15   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     23380 | NS      | $2566890.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $84251.11     | 0.01%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                 | TE Connectivity Ltd                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |      5047 | NS      | $579395.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                 | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8657 | NS      | $1279071.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDCO BELL PTE LTD                                  | Medco Bell Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    254000 | PA      | $227965.00    | 0.03%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                          | Bumble Inc                                                                       | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4976 | NS      | $104744.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group PLC/The                                  | Weir Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     16379 | NS      | $329454.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                               | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $187725.00    | 0.03%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                                | Province of Santa Fe                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     75000 | PA      | $72515.63     | 0.01%             | 2023-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                         | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     10323 | NS      | $606785.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                            | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: 456829AB6<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $152037.50    | 0.02%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      5350 | NS      | $1544973.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                            | Ambev SA                                                                         | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    124934 | NS      | $339820.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                             | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    218000 | PA      | $200055.88    | 0.03%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corp Inmobiliaria Vesta SAB de                      | Corp Inmobiliaria Vesta SAB de CV                                                | CUSIP: 000000000<br>LEI: 4469000001BIRIFZJ959 | Long             | EC               | CORP              | MX        |    219725 | NS      | $520714.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHRIRAM FINANCE LTD                                 | Shriram Finance Ltd                                                              | CUSIP: 825547AD4<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    326000 | PA      | $312960.00    | 0.04%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                              | Penn Entertainment Inc                                                           | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11886 | NS      | $353014.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Small Business Administration                       | United States Small Business Administration                                      | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59475 | PA      | $56362.87     | 0.01%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQSD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74675 | PA      | $65529.17     | 0.01%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                  | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2987 | NS      | $407171.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                                  | STORE Capital Corp                                                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      3589 | NS      | $115063.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $244875.00    | 0.03%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173500.00    | 0.02%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                              | Petroleo Brasileiro SA                                                           | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      7085 | NS      | $65819.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                              | Lyell Immunopharma Inc                                                           | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8040 | NS      | $27898.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Santen Pharmaceutical Co Ltd                        | Santen Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     29600 | NS      | $241193.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                      | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    158500 | PA      | $149962.95    | 0.02%             | 2038-11-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                              | Church & Dwight Co Inc                                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      8173 | NS      | $658825.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| LoanCore 2018-CRE1 Issuer, Ltd                      | LoanCore 2019-CRE3 Issuer Ltd                                                    | CUSIP: 53947DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     90000 | PA      | $89219.39     | 0.01%             | 2034-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                   | MDGH GMTN RSC Ltd                                                                | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $211037.50    | 0.03%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1404 | NS      | $443467.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAE FUNDING LLC                                     | DAE Funding LLC                                                                  | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177099.00    | 0.02%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Wax Center Inc                             | European Wax Center Inc                                                          | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14144 | NS      | $176092.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global Inc                                      | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       375 | NS      | $125602.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MC BRAZIL DWNSTRM                                   | MC Brazil Downstream Trading SARL                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $164125.00    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                            | Shurgard Self Storage SA                                                         | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |     13688 | NS      | $627656.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                             | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14319 | NS      | $2107470.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192772.00    | 0.03%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivab                      | Securitized Term Auto Loan Receivables Trust 2019-CRT                            | CUSIP: 81379MAC8<br>LEI: 549300DC604TIE09UO03 | Long             | ABS-O            | CORP              | CA        |      8565 | PA      | $8511.32      | 0.00%             | 2026-03-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       236 | NC      | $-1613793.96  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortga                      | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    145881 | PA      | $138233.09    | 0.02%             | 2037-02-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                | Ryanair Holdings PLC                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      6294 | NS      | $470539.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MACQUARIE GROUP LTD                                 | Macquarie Group Ltd                                                              | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    461000 | PA      | $399875.50    | 0.05%             | 2033-06-21      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                  | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     24371 | NS      | $592511.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Hold                      | CCC Intelligent Solutions Holdings Inc                                           | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4448 | NS      | $38697.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Burning Rock Biotech Ltd                            | Burning Rock Biotech Ltd                                                         | CUSIP: 12233L107<br>LEI: 5493006HO04GB8AQ2V43 | Long             | EC               | CORP              | CN        |     16166 | NS      | $36373.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Financiero Banorte SAB d                      | Grupo Financiero Banorte SAB de CV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     28688 | NS      | $206461.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                  | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     25906 | NS      | $859334.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                            | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     15499 | NS      | $1820822.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                           | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     18562 | NS      | $933121.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $310342.09    | 0.04%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| nCino Inc                                           | nCino Inc                                                                        | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3979 | NS      | $105204.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF ARGENTINA                               | Argentine Republic Government International Bond                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2316000 | PA      | $655428.00    | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Visteon Corp                                        | Visteon Corp                                                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      3016 | NS      | $394583.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    431000 | PA      | $414837.50    | 0.06%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| XPO LOGISTICS INC                                   | XPO LOGISTICS INC                                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     13368 | NS      | $445020.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134772 | PA      | $120512.32    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pool Corp                                           | Pool Corp                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1771 | NS      | $535426.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2019-3                                | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8184 | PA      | $7743.17      | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $116294.68    | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | 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        |        13 | NC      | $-9866.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140M9DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1552913 | PA      | $1265706.11   | 0.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3907.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $150475.00    | 0.02%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $115945.65    | 0.02%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                     | Gerresheimer AG                                                                  | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |      4342 | NS      | $290459.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5161 | PA      | $4948.13      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                               | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2766 | NS      | $356786.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                  | Regal Rexnord Corp                                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      7026 | NS      | $842979.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-481.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oatly Group AB                                      | Oatly Group AB                                                                   | CUSIP: 67421J108<br>LEI: 894500CEIOQNBAH10Z10 | Long             | EC               | CORP              | SE        |     34365 | NS      | $59795.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GAS NATURAL DE LIMA                                 | Gas Natural de Lima y Callao SA                                                  | CUSIP: 000000000<br>LEI: 54930035VCGSMWV18S21 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $198287.50    | 0.03%             | 2023-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274973 | PA      | $238216.75    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                             | Zebra Technologies Corp                                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1715 | NS      | $439743.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     12423 | NS      | $1963206.69   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Embassy Office Parks REIT                           | Embassy Office Parks REIT                                                        | CUSIP: 000000000<br>LEI: 335800O555A557E43Z08 | Long             | EC               | CORP              | IN        |    115434 | NS      | $468364.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |     32087 | NS      | $3382932.41   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| MDGH GMTN RSC LTD                                   | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $170037.50    | 0.02%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                           | Toronto-Dominion Bank/The                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      7965 | NS      | $515724.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                             | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    186000 | PA      | $167185.08    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                              | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $155028.23    | 0.02%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     85301 | NS      | $1212934.85   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore Inc                                        | Evercore Inc                                                                     | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3269 | NS      | $356582.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3086 | NS      | $257989.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO Inc                                            | ZOZO Inc                                                                         | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      5500 | NS      | $135826.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    212000 | PA      | $162400.78    | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $35632.66     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                               | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ | CUSIP: 00654AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    210000 | PA      | $203739.38    | 0.03%             | 2024-12-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                       | Ingredion Inc                                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      6271 | NS      | $614119.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand City Properties SA                            | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | EC               | CORP              | LU        |     13403 | NS      | $131828.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $448.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                     | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     18766 | NS      | $1340080.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8658 | NS      | $3010646.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or                      | Hellenic Telecommunications Organization SA                                      | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |     24572 | NS      | $383792.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman CLO XV                                                          | CUSIP: 64129KBJ5<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |    352638 | PA      | $333861.72    | 0.05%             | 2029-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                     | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105116.20    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                       | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      6095 | NS      | $408990.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34941 | PA      | $35681.99     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                          | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11022 | NS      | $2035653.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    131000 | PA      | $78291.58     | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                               | Grupo Bimbo SAB de CV                                                            | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198162.50    | 0.03%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                 | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      4558 | NS      | $824693.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                        | Autodesk Inc                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3751 | NS      | $700949.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6963632.83   | 0.94%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                         | Columbia Cent CLO 28 Ltd                                                         | CUSIP: 197361AU2<br>LEI: 549300K7BI8XA1XTMK83 | Long             | ABS-CBDO         | CORP              | KY        |    253390 | PA      | $235070.74    | 0.03%             | 2030-11-07      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                               | Termocandelaria Power Ltd                                                        | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $310845.00    | 0.04%             | 2029-01-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                              | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    400000 | PA      | $351000.00    | 0.05%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     53000 | PA      | $38825.47     | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184162 | PA      | $164709.55    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHCP 2021-FL1 Ltd.                                  | CHCP 2021-FL1 Ltd                                                                | CUSIP: 12546JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $92687.17     | 0.01%             | 2038-02-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                             | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $207468.75    | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                 | MidOcean Credit CLO II                                                           | CUSIP: 59863KAU1<br>LEI: 549300EKSLXKVD2RWW61 | Long             | ABS-CBDO         | CORP              | KY        |    447825 | PA      | $436839.58    | 0.06%             | 2030-01-29      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                              | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    258000 | PA      | $185163.38    | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                         | Equifax Inc                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     12174 | NS      | $2366138.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Hang Lung Properties Ltd                            | Hang Lung Properties Ltd                                                         | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |     72000 | NS      | $140256.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                             | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99931.40     | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                            | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    262000 | PA      | $227313.82    | 0.03%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| YILI                                                | Inner Mongolia Yili Industrial Group Co Ltd                                      | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |    102400 | NS      | $457375.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                   | Nedbank Group Ltd                                                                | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |     17194 | NS      | $215077.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    344000 | PA      | $305458.12    | 0.04%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                      | National Storage Affiliates Trust                                                | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4404 | NS      | $159072.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                 | Toledo Hospital/The                                                              | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58183.92     | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOWER HEALTH                                        | Tower Health                                                                     | CUSIP: 891792AA1<br>LEI: 549300SLJK3XUAQHFO63 | Long             | DBT              | CORP              | US        |    151000 | PA      | $71923.48     | 0.01%             | 2050-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                     | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      6653 | NS      | $466441.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                      | Five Below Inc                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      7347 | NS      | $1299463.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     11298 | NS      | $156454.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      4136 | NS      | $527340.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                                | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    174000 | NS      | $2527082.61   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                | Bulgarian Energy Holding EAD                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |    197000 | PA      | $162284.30    | 0.02%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                     | Oaktree CLO 2019-1 Ltd                                                           | CUSIP: 67401XAN1<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231204.43    | 0.03%             | 2030-04-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties                       | Canadian Apartment Properties REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      8242 | NS      | $259799.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33004 | PA      | $32319.40     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                            | Israel Electric Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    223000 | PA      | $194121.50    | 0.03%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QEFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37783 | PA      | $33232.86     | 0.00%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                          | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     53067 | NS      | $2329282.75   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                           | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       519 | NS      | $207553.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaftesbury PLC                                     | Shaftesbury PLC                                                                  | CUSIP: 000000000<br>LEI: 213800N7LHKFNTDKAT98 | Long             | EC               | CORP              | GB        |    153981 | NS      | $685120.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                 | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2852 | NS      | $406410.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| KINGDOM OF JORDAN                                   | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    370000 | PA      | $328906.88    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                              | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434M2H4<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $171218.00    | 0.02%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Legend Biotech Corp                                 | Legend Biotech Corp                                                              | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | US        |      4252 | NS      | $212259.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                            | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      4741 | NS      | $1004712.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19784 | PA      | $19741.29     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478178 | PA      | $405458.65    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      4133 | NS      | $148621.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                           | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2821 | NS      | $349860.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ SECURITIES DAC                                 | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    275000 | PA      | $245410.00    | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407489 | PA      | $331794.87    | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499951 | PA      | $444648.55    | 0.06%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      8756 | NS      | $1189201.06   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                | LXP Industrial Trust                                                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     18089 | NS      | $181251.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WGSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3345 | PA      | $3104.87      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $103037.50    | 0.01%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    140000 | PA      | $105851.78    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                         | Novartis AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     13158 | NS      | $1190765.52   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Endava PLC                                          | Endava PLC                                                                       | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |      1464 | NS      | $111996.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GABON                                   | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $163662.50    | 0.02%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                              | Engie Energia Chile SA                                                           | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $324825.00    | 0.04%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                              | Jones Lang LaSalle Inc                                                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2581 | NS      | $411333.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                              | Sana Biotechnology Inc                                                           | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6128 | NS      | $24205.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRAZOS SECURITIZATN LLC                             | Brazos Securitization LLC                                                        | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193718.02    | 0.03%             | 2050-09-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Nuvei Corp                                          | Nuvei Corp                                                                       | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6856 | NS      | $174210.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF POLAND                                  | Republic of Poland Government International Bond                                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    177000 | PA      | $187582.83    | 0.03%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45555 | PA      | $43066.78     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3987 | NS      | $2175347.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $401946.88    | 0.05%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $156850.00    | 0.02%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $188787.50    | 0.03%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TSMC                                                | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     14177 | NS      | $1056044.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                | Quaker Chemical Corp                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       722 | NS      | $120501.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDCO LAUREL TREE                                   | Medco Laurel Tree Pte Ltd                                                        | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    295000 | PA      | $260945.94    | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                   | Gabon Government International Bond                                              | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    400000 | PA      | $327325.00    | 0.04%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       763 | NS      | $187888.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAGVI FINANCE INTL                                 | Aragvi Finance International DAC                                                 | CUSIP: 03851RAB0<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $138162.50    | 0.02%             | 2026-04-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                           | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     74715 | NS      | $1214865.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ConvaTec Group PLC                                  | ConvaTec Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |     74560 | NS      | $208817.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp                           | New Jersey Resources Corp                                                        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      4857 | NS      | $241004.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                      | Laboratory Corp of America Holdings                                              | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1986 | NS      | $467663.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                                 | Nigeria Government International Bond                                            | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    325000 | PA      | $230750.00    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                               | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29183.45     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3000 | NS      | $1164810.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21932 | PA      | $18020.49     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Silk Road Medical Inc                               | Silk Road Medical Inc                                                            | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      2645 | NS      | $139788.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $432614.24    | 0.06%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $263000.00    | 0.04%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ICTSI TREASURY BV                                   | ICTSI Treasury BV                                                                | CUSIP: 000000000<br>LEI: 724500OT4U4QE3XWJH54 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $153662.50    | 0.02%             | 2031-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $756659.84    | 0.10%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                  | Aegea Finance Sarl                                                               | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    292000 | PA      | $287309.75    | 0.04%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                               | Toll Road Investors Partnership II LP                                            | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196833 | PA      | $55455.32     | 0.01%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                          | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4317 | NS      | $324293.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Race Point CLO Ltd                                  | Race Point VIII CLO Ltd                                                          | CUSIP: 74982LAY6<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |    234082 | PA      | $230590.43    | 0.03%             | 2030-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                       | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    188400 | NS      | $2080574.98   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     47139 | NS      | $1857747.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CBQ FINANCE LTD                                     | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $180100.00    | 0.02%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                     | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    241000 | PA      | $202409.88    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D            | PGIM Institutional Money Market Fund - D                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  57847656 | NS      | $57824517.27  | 7.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO RESERVAS REP DOMIN                            | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA     | CUSIP: 000000000<br>LEI: 549300CKQT0JZ2EGNC56 | Long             | DBT              | CORP              | DO        |    175000 | PA      | $173578.13    | 0.02%             | 2023-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                          | Grand Canyon Education Inc                                                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1623 | NS      | $171486.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                    | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     14060 | NS      | $691189.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     55600 | NS      | $2357460.23   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                          | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4366 | NS      | $1699334.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                          | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      6890 | NS      | $552452.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                        | Ritchie Bros Auctioneers Inc                                                     | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      6577 | NS      | $380347.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Certara Inc                                         | Certara Inc                                                                      | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17922 | NS      | $288006.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                     | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2691 | NS      | $1262267.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                              | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |      1350 | NS      | $75383.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14797 | NS      | $2613890.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                             | Wintrust Financial Corp                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1443 | NS      | $121962.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                            | Builders FirstSource Inc                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      4021 | NS      | $260882.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                                      | MakeMyTrip Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |      6780 | NS      | $186924.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATES SEMBCORP WATER                             | Emirates Semb Corp Water & Power Co PJSC                                         | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $187125.00    | 0.03%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                            | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     19909 | NS      | $1024718.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                             | Mahindra & Mahindra Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |     23803 | NS      | $358347.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp                                 | Bank of Hawaii Corp                                                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3400 | NS      | $263704.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      6534 | NS      | $825636.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $758131.25    | 0.10%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                            | Telefonica Celular del Paraguay SA                                               | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $192912.50    | 0.03%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                      | Advanced Energy Industries Inc                                                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      2147 | NS      | $184169.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                        | Glencore PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    180268 | NS      | $1202143.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BioAtla Inc                                         | BioAtla Inc                                                                      | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3983 | NS      | $32859.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                              | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     16603 | NS      | $497923.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                            | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $41500.00     | 0.01%             | 2024-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36971 | PA      | $37438.34     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MSDH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88968 | PA      | $79336.41     | 0.01%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                             | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1691 | NS      | $435550.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                     | Gold Fields Ltd                                                                  | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     25724 | NS      | $266243.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NCSoft Corp                                         | NCSoft Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       242 | NS      | $86448.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                            | Nice Ltd                                                                         | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      6897 | NS      | $1326293.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Inc                          | Charter Communications Inc                                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2545 | NS      | $863009.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Genomma Lab Internacional SAB                       | Genomma Lab Internacional SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    145482 | NS      | $125947.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                           | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      5320 | NS      | $859286.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                       | Nomura Research Institute Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     22100 | NS      | $525404.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    477000 | PA      | $362520.00    | 0.05%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc                                 | Jack in the Box Inc                                                              | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      2485 | NS      | $169551.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474999 | PA      | $402397.28    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23893 | PA      | $19309.64     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                               | Guatemala Government Bond                                                        | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $320075.00    | 0.04%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Rural Funds Group                                   | Rural Funds Group                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     53509 | NS      | $87831.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                       | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     46025 | NS      | $176662.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Syneos Health Inc                                   | Syneos Health Inc                                                                | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     17700 | NS      | $649236.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    164791 | PA      | $75371.28     | 0.01%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TPG Inc                                             | TPG Inc                                                                          | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      9136 | NS      | $254254.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384459.59    | 0.05%             | 2028-09-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $48853.17     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GEA Group AG                                        | GEA Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     14221 | NS      | $578333.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AJEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8497 | PA      | $8045.05      | 0.00%             | 2043-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cohu Inc                                            | Cohu Inc                                                                         | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      5178 | NS      | $165954.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                      | Harmony Biosciences Holdings Inc                                                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2012 | NS      | $110861.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR Group Ltd                                       | ESR Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300C81AR42BZUFZ09 | Long             | EC               | CORP              | HK        |    474800 | NS      | $992591.47    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                              | Pertamina Persero PT                                                             | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198787.50    | 0.03%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                            | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      6663 | NS      | $184572.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kose Corp                                           | Kose Corp                                                                        | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |      1200 | NS      | $130383.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171732 | PA      | $165114.64    | 0.02%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                              | Empresa de Transmision Electrica SA                                              | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $159975.00    | 0.02%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Nestle SA                                           | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     33188 | NS      | $3833527.09   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp                                            | SLM Corp                                                                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51514 | NS      | $855132.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    580000 | PA      | $457806.01    | 0.06%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HKEX                                                | Hong Kong Exchanges & Clearing Ltd                                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      9100 | NS      | $391029.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    139000 | PA      | $124231.95    | 0.02%             | 2047-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                      | Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd                           | CUSIP: 03881CAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $93861.14     | 0.01%             | 2035-12-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                 | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     19141 | NS      | $3351780.51   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                          | Kellogg Co                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      5801 | NS      | $413263.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Performance Food Group Co                           | Performance Food Group Co                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      5995 | NS      | $350048.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Inbursa SAB d                      | Grupo Financiero Inbursa SAB de CV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     28979 | NS      | $49075.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WJFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18755 | PA      | $16169.85     | 0.00%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                       | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7573 | NS      | $2020779.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                        | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9255 | NS      | $690023.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                | ASM International NV                                                             | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      2232 | NS      | $566335.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                    | Nitto Denko Corp                                                                 | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     11400 | NS      | $656579.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                 | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    199271 | PA      | $151445.91    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                       | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4547 | NS      | $764623.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                  | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2974 | NS      | $787991.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78909.34     | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp                              | Toyota Industries Corp                                                           | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      7700 | NS      | $418307.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                              | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $50403.10     | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                               | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    281000 | PA      | $255740.91    | 0.03%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREE                                                | Gree Electric Appliances Inc of Zhuhai                                           | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |     56800 | NS      | $264396.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                           | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5684 | NS      | $529350.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                     | Z Holdings Corp                                                                  | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     65800 | NS      | $164336.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                       | HDFC Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     72521 | NS      | $1422394.79   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      6240 | NS      | $1548206.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                           | Five9 Inc                                                                        | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      3586 | NS      | $243345.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                            | Sandy Spring Bancorp Inc                                                         | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3944 | NS      | $138947.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                            | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $145272.00    | 0.02%             | 2052-04-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                | Schindler Holding AG                                                             | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      1457 | NS      | $274035.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    716000 | PA      | $494935.00    | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                     | Lojas Renner SA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     94032 | NS      | $364453.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     20735 | NS      | $369912.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fiserv Inc                                          | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1435 | NS      | $145035.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                         | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2430 | NS      | $832469.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                 | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      7415 | NS      | $779983.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2021-FL6 Issuer Ltd                                                        | CUSIP: 05601HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    752500 | PA      | $717081.10    | 0.10%             | 2036-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Keywords Studios PLC                                | Keywords Studios PLC                                                             | CUSIP: 000000000<br>LEI: 2138007VR9ZYCWS7VE12 | Long             | EC               | CORP              | IE        |      8897 | NS      | $291967.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cent CLO LP                                         | Columbia Cent CLO 28 Ltd                                                         | CUSIP: 197361AS7<br>LEI: 549300K7BI8XA1XTMK83 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $477599.30    | 0.06%             | 2030-11-07      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                               | Cikarang Listrindo Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $186850.00    | 0.03%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63380 | PA      | $53867.18     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $201296.88    | 0.03%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87585.27     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $145475.00    | 0.02%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2570500.00   | 0.35%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N17J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149999 | PA      | $144382.30    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $145526.98    | 0.02%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258085 | PA      | $217546.08    | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162859 | PA      | $143814.18    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                             | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                             | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $191162.50    | 0.03%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                     | Oaktree CLO 2019-1 Ltd                                                           | CUSIP: 67401XAL5<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $283848.15    | 0.04%             | 2030-04-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | SIRIUS XM RADIO INC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42939.22     | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                 | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     16579 | NS      | $1016624.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Goose Holdings Inc                           | Canada Goose Holdings Inc                                                        | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |      8713 | NS      | $155178.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank, National Association           | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1992.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                          | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     26745 | NS      | $630016.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                                     | Q2 Holdings Inc                                                                  | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      8291 | NS      | $222779.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                | Westpac Banking Corp                                                             | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    119000 | PA      | $109107.02    | 0.01%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110408.15    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| First Interstate BancSystem In                      | First Interstate BancSystem Inc                                                  | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     12192 | NS      | $471220.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto PLC                                       | Rio Tinto PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      9657 | NS      | $679698.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13330.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                  | Etihad Etisalat Co                                                               | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |     27799 | NS      | $256967.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ESCAMBIA CNTY FL HLTH FACS AUT                      | Escambia County Health Facilities Authority                                      | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $22496.92     | 0.00%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| carsales.com Ltd                                    | carsales.com Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      8999 | NS      | $126638.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                        | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | GB        |     43150 | NS      | $214187.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                               | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2305 | NS      | $467361.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tisco Financial Group PCL                           | Tisco Financial Group PCL                                                        | CUSIP: 000000000<br>LEI: 529900OOUQI3OWX2WU06 | Long             | EC               | CORP              | TH        |    120500 | NS      | $345082.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                      | Air Liquide SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      3823 | NS      | $542619.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    600000 | PA      | $490237.50    | 0.07%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD OF ADMIN FIN CO                      | State Board of Administration Finance Corp                                       | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    384000 | PA      | $313721.16    | 0.04%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                               | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     25957 | NS      | $244575.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      7627 | NS      | $2486106.59   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                           | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2240 | NS      | $466390.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $281106.16    | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Trex Co Inc                                         | Trex Co Inc                                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2204 | NS      | $93295.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                  | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $157975.00    | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                   | Hero MotoCorp Ltd                                                                | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      8083 | NS      | $267080.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| On Holding AG                                       | On Holding AG                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9588 | NS      | $164530.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AGROSUPER SA                                        | Agrosuper SA                                                                     | CUSIP: 00857LAA5<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $130153.13    | 0.02%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding 2020-1 Ltd                                            | CUSIP: 69701EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242889.15    | 0.03%             | 2028-02-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Government National Mortgage Association                                         | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3594 | PA      | $3506.94      | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meituan                                             | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |      3700 | NS      | $81976.59     | 0.01%             |  |  |  | No            |                  2 | 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        |        31 | NC      | $4590.09      | 0.00%             |  |  |  | No            |                  1 | 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        |       -15 | NC      | $21555.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                             | Becton Dickinson and Co                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      3403 | NS      | $865382.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B4JE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74035 | PA      | $60613.28     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Lt                      | Brookfield Asset Management Ltd                                                  | CUSIP: 113004105<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -119 | NS      | $-3407.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                            | Discovery Communications LLC                                                     | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $79079.90     | 0.01%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings Inc                           | DoubleVerify Holdings Inc                                                        | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8061 | NS      | $177019.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                    | Black Knight Inc                                                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     25706 | NS      | $1587345.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                 | SVB Financial Group                                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1869 | NS      | $430131.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technolog                      | Check Point Software Technologies Ltd                                            | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      2001 | NS      | $252446.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $89195.25     | 0.01%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNTHOS SA                                          | Synthos SA                                                                       | CUSIP: 000000000<br>LEI: 259400WX4QZCOHJVWM18 | Long             | DBT              | CORP              | PL        |    218000 | PA      | $179364.87    | 0.02%             | 2028-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| St James's Place PLC                                | St James's Place PLC                                                             | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     26343 | NS      | $347026.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    352000 | PA      | $283022.70    | 0.04%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPTINOSE INC                                        | Optinose Inc                                                                     | CUSIP: 68404V118<br>LEI: 549300CPBME7Z3CYMN16 | Long             | EC               | CORP              | US        |      6012 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                         | China Merchants Bank Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |     27700 | NS      | $148359.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                      | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      6135 | NS      | $582518.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    233000 | PA      | $157930.20    | 0.02%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                             | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $152162.50    | 0.02%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $171021.07    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    207000 | PA      | $189961.31    | 0.03%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                        | AES Andes SA                                                                     | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $184000.00    | 0.02%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23628 | PA      | $20204.41     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association           | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6009.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                   | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     37325 | NS      | $447129.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13727.48     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                  | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95554 | PA      | $89410.79     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental AG                                      | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      4378 | NS      | $260992.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     92000 | PA      | $75362.32     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                                | Vipshop Holdings Ltd                                                             | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |     23664 | NS      | $322776.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                            | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAJ1<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $187287.50    | 0.03%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    280137 | PA      | $258566.45    | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                            | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    198642 | PA      | $158578.39    | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                             | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2696 | NS      | $2275504.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    800000 | PA      | $711900.00    | 0.10%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                  | Douglas Emmett Inc                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27973 | NS      | $438616.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                 | WiseTech Global Ltd                                                              | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      1983 | NS      | $68200.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hostess Brands Inc                                  | Hostess Brands Inc                                                               | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10385 | NS      | $233039.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi UFJ Financial Group                      | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    179000 | NS      | $1201701.56   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                        | Secom Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      4900 | NS      | $279583.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                | WMG Acquisition Corp                                                             | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    129000 | PA      | $103214.17    | 0.01%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer