# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-004936
**Filing Date:** 2026-2
**Character Count:** 463541
**Document Hash:** 05b6cc7622a4626b74572af5b758cf4f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004936.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004936

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 26683626

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

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

## Series and Classes Contracts Data

### JPMorgan Diversified Fund (Series ID: S000002766)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007574 | Class I      | JDVSX           |
| C000007575 | Class L      | JPDVX           |
| C000007576 | Class A      | JDVAX           |
| C000007578 | Class C      | JDVCX           |
| C000195232 | Class R6     | JDVZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** JPMorgan Diversified Fund

- **b. EDGAR series identifier (if any):** S000002766

- **c. LEI of Series:** 26JKWV9VE7AKN11JL078

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $419832813.03

**Total Liabilities:** $4440589.79

**Net Assets:** $415392223.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 75.36524000 | **1-Year:** 2239.24128000 | **5-Year:** 15457.56360000 | **10-Year:** 27247.48123000 | **30-Year:** 6062.37746000

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

- **3-Month:** 3.57721000 | **1-Year:** 44.10883000 | **5-Year:** 163.72365000 | **10-Year:** 0.00000000 | **30-Year:** 302.39499000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007574 | 1.06%                | 0.23%                | 0.42%                |
| Class ID C000007575 | 1.06%                | 0.17%                | 0.50%                |
| Class ID C000007576 | 1.01%                | 0.24%                | 0.43%                |
| Class ID C000007578 | 0.96%                | 0.18%                | 0.38%                |
| Class ID C000195232 | 1.06%                | 0.23%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13798450.49             | $-11270080.02                              |
| Month 2  | $2730082.12              | $-2409776.25                               |
| Month 3  | $1851298.02              | $-1534803.98                               |

**Designated Index Information**

- **Index Name:** 60% WRLDRNRUSD0, 40% 1TRUSD0

- **Index Identifier:** IBXUSD000059

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON, Inc.                                          | AAON, Inc.                                                                        | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1238 | NS      | $94397.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                  | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190611.19    | 0.05%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Angi, Inc.                                          | Angi, Inc.                                                                        | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      1114 | NS      | $14404.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     10723 | NS      | $266359.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $184648.63    | 0.04%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6192 | NS      | $1414810.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                       | ABIOMED, Inc., CVR                                                                | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |        41 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Acushnet Holdings Corp.                             | Acushnet Holdings Corp.                                                           | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1219 | NS      | $97300.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $295922.40    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                  | Balfour Beatty plc                                                                | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |     16686 | NS      | $159148.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    216000 | PA      | $188118.37    | 0.05%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Allegro MicroSystems, Inc.                          | Allegro MicroSystems, Inc.                                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4966 | NS      | $131003.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings, Inc.                     | Alliance Laundry Holdings, Inc.                                                   | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3991 | NS      | $81216.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Auto Receivables Trust                         | Ally Auto Receivables Trust, Series 2023-1, Class A3                              | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63197 | PA      | $63661.66     | 0.02%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                       | Alnylam Pharmaceuticals, Inc.                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       500 | NS      | $198825.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                      | Alphabet, Inc., Class C                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4880 | NS      | $1531344.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                      | Alphabet, Inc., Class A                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9604 | NS      | $3006052.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     21066 | NS      | $4862454.12   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cranswick plc                                       | Cranswick plc                                                                     | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |      1803 | NS      | $120424.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                        | Ameren Corp.                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143122.55    | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2021-1, Class B                      | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219000 | PA      | $211221.97    | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust            | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class B                  | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $183079.48    | 0.04%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2023-1, Class C              | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       170 | PA      | $169.87       | 0.00%             | 2029-04-12      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2024-1, Class D              | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84000 | PA      | $85089.81     | 0.02%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4204 | NS      | $1555269.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32540.13     | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103047.81    | 0.02%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                               | American Homes 4 Rent, Class A                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      3068 | NS      | $98482.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2215 | NS      | $388887.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170869.11    | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                        | American Water Capital Corp.                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288289.25    | 0.07%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1154 | NS      | $389763.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31683.71     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                          | Ameriprise Financial, Inc.                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       370 | NS      | $181425.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                        | AMETEK, Inc.                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       973 | NS      | $199766.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                      | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1850 | NS      | $250009.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                      | Amphenol Corp.                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114637.70    | 0.03%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                | Analog Devices, Inc.                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2193 | NS      | $594741.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersen Group, Inc.                                | Andersen Group, Inc., Class A                                                     | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3587 | NS      | $93010.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group plc                            | Games Workshop Group plc                                                          | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |       476 | NS      | $121096.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                             | Aon North America, Inc.                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99492.47     | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                               | Appalachian Power Co., Series AA                                                  | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192142.73    | 0.05%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     26206 | NS      | $7124363.16   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.               | Applied Industrial Technologies, Inc.                                             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       619 | NS      | $158940.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                      | AppLovin Corp., Class A                                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       364 | NS      | $245270.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                    | AptarGroup, Inc.                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       864 | NS      | $105373.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group plc                                     | Mitie Group plc                                                                   | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |     53935 | NS      | $120975.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                             | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141903.67    | 0.03%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        86 | NS      | $291669.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201521.20    | 0.05%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                         | AvalonBay Communities, Inc.                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       292 | NS      | $52942.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                          | Aviation Capital Group LLC                                                        | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55843.65     | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A                 | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103107.85    | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class A                 | CUSIP: 05377RJG0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101534.47    | 0.02%             | 2028-10-20      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399936.00    | 0.10%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $746595.00    | 0.18%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103899.56    | 0.03%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                  | BJ's Wholesale Club Holdings, Inc.                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2149 | NS      | $193474.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                           | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $221509.51    | 0.05%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Insurance Group, Inc. (The)                 | Baldwin Insurance Group, Inc. (The), Class A                                      | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3892 | NS      | $93524.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW Vehicle Owner Trust                             | BMW Vehicle Owner Trust, Series 2023-A, Class A3                                  | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22495 | PA      | $22630.49     | 0.01%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                              | BWX Technologies, Inc.                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       734 | NS      | $126864.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                                  | Badger Meter, Inc.                                                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       862 | NS      | $150341.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                    | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22220 | NS      | $1011898.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                       | Balchem Corp.                                                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1066 | NS      | $163481.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Alternative Loan Trust              | Banc of America Alternative Loan Trust, Series 2006-5, Class 3A1                  | CUSIP: 05950BBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        94 | PA      | $93.44        | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $363624.90    | 0.09%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     20287 | NS      | $1115785.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120185.92    | 0.03%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $503493.99    | 0.12%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187509.49    | 0.05%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                           | Bank of Ireland Group plc                                                         | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207719.23    | 0.05%             | 2030-03-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BankUnited, Inc.                                    | BankUnited, Inc.                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      2766 | NS      | $123280.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                      | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $273359.14    | 0.07%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                      | Prudential plc                                                                    | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     15543 | NS      | $239099.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                       | Rio Tinto plc                                                                     | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     12154 | NS      | $979017.39    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                               | St. James's Place plc                                                             | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |      8951 | NS      | $166259.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bel Fuse, Inc.                                      | Bel Fuse, Inc., Class B                                                           | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       379 | NS      | $64289.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                             | SSE plc                                                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      9235 | NS      | $270750.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                            | Berkshire Hathaway, Inc., Class B                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1186 | NS      | $596142.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                  | Best Buy Co., Inc.                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1290 | NS      | $86339.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                    | Blackstone, Inc.                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      4155 | NS      | $640451.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                    | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $273620.77    | 0.07%             | 2033-01-20      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                    | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209946.95    | 0.05%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215777.13    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     48000 | PA      | $52089.29     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15489.03     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                              | Booking Holdings, Inc.                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        81 | NS      | $433781.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                     | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      1323 | NS      | $244833.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                             | Boston Scientific Corp.                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216422.21    | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class C             | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70462.83     | 0.02%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C             | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144000 | PA      | $145432.83    | 0.04%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class C             | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119000 | PA      | $120533.17    | 0.03%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.              | Bright Horizons Family Solutions, Inc.                                            | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      1992 | NS      | $201988.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13093 | NS      | $706236.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    322000 | PA      | $236590.55    | 0.06%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                    | Brixmor Operating Partnership LP                                                  | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209146.20    | 0.05%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8313 | NS      | $2877129.30   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $220504.05    | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                            | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $233631.21    | 0.06%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                            | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229031.43    | 0.06%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                             | Burlington Stores, Inc.                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1102 | NS      | $318312.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Business Jet Securities LLC                         | Business Jet Securities LLC, Series 2024-2A, Class A                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101012 | PA      | $101805.93    | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| CBRE Group, Inc.                                    | CBRE Group, Inc., Class A                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1227 | NS      | $197289.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.            | CCC Intelligent Solutions Holdings, Inc.                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12265 | NS      | $97506.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                           | CDW Corp.                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       658 | NS      | $89619.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                     | CHL Mortgage Pass-Through Trust, Series 2006-21, Class A14                        | CUSIP: 12543PAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2 | PA      | $0.84         | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                   | Cigna Group (The)                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       790 | NS      | $217431.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                   | Cigna Group (The)                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101800.61    | 0.02%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                     | CME Group, Inc.                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2327 | NS      | $635457.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2023-A, Class C                                | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29295 | PA      | $29326.59     | 0.01%             | 2029-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Cactus, Inc.                                        | Cactus, Inc., Class A                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3835 | NS      | $175182.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                                      | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $181699.46    | 0.04%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1638 | NS      | $396985.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229061.68    | 0.06%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                 | Carlisle Cos., Inc.                                                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       196 | NS      | $62692.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Auto Owner Trust                             | Carmax Auto Owner Trust, Series 2025-3, Class A3                                  | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70603.59     | 0.02%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                             | CarMax Auto Owner Trust, Series 2024-1, Class A3                                  | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50111 | PA      | $50499.29     | 0.01%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                             | CarMax Auto Owner Trust, Series 2023-4, Class A3                                  | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56783 | PA      | $57515.62     | 0.01%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                             | Carmax Auto Owner Trust, Series 2025-2, Class A3                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87000 | PA      | $87946.66     | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2888 | NS      | $152601.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                         | Carvana Co.                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       360 | NS      | $151927.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2022-P3, Class A3                          | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8064 | PA      | $8071.82      | 0.00%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2021-P4, Class A4                          | CUSIP: 14687KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221466 | PA      | $219756.84    | 0.05%             | 2027-12-10      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                          | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170424.78    | 0.04%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Casella Waste Systems, Inc.                         | Casella Waste Systems, Inc., Class A                                              | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      2145 | NS      | $210081.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                        | Casey's General Stores, Inc.                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       205 | NS      | $113305.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                              | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $79853.10     | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $247895.88    | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                        | Chefs' Warehouse, Inc. (The)                                                      | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1288 | NS      | $80281.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                        | Chemed Corp.                                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       408 | NS      | $174566.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                         | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35783.24     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                               | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103738.00    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                       | Chevron Corp.                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1376 | NS      | $209716.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                        | Chipotle Mexican Grill, Inc., Class A                                             | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      6422 | NS      | $237614.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                         | Ciena Corp.                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       748 | NS      | $174934.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                 | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1438 | NS      | $110769.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729877.89    | 0.18%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.                 | Clearwater Analytics Holdings, Inc., Class A                                      | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5588 | NS      | $134782.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                    | Cloudflare, Inc., Class A                                                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       344 | NS      | $67819.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                  | CNO Global Funding                                                                | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $389760.81    | 0.09%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                 | Coca-Cola Co. (The)                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     11130 | NS      | $778098.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group, Inc.                  | Colliers International Group, Inc.                                                | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      1233 | NS      | $181263.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                | Republic of Colombia                                                              | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $210625.00    | 0.05%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                  | Columbia Pipelines Holding Co. LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36607.54     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                | Columbia Pipelines Operating Co. LLC                                              | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102070.73    | 0.02%             | 2035-02-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Columbia Sportswear Co.                             | Columbia Sportswear Co.                                                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1292 | NS      | $71176.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                           | Comfort Systems USA, Inc.                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       167 | NS      | $155859.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133712.32    | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302017.15    | 0.07%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Commerce Bancshares, Inc.                           | Commerce Bancshares, Inc.                                                         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2984 | NS      | $156182.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                | Conagra Brands, Inc.                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223960.56    | 0.05%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.               | Concentra Group Holdings Parent, Inc.                                             | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6905 | NS      | $135890.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2473 | NS      | $231497.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                                  | ConocoPhillips Co.                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65045.49     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc.                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216387.31    | 0.05%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                 | Constellation Energy Generation LLC                                               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163420.89    | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4754 | NS      | $1444693.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                          | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    123000 | PA      | $99785.05     | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                     | CoreVest American Finance Trust, Series 2022-1, Class A                           | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151671 | PA      | $152313.61    | 0.04%             | 2055-06-17      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Core & Main, Inc.                                   | Core & Main, Inc., Class A                                                        | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3857 | NS      | $200448.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay, Inc.                                        | Corpay, Inc.                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       444 | NS      | $133612.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                          | COPT Defense Properties LP                                                        | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127018.06    | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B                        | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302296.98    | 0.07%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class A                        | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251306.43    | 0.06%             | 2035-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                        | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161833.73    | 0.04%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A                        | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203539.54    | 0.05%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                          | Crowdstrike Holdings, Inc., Class A                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       332 | NS      | $155628.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                           | CubeSmart                                                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1882 | NS      | $67846.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                          | Cullen/Frost Bankers, Inc.                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1319 | NS      | $167024.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                      | DTE Energy Co.                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103177.68    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                  | DT Midstream, Inc.                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1177 | NS      | $140863.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-1A, Class C                                      | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119454 | PA      | $119714.26    | 0.03%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp.                                       | Danaher Corp.                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2366 | NS      | $541624.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                            | Darden Restaurants, Inc.                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       344 | NS      | $63302.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                         | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       796 | NS      | $370593.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC                              | Dell International LLC                                                            | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16360.50     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                              | Dell International LLC                                                            | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17078.88     | 0.00%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3   | CUSIP: 251510LD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust       | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4          | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-04-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                  | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $137707.48    | 0.03%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                  | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $196690.33    | 0.05%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                  | Devon Energy Corp.                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67079.43     | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Digi International, Inc.                            | Digi International, Inc.                                                          | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1329 | NS      | $57532.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                               | Walt Disney Co. (The)                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     19810 | NS      | $2253783.70   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                      | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $194209.50    | 0.05%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7225 | NS      | $423312.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                      | DoorDash, Inc., Class A                                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1840 | NS      | $416723.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                         | Dover Corp.                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1154 | NS      | $225306.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2024-1, Class B                              | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52688 | PA      | $52907.78     | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2025-1, Class C                              | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50631.70     | 0.01%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2025-2, Class C                              | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99932.39     | 0.02%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Driven Brands Holdings, Inc.                        | Driven Brands Holdings, Inc.                                                      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7983 | NS      | $118308.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2021-4A, Class D                                      | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58130 | PA      | $57746.16     | 0.01%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| EIDP, Inc.                                          | EIDP, Inc.                                                                        | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64048.17     | 0.02%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                   | Duke Energy Corp.                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    360000 | PA      | $273001.80    | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                             | Duke Energy Indiana LLC                                                           | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9495.77      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Doximity, Inc.                                      | Doximity, Inc., Class A                                                           | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $101312.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings, Inc.                       | Duquesne Light Holdings, Inc.                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    336000 | PA      | $298586.81    | 0.07%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                 | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3126 | NS      | $328261.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                               | Eagle Materials, Inc.                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       810 | NS      | $167410.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                | Royal Bank of Canada                                                              | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      5750 | NS      | $980250.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                          | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       851 | NS      | $151597.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                          | Edwards Lifesciences Corp.                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      4545 | NS      | $387461.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                             | Element Solutions, Inc.                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      8058 | NS      | $201369.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                | Emerson Electric Co.                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3771 | NS      | $500487.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218489.54    | 0.05%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                      | Enbridge, Inc.                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $219571.68    | 0.05%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                              | Encompass Health Corp.                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1598 | NS      | $169611.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                       | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2535 | NS      | $234310.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                   | Enterprise Products Operating LLC                                                 | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    207000 | PA      | $200605.18    | 0.05%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                              | Envista Holdings Corp.                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      8435 | NS      | $183123.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                       | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       165 | NS      | $126416.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio LP                                  | Essex Portfolio LP                                                                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170901.26    | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evercore, Inc.                                      | Evercore, Inc., Class A                                                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       578 | NS      | $196664.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                 | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167640.62    | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2024-3A, Class C                      | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50639.99     | 0.01%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-2A, Class D                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125393 | PA      | $125490.29    | 0.03%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-5A, Class C                      | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45136.84     | 0.01%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-3A, Class C                      | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81238.86     | 0.02%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                      | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155412.08    | 0.04%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2024-1A, Class C                      | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102000 | PA      | $103068.77    | 0.02%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2023-1A, Class D                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35524.83     | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                 | Expedia Group, Inc.                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1999 | NS      | $566336.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                 | Expedia Group, Inc.                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $134270.14    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                                            | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78782.22     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                                            | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189988.40    | 0.05%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                   | Exxon Mobil Corp.                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12254 | NS      | $1474646.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5624 | NS      | $3712346.16   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37212.61     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20160.78     | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44939.70     | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                  | F&G Global Funding                                                                | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146457.10    | 0.04%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FHF Trust                                           | FHF Trust, Series 2023-1A, Class A2                                               | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18201 | PA      | $18287.02     | 0.00%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3132DM3S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359274 | PA      | $318819.56    | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3132E0SG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644783 | PA      | $578402.97    | 0.14%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC Gold Pools, Other                                                           | CUSIP: 3132XFJB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $944826.73    | 0.23%             | 2028-11-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133A2PS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132744 | PA      | $118963.87    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133AMS98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270794 | PA      | $241478.77    | 0.06%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133ASGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388266 | PA      | $334891.69    | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526608 | PA      | $451364.80    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371997 | PA      | $320635.04    | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448027 | PA      | $396559.62    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3133KPZA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456931 | PA      | $458929.51    | 0.11%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     56762 | NS      | $363340.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2015-34, Class AZ                                             | CUSIP: 3136AN3X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888009 | PA      | $771611.12    | 0.19%             | 2045-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA ACES, Series 2022-M1G, Class A2                                              | CUSIP: 3136BLRM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $437289.05    | 0.11%             | 2031-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 3989, Class JW                                               | CUSIP: 3137AKHT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453337 | PA      | $434398.79    | 0.10%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2 | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $651488.80    | 0.16%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 4995, Class QE                                               | CUSIP: 3137FUXT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549207 | PA      | $430246.09    | 0.10%             | 2050-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5190, Class EC                                               | CUSIP: 3137H5FP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502822 | PA      | $451774.50    | 0.11%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5190, Class PH                                               | CUSIP: 3137H5HE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491019 | PA      | $455793.84    | 0.11%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM   | CUSIP: 3137H7YZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880000 | PA      | $793665.66    | 0.19%             | 2032-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2  | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879250 | PA      | $849791.26    | 0.20%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ44, Class A2   | CUSIP: 3137H9QU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $506569.20    | 0.12%             | 2033-02-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140ABE43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490987 | PA      | $489856.81    | 0.12%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610394 | PA      | $502603.57    | 0.12%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304678 | PA      | $250872.95    | 0.06%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489700 | PA      | $471911.31    | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541525 | PA      | $492055.45    | 0.12%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140FXZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416243 | PA      | $392108.29    | 0.09%             | 2063-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $596171.78    | 0.14%             | 2028-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477484 | PA      | $417750.83    | 0.10%             | 2061-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140JBPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501299 | PA      | $1424565.46   | 0.34%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140JBZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845196 | PA      | $736845.79    | 0.18%             | 2032-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LDHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $415465.61    | 0.10%             | 2033-09-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LEBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $522493.77    | 0.13%             | 2031-11-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LEPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982791 | PA      | $867914.04    | 0.21%             | 2032-01-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $525522.62    | 0.13%             | 2032-01-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $529558.70    | 0.13%             | 2032-01-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556956 | PA      | $482065.02    | 0.12%             | 2034-02-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398949 | PA      | $363073.73    | 0.09%             | 2032-03-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LFXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $362866.05    | 0.09%             | 2032-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LH3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1106844.79   | 0.27%             | 2034-11-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LKD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $552642.78    | 0.13%             | 2028-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LKE25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486000 | PA      | $490730.63    | 0.12%             | 2030-04-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140LKZL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $499219.54    | 0.12%             | 2030-07-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140M3AF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438083 | PA      | $373000.54    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    968022 | PA      | $967990.26    | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140NXF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493944 | PA      | $496404.89    | 0.12%             | 2032-01-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140NY7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $515733.78    | 0.12%             | 2032-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140NYM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501252.21    | 0.12%             | 2032-06-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, Other                                                                       | CUSIP: 3140Q0MV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255000 | PA      | $252589.86    | 0.06%             | 2032-10-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QDXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480841 | PA      | $407447.22    | 0.10%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316539 | PA      | $272623.05    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435799 | PA      | $387138.71    | 0.09%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264354 | PA      | $237291.21    | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMJL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439155 | PA      | $389926.81    | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QMKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066291 | PA      | $951512.68    | 0.23%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140QPA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556203 | PA      | $530902.84    | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140XF6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586960 | PA      | $505849.38    | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                                | CUSIP: 3140XNGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417213 | PA      | $359852.46    | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                         | FedEx Corp.                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       718 | NS      | $207401.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                               | CUSIP: 3142GTGY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454323 | PA      | $462647.10    | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                           | Fells Point Funding Trust                                                         | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $286495.87    | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.        | Fidelity National Information Services, Inc.                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      5080 | NS      | $337616.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1659 | NS      | $77657.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333953.90    | 0.08%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Figma, Inc.                                         | Figma, Inc., Class A                                                              | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       580 | NS      | $21674.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp.                               | First Advantage Corp.                                                             | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      8398 | NS      | $122022.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                     | First Citizens BancShares, Inc., Class A                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       123 | NS      | $263980.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                             | First Financial Bancorp                                                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      4705 | NS      | $117719.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                 | First Horizon Corp.                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      3412 | NS      | $81546.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                | First Hawaiian, Inc.                                                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      4236 | NS      | $107170.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                   | First Interstate BancSystem, Inc., Class A                                        | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      3626 | NS      | $125459.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                            | Next plc                                                                          | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      1175 | NS      | $216317.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2022-SFR1, Class A                                   | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110477 | PA      | $110271.28    | 0.03%             | 2039-05-19      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                        | Fiserv, Inc.                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256527.24    | 0.06%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Five Below, Inc.                                    | Five Below, Inc.                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       453 | NS      | $85327.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings, Inc.                               | Flowco Holdings, Inc., Class A                                                    | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |      5213 | NS      | $97691.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                        | Ford Credit Auto Owner Trust, Series 2023-A, Class A3                             | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31708 | PA      | $31790.50     | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                    | Fortune Brands Innovations, Inc.                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2298 | NS      | $114945.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU               | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    306483 | PA      | $267264.75    | 0.06%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT                | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317465 | PA      | $289431.68    | 0.07%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust           | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C              | CUSIP: 35563PDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246726 | PA      | $230505.73    | 0.06%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freshpet, Inc.                                      | Freshpet, Inc.                                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      1660 | NS      | $101143.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                | GNMA II, 30 Year                                                                  | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2923529 | PA      | $2630295.41   | 0.63%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36206NKD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.10         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36206XF24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.16         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36207FLP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.10         | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA I, 30 Year                                                                   | CUSIP: 36208JA93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.15         | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                             | GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3                                | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       906 | PA      | $905.53       | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3       | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35987 | PA      | $36245.48     | 0.01%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36475 | PA      | $36697.55     | 0.01%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust               | GM Financial Automobile Leasing Trust, Series 2024-2, Class A3                    | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68517 | PA      | $68801.91     | 0.02%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                   | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                       | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57377 | PA      | $57802.08     | 0.01%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class C                        | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95383.39     | 0.02%             | 2031-08-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                            | Arthur J Gallagher & Co.                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      2891 | NS      | $748161.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                              | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       507 | NS      | $170686.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                 | General Mills, Inc.                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102270.52    | 0.02%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gentex Corp.                                        | Gentex Corp.                                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      5057 | NS      | $117676.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1247 | NS      | $153056.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270446.07    | 0.07%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213359.56    | 0.05%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                       | GoDaddy, Inc., Class A                                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       610 | NS      | $75688.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       387 | NS      | $340173.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502676.67    | 0.12%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108176.14    | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                       | Graphic Packaging Holding Co.                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2731 | NS      | $41128.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94139.66     | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                | HCA Healthcare, Inc.                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       225 | NS      | $105043.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                      | HDFC Bank Ltd.                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     32230 | NS      | $1177684.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                                 | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $319851.67    | 0.08%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                 | LVMH Moet Hennessy Louis Vuitton SE                                               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      1658 | NS      | $1249693.88   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                           | Thales SA                                                                         | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       458 | NS      | $123552.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                        | Capgemini SE                                                                      | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      1166 | NS      | $193612.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                       | Carlsberg A/S, Class B                                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      1969 | NS      | $257709.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                              | Hayward Holdings, Inc.                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21206 | NS      | $327632.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                  | HealthEquity, Inc.                                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      1671 | NS      | $153080.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak OP LLC                                   | Healthpeak OP LLC                                                                 | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21721.62     | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                 | Danieli & C Officine Meccaniche SpA                                               | CUSIP: N/A<br>LEI: 815600B4B8C6A353E566       | Long             | EC               | CORP              | IT        |      1856 | NS      | $79815.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                     | Hertz Vehicle Financing LLC, Series 2025-3A, Class A                              | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $242978.62    | 0.06%             | 2029-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                      | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      8716 | NS      | $209358.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                      | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5947.29      | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp.                             | Hillman Solutions Corp.                                                           | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14236 | NS      | $123283.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2022-1D, Class A                             | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32768 | PA      | $32632.81     | 0.01%             | 2034-06-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                     | Hilton Worldwide Holdings, Inc.                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       292 | NS      | $83877.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                  | Publicis Groupe SA                                                                | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      1698 | NS      | $176333.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                  | Honda Auto Receivables Owner Trust, Series 2023-1, Class A3                       | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24946 | PA      | $25003.08     | 0.01%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                         | Host Hotels & Resorts, Inc.                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      3481 | NS      | $61718.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                              | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5066 | NS      | $1038631.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                       | HubSpot, Inc.                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       283 | NS      | $113567.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                        | Humana, Inc.                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       671 | NS      | $171863.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                        | Humana, Inc.                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49854.98     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                    | JB Hunt Transport Services, Inc.                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       719 | NS      | $139730.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                         | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102895.20    | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                   | Indra Sistemas SA                                                                 | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |      2385 | NS      | $135576.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                           | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102940.17    | 0.02%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ICU Medical, Inc.                                   | ICU Medical, Inc.                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1210 | NS      | $172630.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45670 | PA      | $45990.45     | 0.01%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2025-A, Class A3                           | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143000 | PA      | $144058.93    | 0.03%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      5989 | NS      | $779983.55    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                           | ITT, Inc.                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1229 | NS      | $213243.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                | Magnitogorsk Iron & Steel Works PJSC                                              | CUSIP: N/A<br>LEI: 253400XSJ4C01YMCXG44       | Long             | EC               | CORP              | RU        |     18733 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Insmed, Inc.                                        | Insmed, Inc.                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      1685 | NS      | $293257.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                     | Interactive Brokers Group, Inc., Class A                                          | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      2055 | NS      | $132157.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       443 | NS      | $71748.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                          | Genmab A/S                                                                        | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       435 | NS      | $134843.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                      | Continental AG                                                                    | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |      1838 | NS      | $145869.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                             | International Paper Co.                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1439 | NS      | $56682.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interstate Power and Light Co.                      | Interstate Power and Light Co.                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27875.75     | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                        | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1038 | NS      | $687591.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                            | Intuitive Surgical, Inc.                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       430 | NS      | $243534.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                                | IQVIA Holdings, Inc.                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       558 | NS      | $125778.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Holdings Corp.                                  | ITC Holdings Corp.                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42558.75     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Jabil, Inc.                                         | Jabil, Inc.                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       529 | NS      | $120622.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Income Fund                                | JPMorgan Income Fund, Class R6                                                    | CUSIP: 46637K216<br>LEI: 549300J9G10ZQTTAFU03 | Long             |  | RF                | US        |   2497816 | NS      | $21506193.72  | 5.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                    | JPMorgan Prime Money Market Fund, Class IM                                        | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  15487074 | NS      | $15493269.28  | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Active Value ETF                           | JPMorgan Active Value ETF                                                         | CUSIP: 46641Q167<br>LEI: 549300WXH93S1D430S16 | Long             |  | RF                | US        |    107324 | NS      | $7697277.28   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan BetaBuilders Japan ETF                     | JPMorgan BetaBuilders Japan ETF                                                   | CUSIP: 46641Q217<br>LEI: 54930031HWFFLQV7A679 | Long             |  | RF                | US        |     92579 | NS      | $6101881.89   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods Backstop Equity                         | Moran Foods Backstop Equity                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    359351 | NS      | $0.36         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Active Growth ETF                          | JPMorgan Active Growth ETF                                                        | CUSIP: 46654Q609<br>LEI: 5493001GSJ14WQX68P70 | Long             |  | RF                | US        |     76231 | NS      | $7074236.80   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                    | Pernod Ricard SA                                                                  | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      2449 | NS      | $209698.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus International Group, Inc.                     | Janus International Group, Inc.                                                   | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14130 | NS      | $92410.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL                            | JBS USA Holding Lux SARL                                                          | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127019.71    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                    | Jersey Central Power & Light Co.                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    244000 | PA      | $219177.06    | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                             | Sberbank of Russia PJSC                                                           | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     17972 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8162 | NS      | $1689125.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Large Cap Value Fund                       | JPMorgan Large Cap Value Fund, Class R6                                           | CUSIP: 48121L833<br>LEI: 549300JPSGHFE3RK0F55 | Long             |  | RF                | US        |    414168 | NS      | $8763788.45   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Core Bond Fund                             | JPMorgan Core Bond Fund, Class R6                                                 | CUSIP: 4812C0100<br>LEI: DQ695W4P67V7A4LC6I09 | Long             |  | RF                | US        |   3709176 | NS      | $38723793.68  | 9.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan High Yield Fund                            | JPMorgan High Yield Fund, Class R6                                                | CUSIP: 4812C0126<br>LEI: 15QB5UY3VV3GNSMNPX63 | Long             |  | RF                | US        |   1920782 | NS      | $12657950.14  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                      | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $199487.87    | 0.05%             | 2031-09-23      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                              | SAP SE                                                                            | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       662 | NS      | $160845.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Karman Holdings, Inc.                               | Karman Holdings, Inc.                                                             | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $85023.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                        | Kenvue, Inc.                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10883.60     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                              | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3329 | NS      | $93245.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                           | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108619.53    | 0.03%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                    | Kilroy Realty LP                                                                  | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57430.85     | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                             | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     12011 | NS      | $227427.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4538 | NS      | $124749.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    251000 | PA      | $258281.84    | 0.06%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2082.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $356.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $806.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $95.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $264.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-100.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1630.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7341.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-202.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $235.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $213.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-138.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6682.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $307.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-401.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $146.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $64.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $35829.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-984.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-964.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20517.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7827.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2025.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1218.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23233.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5532.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-170.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-746.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2979.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3634.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $47520.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $134.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $95.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-126.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $510.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-167.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $538.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $203.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-131.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-205.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $111.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $35.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $95.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-71.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $39.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $87.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $131.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1561.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1715.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35466.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $254.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38101.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11941.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4262.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-43555.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-28590.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1578.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $883.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2361.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14717.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $33993.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12928.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $777.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1521.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $266.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $407.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-502.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $271.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $353.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $912.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $528.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-942.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $50.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $240.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $409.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $72.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $997.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $594.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $523.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2399.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $264.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $341.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1570.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $231.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $377.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-98.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $78.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $184.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $184.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $522.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-233.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-373.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2173.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $219.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $984.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1885.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $564.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-267.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $291.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-61.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $142.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-290.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1167.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $321.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-73.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-161.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $320.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-100.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $74.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $357.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $388.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $138.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-490.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3735.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $519.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-37.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-281.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-30.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1657.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-77.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-460.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-104.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-184.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $198.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1346.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-110.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-272.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-189.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-27.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-94.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $992.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-59.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-106.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $100.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $870.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $829.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $95.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-48.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $132.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-414.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-79.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $204.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $66.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-202.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $458.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-67.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $197.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1106.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7645.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $325.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11497.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9383.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59418.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38423.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $82.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6124.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5926.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24308.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $968.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1098.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41973.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8363.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3354.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-62.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2117.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6308.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3935.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2544.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4359.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1355.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9495.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2356.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3150.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-55164.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $33756.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22918.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35146.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-18046.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7886.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3543.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1482.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3017.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11000.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18958.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-36865.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3237.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10468.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4856.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8450.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12659.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6468.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5080.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-673.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14149.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18001.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-78103.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23915.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16996.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18956.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6298.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4615.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1126.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $51475.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22760.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12971.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2770.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2081.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2146.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3886.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3175.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23184.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $28.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $610.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-997.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15417.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7062.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8297.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $707.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4495.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6268.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9382.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7248.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-76.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5291.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5380.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $930.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1836.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14435.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-194.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $176.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-129.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6572.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14535.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12508.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1946.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $939.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-89.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-56.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1881.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11815.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4250.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11416.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $126.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-55.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $77.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-295.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-201.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9302.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8940.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1828.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $541.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4389.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $103.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $23.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-107.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-67.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $50.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $63.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-81.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1793.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5387.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $55.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-111.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-40.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $47.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $68.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                         | Kinsale Capital Group, Inc.                                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       559 | NS      | $218636.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                | Kontoor Brands, Inc.                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1518 | NS      | $92734.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                                  | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19046.02     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                                  | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95389.92     | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                           | Kubota Credit Owner Trust, Series 2023-1A, Class A3                               | CUSIP: 50117KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68567 | PA      | $68836.37     | 0.02%             | 2027-06-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                              | Labcorp Holdings, Inc.                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       725 | NS      | $181888.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                            | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      2950 | NS      | $127958.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                        | Bilfinger SE                                                                      | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |      1256 | NS      | $157150.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System, Inc.                               | Landstar System, Inc.                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1107 | NS      | $159075.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                          | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       850 | NS      | $393020.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust, Series 2025-1A, Class A                                   | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126401.94    | 0.03%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG       | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      1762 | NS      | $1159548.29   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                     | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       801 | NS      | $860818.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                     | Lincoln Electric Holdings, Inc.                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       508 | NS      | $121737.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings, Inc.                                 | Loar Holdings, Inc.                                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1442 | NS      | $98056.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                         | Loews Corp.                                                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1989 | NS      | $209461.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6350 | NS      | $1531366.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182067.04    | 0.04%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                      | M&T Bank Corp.                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1635 | NS      | $329419.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                      | M&T Bank Corp.                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30798.73     | 0.01%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                               | MGIC Investment Corp.                                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      5313 | NS      | $155245.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                           | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129665.21    | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                                    | MSA Safety, Inc.                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1661 | NS      | $265992.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2021-2A, Class A                                                  | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45467 | PA      | $43231.50     | 0.01%             | 2039-05-20      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.           | MACOM Technology Solutions Holdings, Inc.                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1481 | NS      | $253665.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd.                                | Macquarie Group Ltd.                                                              | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $218256.83    | 0.05%             | 2032-06-23      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                  | Macquarie Airfinance Holdings Ltd.                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $106947.39    | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UCB SA                                              | UCB SA                                                                            | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |       430 | NS      | $119809.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                            | Manulife Financial Corp.                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $169438.37    | 0.04%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     40232 | NS      | $473550.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings, Inc.                          | MarketAxess Holdings, Inc.                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1036 | NS      | $187775.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                         | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       451 | NS      | $83669.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                        | Marriott International, Inc., Class A                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2301 | NS      | $713862.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                          | Siemens AG (Registered)                                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      5398 | NS      | $1511853.46   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                     | Martin Marietta Materials, Inc.                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       176 | NS      | $109588.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $91697.97     | 0.02%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                    | Mastercard, Inc., Class A                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4239 | NS      | $2419960.32   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust                        | MASTR Alternative Loan Trust, Series 2005-6, Class 1A2                            | CUSIP: 576434V68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4 | PA      | $2.29         | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5256 | NS      | $1606391.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                 | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     23959 | NS      | $779890.75    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                              | Medpace Holdings, Inc.                                                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       118 | NS      | $66274.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                  | MercadoLibre, Inc.                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       174 | NS      | $350481.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust                | Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3                     | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24272 | PA      | $24312.92     | 0.01%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                            | Infineon Technologies AG                                                          | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     20541 | NS      | $896223.60    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                   | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1343 | NS      | $141364.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.                  | Mettler-Toledo International, Inc.                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        55 | NS      | $76680.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings, Inc.                  | Miami International Holdings, Inc.                                                | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      2078 | NS      | $92221.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14771 | NS      | $7143551.02   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.             | Mid-America Apartment Communities, Inc.                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1114 | NS      | $154745.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                                | Middleby Corp. (The)                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1068 | NS      | $158779.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      4068 | NS      | $327490.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co.                            | Modine Manufacturing Co.                                                          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1317 | NS      | $175832.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                        | Moelis & Co., Class A                                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1421 | NS      | $97679.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                             | Mohawk Industries, Inc.                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       877 | NS      | $95856.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                             | Molina Healthcare, Inc.                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       468 | NS      | $81216.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                           | Molson Coors Beverage Co.                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     98000 | PA      | $78677.93     | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                  | Telstra Group Ltd.                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    185864 | NS      | $603047.48    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort, Inc.                       | Monarch Casino & Resort, Inc.                                                     | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1059 | NS      | $101346.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                        | Mondelez International, Inc., Class A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4391 | NS      | $236367.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5215 | NS      | $925818.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151814.64    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261246.32    | 0.06%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                             | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     36970 | NS      | $1619458.08   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar, Inc.                                   | Morningstar, Inc.                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       882 | NS      | $191667.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                    | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78350.64     | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A                         | CUSIP: 61773PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294000 | PA      | $253998.21    | 0.06%             | 2043-11-09      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                 | Hong Kong Exchanges & Clearing Ltd.                                               | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     17800 | NS      | $931320.12    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                    | Murphy USA, Inc.                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       203 | NS      | $81914.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2024-1A, Class A                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107379 | PA      | $109462.75    | 0.03%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                     | NGPL PipeCo LLC                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    183000 | PA      | $168352.63    | 0.04%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222265.11    | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                              | NXP BV                                                                            | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $171836.00    | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                        | Nasdaq, Inc.                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28353.77     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Natera, Inc.                                        | Natera, Inc.                                                                      | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       798 | NS      | $182813.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     97300 | NS      | $1544255.50   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                      | NNN REIT, Inc.                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100691.05    | 0.02%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                                       | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206550.19    | 0.05%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197820.66    | 0.05%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| nCino, Inc.                                         | nCino, Inc.                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      3120 | NS      | $79996.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neptune Insurance Holdings, Inc.                    | Neptune Insurance Holdings, Inc., Class A                                         | CUSIP: 64073B103<br>LEI: 529900I3QTHC0Q1C2D65 | Long             | EC               | CORP              | US        |      2515 | NS      | $73337.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                       | Netflix, Inc.                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4310 | NS      | $404105.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                        | Neurocrine Biosciences, Inc.                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1306 | NS      | $185229.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                      | SK hynix, Inc.                                                                    | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      2001 | NS      | $906209.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                           | IHI Corp.                                                                         | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |     24000 | NS      | $421934.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                        | ITOCHU Corp.                                                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     38000 | NS      | $480198.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                           | Kao Corp.                                                                         | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |     11400 | NS      | $454991.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                           | Kia Corp.                                                                         | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      6224 | NS      | $527630.33    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                       | Keyence Corp.                                                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      1400 | NS      | $506415.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                           | Nexstar Media Group, Inc.                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       481 | NS      | $97667.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     15895 | NS      | $1276050.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65772.39     | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135225.50    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                          | NIKE, Inc., Class B                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       691 | NS      | $44023.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                      | NiSource, Inc.                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165757.17    | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                             | Nissan Auto Lease Trust, Series 2025-A, Class A3                                  | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $200410.87    | 0.05%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                             | Mitsui Fudosan Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     37000 | NS      | $420478.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                      | Obayashi Corp.                                                                    | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     24600 | NS      | $514826.66    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                              | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       849 | NS      | $484108.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                                       | Novanta, Inc.                                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1793 | NS      | $213349.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                        | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     47062 | NS      | $8777063.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent, Inc.                                      | Nuvalent, Inc., Class A                                                           | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       446 | NS      | $44863.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                           | O'Reilly Automotive, Inc.                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201582.98    | 0.05%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                          | Japan Exchange Group, Inc.                                                        | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |     24900 | NS      | $265771.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                           | Hanwha Aerospace Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |       629 | NS      | $410768.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                         | Shin-Etsu Chemical Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      8600 | NS      | $267125.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                 | Omnicom Group, Inc.                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1676 | NS      | $135337.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                    | Sony Group Corp.                                                                  | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     65700 | NS      | $1685269.94   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                     | Oncor Electric Delivery Co. LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103096.47    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93193.59     | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70317.23     | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust               | OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A                    | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344000 | PA      | $346594.83    | 0.08%             | 2029-11-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                    | OneMain Financial Issuance Trust, Series 2020-2A, Class B                         | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $211913.50    | 0.05%             | 2035-09-14      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4084 | NS      | $796012.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93436.62     | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68329.93     | 0.02%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96542.20     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                   | Sumitomo Electric Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |     11500 | NS      | $463188.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     38000 | NS      | $1867976.84   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                  | Toyota Motor Corp.                                                                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     20800 | NS      | $446723.63    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                          | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      6980 | NS      | $112168.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Mortgage Trust                                  | PHH Mortgage Trust, Series 2008-CIM2, Class 5A1                                   | CUSIP: 69338AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1063 | PA      | $1061.53      | 0.00%             | 2038-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128913.87    | 0.03%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149626.02    | 0.04%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253569.65    | 0.06%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                          | Packaging Corp. of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       563 | NS      | $116107.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                            | Palo Alto Networks, Inc.                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1115 | NS      | $205383.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                  | Deutsche Boerse AG                                                                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      2061 | NS      | $541674.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                             | Paylocity Holding Corp.                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1220 | NS      | $186050.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co. LP                         | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210670.25    | 0.05%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                         | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61294.35     | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Novartis AG                                         | Novartis AG (Registered)                                                          | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9568 | NS      | $1318432.07   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                    | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1216 | NS      | $502171.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                           | Nestle SA (Registered)                                                            | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      9756 | NS      | $968371.99    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                          | Performance Food Group Co.                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      1778 | NS      | $159877.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions, Inc.                           | Perimeter Solutions, Inc.                                                         | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3662 | NS      | $100814.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                          | Temenos AG (Registered)                                                           | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |      1153 | NS      | $114668.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                    | PG&E Energy Recovery Funding LLC, Series A-3                                      | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $31353.85     | 0.01%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                           | PG&E Recovery Funding LLC, Series A-3                                             | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $154425.95    | 0.04%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1934 | NS      | $310213.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOC DR LLC                                          | DOC DR LLC                                                                        | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $39558.95     | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                 | EssilorLuxottica SA                                                               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       964 | NS      | $304814.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                     | Plains All American Pipeline LP                                                   | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $223440.90    | 0.05%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Planet Fitness, Inc.                                | Planet Fitness, Inc., Class A                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1775 | NS      | $192534.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                          | Pool Corp.                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       629 | NS      | $143883.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                      | Lonza Group AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      1010 | NS      | $680962.11    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co.                       | Portland General Electric Co.                                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2699 | NS      | $129525.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1377 | NS      | $136391.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                            | Power Integrations, Inc.                                                          | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3995 | NS      | $141982.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp.                                  | Primo Brands Corp.                                                                | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |      8086 | NS      | $132206.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                          | Procter & Gamble Co. (The)                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       989 | NS      | $141733.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                             | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1793 | NS      | $408301.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2022-SFR3, Class A                             | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290250 | PA      | $286282.10    | 0.07%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2021-SFR8, Class E1                            | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156000 | PA      | $153369.31    | 0.04%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2023-SFR1, Class A                             | CUSIP: 74334FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179426 | PA      | $179090.14    | 0.04%             | 2040-03-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR2, Class A                             | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249182 | PA      | $237533.90    | 0.06%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR1, Class A                             | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238544 | PA      | $228871.25    | 0.06%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Prologis, Inc.                                      | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      1690 | NS      | $215745.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.               | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       787 | NS      | $63196.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       464 | NS      | $120408.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Puget Energy, Inc.                                  | Puget Energy, Inc.                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110042.61    | 0.03%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Quaker Chemical Corp.                               | Quaker Chemical Corp.                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       956 | NS      | $131268.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                        | Qualys, Inc.                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       821 | NS      | $109110.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       586 | NS      | $247327.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46798.20     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46676.67     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                             | Quest Diagnostics, Inc.                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217593.37    | 0.05%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RLI Corp.                                           | RLI Corp.                                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2020 | NS      | $129239.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                             | RPM International, Inc.                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12689.45     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                          | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $245031.88    | 0.06%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                       | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       788 | NS      | $126544.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                      | Rayonier, Inc.                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      3102 | NS      | $67158.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                           | RTX Corp.                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1823 | NS      | $334338.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                  | RBC Bearings, Inc.                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $201793.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218966.42    | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reddit, Inc.                                        | Reddit, Inc., Class A                                                             | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       594 | NS      | $136542.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                               | Regency Centers Corp.                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      2379 | NS      | $164222.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                  | Regency Centers LP                                                                | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228975.81    | 0.06%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                     | Regeneron Pharmaceuticals, Inc.                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       488 | NS      | $376672.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                             | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      6813 | NS      | $184632.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                             | Robinhood Markets, Inc., Class A                                                  | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1931 | NS      | $218396.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                        | ROBLOX Corp., Class A                                                             | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |       902 | NS      | $73089.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                            | Roper Technologies, Inc.                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       366 | NS      | $162917.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                         | Heineken NV                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      3262 | NS      | $269137.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                | Royal Bank of Canada                                                              | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99508.11     | 0.02%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                  | Ryman Hospitality Properties, Inc.                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1971 | NS      | $186496.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                            | SBA Communications Corp.                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       499 | NS      | $96521.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Recovery Funding LLC                            | SCE Recovery Funding LLC                                                          | CUSIP: 78433LAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94909.32     | 0.02%             | 2045-03-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust           | SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A3               | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19981 | PA      | $20103.17     | 0.00%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                    | SLG Office Trust, Series 2021-OVA, Class A                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $210090.75    | 0.05%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                       | SM Energy Co.                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      6265 | NS      | $117155.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                                  | SPS Commerce, Inc.                                                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       929 | NS      | $82801.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold GL Holdings LLC                            | Safehold GL Holdings LLC                                                          | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90076.03     | 0.02%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Saia, Inc.                                          | Saia, Inc.                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       466 | NS      | $152158.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-5, Class B                    | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202000 | PA      | $204781.58    | 0.05%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-2, Class C                    | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48000 | PA      | $49042.41     | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-3, Class C                    | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196000 | PA      | $199777.88    | 0.05%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-1, Class A3                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8246 | PA      | $8251.60      | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2025-1, Class C                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68000 | PA      | $68815.87     | 0.02%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2025-3, Class C                    | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70427.27     | 0.02%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2025-4, Class C                    | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15033.23     | 0.00%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159000 | PA      | $160523.52    | 0.04%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 2nd Lien PIK Term Loan                                           | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60143 | PA      | $0.00         | 0.00%             | 2026-06-30      | Variable      | 5.77%                 | No            |                  3 | On Loan: No      |
| Henry Schein, Inc.                                  | Henry Schein, Inc.                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1902 | NS      | $143753.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                          | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11770 | NS      | $1175940.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 1st Lien PIK Term Loan                                           | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94669 | PA      | $23525.37     | 0.01%             | 2026-06-30      | Variable      | 5.77%                 | No            |                  3 | On Loan: No      |
| ServiceNow, Inc.                                    | ServiceNow, Inc.                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2720 | NS      | $416676.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                        | ServisFirst Bancshares, Inc.                                                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $119386.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                                   | Shake Shack, Inc., Class A                                                        | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1174 | NS      | $95293.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US, Inc.                              | Shell Finance US, Inc.                                                            | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99852.12     | 0.02%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                       | Shopify, Inc., Class A                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       943 | NS      | $151794.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class A                 | CUSIP: 82650TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29509 | PA      | $29645.38     | 0.01%             | 2040-06-20      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                               | Silgan Holdings, Inc.                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      2681 | NS      | $108231.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                     | Simpson Manufacturing Co., Inc.                                                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       996 | NS      | $160824.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                               | J M Smucker Co. (The)                                                             | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22721.57     | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                     | Snowflake, Inc., Class A                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      1066 | NS      | $233837.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                               | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $326728.64    | 0.08%             | 2034-01-10      | Variable      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                               | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211323.84    | 0.05%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co.                                 | Sonoco Products Co.                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    297000 | PA      | $294207.57    | 0.07%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series C                                          | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $273235.02    | 0.07%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                  | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     14625 | NS      | $1275300.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                              | Southwest Airlines Co.                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3114 | NS      | $128701.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringCastle America Funding LLC                    | SpringCastle America Funding LLC, Series 2020-AA, Class A                         | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35024 | PA      | $33088.17     | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                  | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2096 | NS      | $270404.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                               | StepStone Group, Inc., Class A                                                    | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2726 | NS      | $174927.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stream Innovations Issuer Trust                     | Stream Innovations Issuer Trust, Series 2025-1A, Class A                          | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95031 | PA      | $95957.20     | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Trust             | Structured Asset Securities Corp. Trust, Series 2005-SC1, Class 1A1               | CUSIP: 86359DTE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         1 | PA      | $0.82         | 0.00%             | 2031-05-25      | Floating      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                       | Stryker Corp.                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1163 | NS      | $408759.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34555.75     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                     | TD SYNNEX Corp.                                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       980 | NS      | $147225.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                | TJX Cos., Inc. (The)                                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1727 | NS      | $265284.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285178.73    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.         | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1617 | NS      | $491390.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       898 | NS      | $229914.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35853.95     | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174449.88    | 0.04%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                         | Targa Resources Partners LP                                                       | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17175.51     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                      | Teradyne, Inc.                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       866 | NS      | $167622.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                         | Tesla, Inc.                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4112 | NS      | $1849248.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                              | Tesla Auto Lease Trust, Series 2024-A, Class A3                                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33285 | PA      | $33392.93     | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments, Inc.                             | Texas Instruments, Inc.                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1306 | NS      | $226577.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                      | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       293 | NS      | $169778.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                              | 3M Co.                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3960 | NS      | $633996.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                | Toyota Auto Loan Extended Note Trust, Series 2023-1A, Class A                     | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $116636.12    | 0.03%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| TransUnion                                          | TransUnion                                                                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1530 | NS      | $131197.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                          | Travelers Cos., Inc. (The)                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1399 | NS      | $405793.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63506.91     | 0.02%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43151.08     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                        | Twilio, Inc., Class A                                                             | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       736 | NS      | $104688.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                           | UDR, Inc.                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220987.77    | 0.05%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     12868 | NS      | $686636.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24992.76     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44762.36     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                   | Ulta Beauty, Inc.                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       311 | NS      | $188158.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                                     | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    217000 | PA      | $201674.39    | 0.05%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp.                                 | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       816 | NS      | $188757.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                  | United Airlines Pass-Through Trust, Series 2016-2, Class AA                       | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301107 | PA      | $290278.43    | 0.07%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $369000.00    | 0.09%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                | United Rentals, Inc.                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       210 | NS      | $169957.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                        | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136710.60    | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                        | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33788.90     | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $2343734.38   | 0.56%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2070000 | PA      | $1674193.35   | 0.40%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1122164.06   | 0.27%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $350546.88    | 0.08%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $741941.41    | 0.18%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1337000 | PA      | $657375.75    | 0.16%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1575488.28   | 0.38%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                               | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $723250.00    | 0.17%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $492871.10    | 0.12%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $372859.38    | 0.09%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6462675.77   | 1.56%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1011093.75   | 0.24%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1008359.38   | 0.24%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4791000 | PA      | $4802790.36   | 1.16%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $516269.53    | 0.12%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5577100 | PA      | $5579328.66   | 1.34%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2275000 | PA      | $2267890.63   | 0.55%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1754917.97   | 0.42%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $808406.25    | 0.19%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $513167.58    | 0.12%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                               | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $653465.63    | 0.16%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128334S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $132378.08    | 0.03%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128334Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    134000 | PA      | $90742.60     | 0.02%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128335A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    349000 | PA      | $230241.06    | 0.06%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128335B2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $41827.20     | 0.01%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337E4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87000 | PA      | $54440.90     | 0.01%             | 2036-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337N4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $128620.13    | 0.03%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $129893.60    | 0.03%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $130893.51    | 0.03%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $468539.51    | 0.11%             | 2033-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 912833XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $131252.50    | 0.03%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury STRIPS Bonds                                                        | CUSIP: 912833Y20<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    152000 | PA      | $96409.24     | 0.02%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                           | RTX Corp.                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120399.25    | 0.03%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1952 | NS      | $644374.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                    | Utz Brands, Inc.                                                                  | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |     13025 | NS      | $135199.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                  | Vail Resorts, Inc.                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       453 | NS      | $60158.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                    | Ventas Realty LP                                                                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119334.01    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2301 | NS      | $93719.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26881.39     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50535.46     | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Verra Mobility Corp.                                | Verra Mobility Corp.                                                              | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      7044 | NS      | $157856.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                        | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       621 | NS      | $281536.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146863.92    | 0.04%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC              | Virginia Power Fuel Securitization LLC, Series A-2                                | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168747.93    | 0.04%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105233.30    | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27868.37     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                  | Vodafone Group plc                                                                | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $220200.88    | 0.05%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                | Vulcan Materials Co.                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1526 | NS      | $435245.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                                | WSFS Financial Corp.                                                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2534 | NS      | $139978.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                      | WP Carey, Inc.                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    360000 | PA      | $303554.47    | 0.07%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                         | WRKCo, Inc.                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169112.92    | 0.04%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                       | Walmart, Inc.                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     14595 | NS      | $1626028.95   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker, Inc.                                  | Warby Parker, Inc., Class A                                                       | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3864 | NS      | $84196.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                            | Warner Music Group Corp., Class A                                                 | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $68026.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wealthfront Corp.                                   | Wealthfront Corp.                                                                 | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5281 | NS      | $71768.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     21337 | NS      | $1988608.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119219.88    | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253888.71    | 0.06%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22889.51     | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36255.69     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    197000 | PA      | $206478.02    | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                               | Western Digital Corp.                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       538 | NS      | $92681.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Funding Auto Loan Trust                     | Western Funding Auto Loan Trust, Series 2025-1, Class C                           | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106000 | PA      | $107344.09    | 0.03%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                      | Western Midstream Operating LP                                                    | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85605.02     | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts LLC                                | Westgate Resorts LLC, Series 2022-1A, Class A                                     | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23609 | PA      | $23456.33     | 0.01%             | 2036-08-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                | Westgate Resorts LLC, Series 2024-1A, Class B                                     | CUSIP: 96034KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156177 | PA      | $158778.87    | 0.04%             | 2038-01-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                    | Weyerhaeuser Co.                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3619 | NS      | $85734.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      5119 | NS      | $307703.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                         | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223665.79    | 0.05%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp.                             | WillScot Holdings Corp.                                                           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     17571 | NS      | $330861.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                            | Wintrust Financial Corp.                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1402 | NS      | $196027.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                      | Woodward, Inc.                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       213 | NS      | $64394.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2022-B, Class A3                        | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14792 | PA      | $14785.94     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2023-D, Class A3                        | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58222 | PA      | $58913.11     | 0.01%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2023-A, Class A3                        | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32426 | PA      | $32498.33     | 0.01%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust    | World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A3         | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63000 | PA      | $63523.36     | 0.02%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                      | Wyndham Hotels & Resorts, Inc.                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      2293 | NS      | $173259.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                   | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2205 | NS      | $162861.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                   | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4744 | NS      | $717672.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                            | Yum China Holdings, Inc.                                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     10303 | NS      | $491865.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                        | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86075.53     | 0.02%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                     | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2865 | PA      | $2721.64      | 0.00%             | 2026-06-30      | Variable      | 15.44%                | No            |                  3 | On Loan: No      |
| Australian Dollar                                   | Australian Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |       865 | OU      | $577.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk. PT                           | Bank Central Asia Tbk. PT                                                         | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |    906700 | NS      | $437842.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                              | Intact Financial Corp.                                                            | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      1913 | NS      | $398237.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                           | Safran SA                                                                         | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      7144 | NS      | $2488377.18   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                           | Nordex SE                                                                         | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |      4597 | NS      | $155815.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste OYJ                                           | Neste OYJ                                                                         | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |      4246 | NS      | $96057.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                 | MTU Aero Engines AG                                                               | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       470 | NS      | $194828.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                            | Engie SA                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     47625 | NS      | $1251077.84   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| VusionGroup                                         | VusionGroup                                                                       | CUSIP: N/A<br>LEI: 969500U51BYOMEW9M549       | Long             | EC               | CORP              | FR        |       511 | NS      | $122046.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                           | Arkema SA                                                                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |      1420 | NS      | $86540.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                      | Konecranes OYJ                                                                    | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |      1910 | NS      | $209155.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                          | Legrand SA                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      4543 | NS      | $675374.97    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                       | Al Rajhi Bank                                                                     | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     21085 | NS      | $547685.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                     | SBM Offshore NV                                                                   | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |      6399 | NS      | $184112.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                           | Logitech International SA (Registered)                                            | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      1603 | NS      | $162733.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                        | Novatek PJSC                                                                      | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |       979 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Severstal PAO                                       | Severstal PAO                                                                     | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      1930 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Volvo AB                                            | Volvo AB, Class B                                                                 | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     35158 | NS      | $1118890.59   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                        | 3i Group plc                                                                      | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     14412 | NS      | $631949.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                      | Air Liquide SA                                                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      5126 | NS      | $963452.03    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                         | Reckitt Benckiser Group plc                                                       | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      2596 | NS      | $210066.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                      | AIA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     47000 | NS      | $483775.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                        | Gazprom PJSC                                                                      | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |     27966 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rosneft Oil Co. PJSC                                | Rosneft Oil Co. PJSC                                                              | CUSIP: N/A<br>LEI: 253400JT3MQWNDKMJE44       | Long             | EC               | CORP              | RU        |      5259 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GMK Norilskiy Nickel PAO                            | GMK Norilskiy Nickel PAO                                                          | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |     25200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rolls-Royce Holdings plc                            | Rolls-Royce Holdings plc                                                          | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     16738 | NS      | $258865.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                               | Novonesis Novozymes B                                                             | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |      6069 | NS      | $388297.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health plc                                      | NMC Health plc                                                                    | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       516 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Unipol Assicurazioni SpA                            | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      7740 | NS      | $185695.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                | Sage Group plc (The)                                                              | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      8808 | NS      | $128107.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                   | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1612 | NS      | $1736962.51   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                    | Coca-Cola HBC AG                                                                  | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      3499 | NS      | $181015.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                       | KION Group AG                                                                     | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      1060 | NS      | $83758.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maire SpA                                           | Maire SpA                                                                         | CUSIP: N/A<br>LEI: 815600D85A61200A1B83       | Long             | EC               | CORP              | IT        |      4729 | NS      | $71830.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                         | Cie Financiere Richemont SA (Registered)                                          | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      1135 | NS      | $244763.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                       | Koninklijke Ahold Delhaize NV                                                     | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      6389 | NS      | $261993.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                   | Compass Group plc                                                                 | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     18270 | NS      | $578885.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                    | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      3054 | NS      | $217294.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                          | Umicore SA                                                                        | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |      3984 | NS      | $83281.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                          | National Bank of Greece SA                                                        | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |     26116 | NS      | $398333.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                    | WSP Global, Inc.                                                                  | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      2337 | NS      | $423147.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                           | Prosus NV                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      3620 | NS      | $224146.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                        | Gaztransport Et Technigaz SA                                                      | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |       696 | NS      | $127706.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                          | Alibaba Group Holding Ltd.                                                        | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     47600 | NS      | $873981.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                      | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     61945 | NS      | $1102780.71   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    127712 | NS      | $1120325.69   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                      | H Lundbeck A/S                                                                    | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |     12831 | NS      | $86691.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                               | Tencent Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     25300 | NS      | $1941611.55   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                   | Siemens Energy AG                                                                 | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      1649 | NS      | $231335.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                             | Vestas Wind Systems A/S                                                           | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      5521 | NS      | $149327.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                             | GSK plc                                                                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     12227 | NS      | $299772.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                         | Euronext NV                                                                       | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      1106 | NS      | $166141.07    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Argenx SE                                           | Argenx SE                                                                         | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |       244 | NS      | $205824.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S, Class B                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      8462 | NS      | $429179.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                           | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     47824 | NS      | $1762422.03   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA        | Cie Generale des Etablissements Michelin SCA                                      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      8114 | NS      | $268948.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                    | Brookfield Corp.                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      7461 | NS      | $342568.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                   | Galderma Group AG                                                                 | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |      1240 | NS      | $252504.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG (Registered)                                                         | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     12374 | NS      | $571364.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                      | Brazilian Real                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asmodee Group AB                                    | Asmodee Group AB, Class B                                                         | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | EC               | CORP              | SE        |      7764 | NS      | $89062.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                       | Medtronic plc                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       326 | NS      | $31315.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     12799 | NS      | $1060098.96   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                            | GMK Norilskiy Nickel PAO                                                          | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RELX plc                                            | RELX plc                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      9683 | NS      | $394393.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                             | SPIE SA                                                                           | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      3480 | NS      | $200626.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                      | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     11824 | NS      | $332351.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                     | Canadian Dollar                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      3519 | OU      | $2563.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                         | Swiss Franc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.42         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinese Renminbi (Yuan)                             | Chinese Renminbi (Yuan)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |         5 | OU      | $0.70         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                      | Colombian Peso                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CO        |        -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Repub. Kronas                                 | Czech Repub. Kronas                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |         2 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | DJ US Real Estate Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -114 | NC      | $20257.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                        | Danish Krone                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |         1 | OU      | $0.11         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       142 | NC      | $-527012.80   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                | EURO                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        42 | OU      | $49.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 5 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       173 | NC      | $-73254.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Accelerant Holdings                                 | Accelerant Holdings, Class A                                                      | CUSIP: N/A<br>LEI: 213800VS4CX9ZONTD965       | Long             | EC               | CORP              | KY        |      4302 | NS      | $70337.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                             | Arch Capital Group Ltd.                                                           | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       785 | NS      | $75297.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                         | Axalta Coating Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      3103 | NS      | $100257.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Long Gilt                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       199 | NC      | $131014.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd.                            | Cushman & Wakefield Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     11012 | NS      | $178284.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                     | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1726 | NS      | $549748.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                            | Fabrinet                                                                          | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |       358 | NS      | $162990.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                           | Flutter Entertainment plc                                                         | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       476 | NS      | $102359.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                           | Linde plc                                                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      1593 | NS      | $679239.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                       | Medtronic plc                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     11559 | NS      | $1110357.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                                | Smurfit WestRock plc                                                              | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      2370 | NS      | $91647.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                      | TechnipFMC plc                                                                    | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      3494 | NS      | $155692.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                              | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      3377 | NS      | $1314328.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                       | British Pound                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |       787 | OU      | $1061.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                          | Chubb Ltd.                                                                        | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       395 | NS      | $123287.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                         | Garmin Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       494 | NS      | $100207.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                    | Hong Kong Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |         0 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                    | Hungarian Forint                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |     10890 | OU      | $33.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro-BTP                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       135 | NC      | $-30780.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Israeli Shekel                                      | Israeli Shekel                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |      1076 | OU      | $337.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                        | Indian Rupee                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |     87230 | OU      | $970.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | XAF Financial Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        54 | NC      | $-26704.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | XAB Materials Equity Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49 | NC      | $-33663.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | XAP Consumer Staples Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -60 | NC      | $79078.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | XAU Utilities Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        47 | NC      | $-7614.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | XAK Technology Equity Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        30 | NC      | $2789.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Japan 10 Year Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       -33 | NC      | $207098.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                     | South Korea Won                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    626792 | OU      | $435.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuwaiti Dinar                                       | Kuwaiti Dinar                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KW        |        11 | OU      | $37.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                               | Spotify Technology SA                                                             | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       278 | NS      | $161437.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | MSCI Emerging Markets Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -115 | NC      | $-77219.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | MSCI EAFE Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        69 | NC      | $44886.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                   | New Mexican Pesos                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |        -0 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      2486 | NS      | $539611.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                          | uniQure NV                                                                        | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |       766 | NS      | $18330.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                     | Norwegian Krone                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                  | New Zealand Dollar                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       436 | OU      | $251.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippines                                         | Philippines                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PH        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                  | Polish Zloty - New                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |         0 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Russell 2000 E-Mini Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -114 | NC      | $657237.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Russian Roubles                                     | Russian Roubles                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -127 | NC      | $-34462.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Ryal                                  | Saudi Arabian Ryal                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                       | Swedish Krona                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      6820 | OU      | $740.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thailand Baht                                       | Thailand Baht                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TH        |        -5 | OU      | $-0.15        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | TOPIX Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        19 | NC      | $59071.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkish Lira                                        | Turkish Lira                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |     47559 | OU      | $1108.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 2 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $-1236.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       196 | NC      | $-147176.89   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Ultra Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        44 | NC      | $-29290.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | EURO STOXX 50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        32 | NC      | $7214.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -93 | NC      | $220147.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | S&P E-Mini Communication Services Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        28 | NC      | $47893.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | FTSE 100 Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        33 | NC      | $93673.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer