# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001410368-26-020724
**Filing Date:** 2026-2
**Character Count:** 422149
**Document Hash:** a65706ddf63a842b704be2f8b039fa2c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020724.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020724

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 26698887

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### Schroders Global Multi-Asset Portfolio (Series ID: S000036842)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000112671 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 980-949-5089

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

- **a. Name of Series:** Schroders Global Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000036842

- **c. LEI of Series:** 8OCFT4TTGW72E43PUE28

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $648930008.36

**Total Liabilities:** $62045401.44

**Net Assets:** $586884606.92

**Amount of Assets Invested in Other Investment Companies:** $153074.70

**Cash Not Reported:** $9600513.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -238.71000000 | **1-Year:** -7897.38000000 | **5-Year:** -52075.52000000 | **10-Year:** -64982.03000000 | **30-Year:** -30579.90000000

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

- **3-Month:** -26.73000000 | **1-Year:** -223.06000000 | **5-Year:** -1279.59000000 | **10-Year:** -292.99000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112671 | 1.53%                | 0.40%                | -0.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5352855.33              | $2660665.11                                |
| Month 2  | $9255230.66              | $-8453312.06                               |
| Month 3  | $877102.74               | $-1809834.24                               |

**Designated Index Information**

- **Index Name:** 60% MSCI World Index 40% Bloomberg US Corporate Bond Index

- **Index Identifier:** 60%MXWO 40%LUACTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                                                 | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2051 | NS      | $226163.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     25917 | NS      | $643778.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950948.47    | 0.16%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2090769.16   | 0.36%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $665642.21    | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6301 | NS      | $789452.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8344 | NS      | $1906520.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1235332.37   | 0.21%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Acuity Inc                                                | Acuity Inc                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $72008.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      1297 | NS      | $88487.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2241 | NS      | $784327.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1069000 | PA      | $1107161.92   | 0.19%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     10061 | NS      | $2154663.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                       | Affirm Holdings Inc                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $42797.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1236 | NS      | $168182.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1562 | NS      | $264887.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       651 | NS      | $88353.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       355 | NS      | $87692.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1773000 | PA      | $1863931.12   | 0.32%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Alamos Gold Inc                                           | Alamos Gold Inc                                                                 | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      3070 | NS      | $118545.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $423476.33    | 0.07%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ATI Inc                                                   | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      1968 | NS      | $225847.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       560 | NS      | $116564.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    813000 | PA      | $818951.59    | 0.14%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       266 | NS      | $105774.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22740 | NS      | $7135812.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     27534 | NS      | $8618142.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2195 | NS      | $126563.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     40420 | NS      | $9329744.40   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1463059.35   | 0.25%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2211670.79   | 0.38%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      4843 | NS      | $104321.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       774 | NS      | $89249.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4667 | NS      | $1726556.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    441000 | PA      | $448804.12    | 0.08%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: —       |
| BAE Systems PLC                                           | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      5417 | NS      | $124531.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1112 | NS      | $95131.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL                                    | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    533000 | PA      | $555233.15    | 0.09%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| British American Tobacco PLC                              | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      3102 | NS      | $175814.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       658 | NS      | $115525.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    750000 | PA      | $680655.22    | 0.12%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    569000 | PA      | $585705.24    | 0.10%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       312 | NS      | $40716.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cencora Inc                                               | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1259 | NS      | $425227.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       415 | NS      | $203491.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1692 | NS      | $553808.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      9438 | NS      | $1275451.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1697 | NS      | $460226.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       718 | NS      | $251694.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     54991 | NS      | $14949853.26  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2445 | NS      | $628340.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       748 | NS      | $504017.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1119 | NS      | $64331.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     11576 | NS      | $1516803.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     11825 | NS      | $288778.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                            | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1172 | NS      | $223969.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      1229 | NS      | $51669.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       348 | NS      | $83815.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                              | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    229000 | PA      | $232675.51    | 0.04%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Atlassian Corp                                            | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       377 | NS      | $61126.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1072 | NS      | $179699.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1250 | NS      | $370012.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1314 | NS      | $338000.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $42947.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        82 | NS      | $278103.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1078000 | PA      | $1095654.90   | 0.19%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    286000 | PA      | $293609.44    | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1978000 | PA      | $1956448.90   | 0.33%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     62347 | NS      | $977463.85    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       318 | NS      | $180601.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1200271.78   | 0.20%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                              | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    738000 | PA      | $764075.23    | 0.13%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                              | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338560.51    | 0.06%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1059000 | PA      | $1092049.27   | 0.19%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                                   | BOKF NA                                                                         | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |    319000 | PA      | $325145.81    | 0.06%             | 2040-11-06      | Fixed         | 6.11%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $441888.48    | 0.08%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    571000 | PA      | $586114.94    | 0.10%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| BACARDI-MARTINI BV                                        | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    771000 | PA      | $800034.90    | 0.14%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4259 | NS      | $193954.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1922902.00   | 0.33%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     23001 | NS      | $1265055.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1085119.60   | 0.18%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1569189.54   | 0.27%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4422543.23   | 0.75%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                          | Bank of Montreal                                                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      2719 | NS      | $353110.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4415 | NS      | $512537.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      1914 | NS      | $141163.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1477000 | PA      | $1345257.43   | 0.23%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    887000 | PA      | $901360.25    | 0.15%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Barrick Mining Corp                                       | Barrick Mining Corp                                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      2447 | NS      | $106594.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      4276 | NS      | $65975.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1354 | NS      | $25874.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      4662 | NS      | $371957.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                      | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1109641.92   | 0.19%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       669 | NS      | $129832.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    640000 | PA      | $557245.91    | 0.09%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1210743.41   | 0.21%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      1862 | NS      | $54598.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     42216 | NS      | $245063.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                  | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $720609.88    | 0.12%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: —       |
| W R Berkley Corp                                          | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       631 | NS      | $44245.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4268 | NS      | $2145310.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    253782 | NS      | $334444.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc                                              | Bilibili Inc                                                                    | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |      2513 | NS      | $61794.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Biogen Inc                                                | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       231 | NS      | $40653.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      2391 | NS      | $368548.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1094 | NS      | $1170951.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1058 | NS      | $229712.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1751169.88   | 0.30%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491797.20    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       273 | NS      | $1462005.09   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      5248 | NS      | $966639.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     15250 | NS      | $1454087.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17649 | NS      | $951987.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                  | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    674000 | PA      | $675123.79    | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc                                              | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20944 | NS      | $7248718.40   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    935000 | PA      | $805208.84    | 0.14%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp                                                                 | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      4708 | NS      | $216165.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      1581 | NS      | $82819.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp                                               | B2Gold Corp                                                                     | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     14170 | NS      | $63801.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       314 | NS      | $32307.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3078 | NS      | $494911.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       353 | NS      | $48078.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       653 | NS      | $104976.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       755 | NS      | $207798.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1224 | NS      | $334249.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                        | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1118312.29   | 0.19%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                                  | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4087 | NS      | $148153.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      4195 | NS      | $332915.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143111.74    | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $2282950.79   | 0.39%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| COTERRA ENERGY INC                                        | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837369.81    | 0.14%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1714 | NS      | $535762.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      2251 | NS      | $206116.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       886 | NS      | $80321.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       998 | NS      | $98705.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      6208 | NS      | $210272.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2572 | NS      | $189356.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital One Financial Corp                                | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2537 | NS      | $614867.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $301999.42    | 0.05%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $492503.18    | 0.08%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2369 | NS      | $486829.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                        | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      4243 | NS      | $153426.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cargurus Inc                                              | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1189 | NS      | $45598.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    669000 | PA      | $659145.36    | 0.11%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    691000 | PA      | $698662.81    | 0.12%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Carpenter Technology Corp                                 | Carpenter Technology Corp                                                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       255 | NS      | $80284.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       810 | NS      | $42800.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       920 | NS      | $388258.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Caterpillar Inc                                           | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1644 | NS      | $941798.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                             | Celestica Inc                                                                   | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       579 | NS      | $171272.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      3142 | NS      | $53154.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3000 | NS      | $115020.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5173000 | PA      | $3256051.06   | 0.55%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                       | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1084062.08   | 0.18%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1099630.68   | 0.19%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Expand Energy Corp                                        | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       466 | NS      | $51427.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    546000 | PA      | $565039.27    | 0.10%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Chevron Corp                                              | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6788 | NS      | $1034559.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      3568 | NS      | $132016.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1122741.10   | 0.19%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       772 | NS      | $180547.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     16013 | NS      | $1233481.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3570 | NS      | $671409.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      6317 | NS      | $737130.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    989000 | PA      | $998244.50    | 0.17%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    682000 | PA      | $693097.36    | 0.12%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    496000 | PA      | $515396.14    | 0.09%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2076 | NS      | $121259.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                             | DREYFUS TREASURY & AGENCY LEX                                                   | CUSIP: 261908107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                              | TFDXX LEX BLACKROCK FED FUND                                                    | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MS GOVT US LEX                                            | MS GOVT US LEX                                                                  | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                 | INVESCO GOVT AND AGCY LEX                                                       | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSPRING GOVT FUND LEX                                   | ALLSPRING GOVT FUND LEX                                                         | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd                          | Goldman Sachs Fin Square Govt Fd                                                | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       372 | NS      | $37508.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare Inc                                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1275 | NS      | $251366.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     28546 | NS      | $1995650.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       814 | NS      | $67562.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                             | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       418 | NS      | $77150.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       826 | NS      | $186791.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4538 | NS      | $358592.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA Inc                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       343 | NS      | $320118.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      5023 | NS      | $150137.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $2923967.05   | 0.50%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    313000 | PA      | $325300.20    | 0.06%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7874 | NS      | $737085.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1976 | NS      | $196256.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | Constellation Brands Inc                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    712000 | PA      | $704110.19    | 0.12%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Constellation Energy Corp                                 | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1284 | NS      | $453598.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       108 | NS      | $259772.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | CONSTELLATION SOFTWARE INC                                                      | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       208 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1184 | NS      | $46353.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3594 | NS      | $314690.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3753 | NS      | $251563.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc                              | Citigroup Global Markets Inc                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1625 | NS      | $1401302.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       916 | NS      | $61591.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664000 | PA      | $680190.98    | 0.12%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $888004.30    | 0.15%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| COUSINS PROPERTIES LP                                     | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    594000 | PA      | $609093.40    | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1258000 | PA      | $1256354.72   | 0.21%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3617000 | PA      | $3355752.12   | 0.57%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       974 | NS      | $456572.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       744 | NS      | $66119.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       568 | NS      | $289935.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto                          | The Bank Of Nova Scotia, Toronto                                                | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                                       | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       262 | NS      | $144432.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1361 | NS      | $196024.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1093204.93   | 0.19%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Danaher Corp                                              | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2180 | NS      | $499045.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1133 | NS      | $154076.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto                          | The Bank Of Nova Scotia, Toronto                                                | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Financial Inc                               | National Bank Financial Inc                                                     | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1399 | NS      | $651332.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    548000 | PA      | $547217.86    | 0.09%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1141623.23   | 0.19%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1143 | NS      | $143880.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    403000 | PA      | $414493.45    | 0.07%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL, LONDON                                  | BANK OF MONTREAL, LONDON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000050 | PA      | $2000049.80   | 0.34%             | 2026-05-14      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Barclays Bank PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CIBC NY                                                   | CIBC NY                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1300797 | PA      | $1300796.90   | 0.22%             | 2026-08-11      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| IONIC SER III CL A                                        | IONIC SER III CL A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1499184 | PA      | $1499184.00   | 0.26%             | 2026-01-05      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED NY                                     | STANDARD CHARTERED NY                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000278 | PA      | $1000278.00   | 0.17%             | 2026-05-07      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                             | Jefferies LLC                                                                   | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Americas LLC                                        | Virtu Americas LLC                                                              | CUSIP: 000000000<br>LEI: 549300RA02N3BNSWBV74 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Secured LLC                                            | CF Secured LLC                                                                  | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |   2256612 | PA      | $2256612.45   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International Inc                       | Nomura Securities International Inc                                             | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |   2300000 | PA      | $2300000.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Of Nova Scotia NY Agency                             | Bank Of Nova Scotia NY Agency                                                   | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                   | TD Securities (USA) LLC                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Of Canada                                   | National Bank Of Canada                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA NY                                     | BANCO SANTANDER SA NY                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.34%             | 2026-01-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                          | Societe Generale                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |    100000 | PA      | $100000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    686000 | PA      | $683664.14    | 0.12%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1111016.09   | 0.19%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    429000 | PA      | $440939.63    | 0.08%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      1367 | NS      | $211488.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      8746 | NS      | $995032.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1577034.32   | 0.27%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Docusign Inc                                              | Docusign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       309 | NS      | $21135.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3572 | NS      | $474254.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       366 | NS      | $45021.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2273 | NS      | $339720.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1846 | NS      | $108157.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1372 | NS      | $310730.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED SEK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $42980.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $773.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED DKK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $8177.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $17621.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED JPY / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |         1 | NC      | $-241790.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $70178.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $196668.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CHF / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-73186.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $54296.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $83618.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $79971.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $8387.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $178035.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $447.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-34976.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-143102.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-16373.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-11211.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-12889.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2861.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1131.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $3321.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1162 | NS      | $27167.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1896 | NS      | $222230.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1177 | NS      | $47315.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    432000 | PA      | $451807.32    | 0.08%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc                                         | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2920 | NS      | $306629.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       803 | NS      | $69941.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2314 | NS      | $607471.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1042 | NS      | $62540.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3048 | NS      | $259842.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       547 | NS      | $111768.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       255 | NS      | $156006.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      5384 | NS      | $714564.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| OVINTIV INC                                               | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    638000 | PA      | $685320.33    | 0.12%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                               | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    736000 | PA      | $771201.70    | 0.13%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     10791 | NS      | $516376.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $529267.50    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    763000 | PA      | $757875.80    | 0.13%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Entergy Corp                                              | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       500 | NS      | $46215.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                      | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1021717.27   | 0.17%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    538000 | PA      | $551520.25    | 0.09%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Equinix Inc                                               | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       363 | NS      | $278116.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                     | ESCO Technologies Inc                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       322 | NS      | $62915.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1077 | NS      | $72514.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      5819 | NS      | $253650.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelixis Inc                                              | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1655 | NS      | $72538.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       210 | NS      | $59495.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     13342 | NS      | $1605576.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     10236 | NS      | $6756681.24   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    254000 | PA      | $256041.93    | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    585000 | PA      | $561466.01    | 0.10%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        59 | NS      | $99746.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        40 | NS      | $76234.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     12063 | NS      | $484088.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     68812 | NS      | $436822.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1010 | NS      | $291748.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       633 | NS      | $140924.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1093 | NS      | $72640.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2047 | NS      | $95820.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       353 | NS      | $64946.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      2064 | NS      | $539178.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1366 | NS      | $91754.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773372.19    | 0.13%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    502000 | PA      | $500875.78    | 0.09%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2094946.80   | 0.36%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| FLOWERS FOODS INC                                         | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    630000 | PA      | $556636.80    | 0.09%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                         | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    987000 | PA      | $989512.42    | 0.17%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1268000 | PA      | $1285625.20   | 0.22%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      7411 | NS      | $97232.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188738.85    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1093845.01   | 0.19%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Fortinet Inc                                              | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1559 | NS      | $123800.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329599.36    | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       759 | NS      | $55460.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      1330 | NS      | $275689.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     12644 | NS      | $642188.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                             | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       716 | NS      | $41306.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       343 | NS      | $56324.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       966 | NS      | $79231.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       365 | NS      | $94458.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       939 | NS      | $41963.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       147 | NS      | $37085.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2758 | NS      | $1802546.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       569 | NS      | $191559.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7336 | NS      | $2259708.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       877 | NS      | $40780.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3607 | NS      | $293321.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    480000 | PA      | $434644.44    | 0.07%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    647000 | PA      | $680518.04    | 0.12%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2093153.10   | 0.36%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    619000 | PA      | $627907.71    | 0.11%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3441 | NS      | $422348.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear Inc                                                           | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       530 | NS      | $33127.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       481 | NS      | $37229.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       560 | NS      | $78321.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                           | Gold Fields Ltd                                                                 | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      1997 | NS      | $87189.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1063 | NS      | $934377.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        94 | NS      | $94850.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      2119 | NS      | $104502.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      2040 | NS      | $473184.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                          | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    606000 | PA      | $631883.46    | 0.11%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1793182.62   | 0.31%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $996326.29    | 0.17%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1485 | NS      | $693287.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2634 | NS      | $58685.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                  | Generali                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      5267 | NS      | $221087.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       796 | NS      | $341908.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       773 | NS      | $582764.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      4020 | NS      | $113605.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     62233 | NS      | $431019.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SPA                                                                  | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      4266 | NS      | $57686.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1507 | NS      | $207664.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   3318000 | PA      | $2113791.03   | 0.36%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       374 | NS      | $49028.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                         | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    532000 | PA      | $543362.18    | 0.09%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HEICO Corp                                                | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       745 | NS      | $241074.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3509 | NS      | $84286.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGH STREET FD TRUST III                                  | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $351639.79    | 0.06%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    500000 | PA      | $492346.96    | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    500000 | PA      | $568571.93    | 0.10%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: —       |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    159000 | PA      | $158880.81    | 0.03%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                                    | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      1991 | NS      | $64647.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1031 | NS      | $296154.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3443 | NS      | $1184736.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       490 | NS      | $50833.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1087 | NS      | $212062.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                  | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    449000 | PA      | $445201.09    | 0.08%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    500000 | PA      | $516554.70    | 0.09%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    412000 | PA      | $417034.42    | 0.07%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5928 | NS      | $1215358.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539093.72   | 0.26%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    659000 | PA      | $661936.48    | 0.11%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| HubSpot Inc                                               | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       143 | NS      | $57385.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       204 | NS      | $52250.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4717 | NS      | $81839.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                                   | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      7711 | NS      | $306968.08    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       970 | NS      | $126083.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       481 | NS      | $150285.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       946 | NS      | $639997.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1473 | NS      | $362799.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Illumina Inc                                              | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       488 | NS      | $64006.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      1566 | NS      | $55404.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       303 | NS      | $29927.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1298000 | PA      | $1329905.10   | 0.23%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| INGERSOLL RAND INC                                        | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040477.41   | 0.18%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |      3336 | NS      | $69328.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                                | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       308 | NS      | $53604.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     13589 | NS      | $501434.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $638841.82    | 0.11%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3960 | NS      | $641361.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      2733 | NS      | $136336.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4086 | NS      | $1210314.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       603 | NS      | $40636.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1438 | NS      | $56642.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2344000 | PA      | $2579378.85   | 0.44%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1821 | NS      | $1206266.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2116 | NS      | $1198417.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      1726 | NS      | $94536.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       321 | NS      | $72356.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |       490 | NS      | $40645.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE Value ETF                               | iShares MSCI EAFE Value ETF                                                     | CUSIP: 464288877<br>LEI: 549300AN74D4XJZB8Y40 | Long             | EC               | RF                | US        |     41604 | NS      | $2970941.64   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| OMV AG                                                    | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1559 | NS      | $86720.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     13922 | NS      | $4485946.84   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       541 | NS      | $123358.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6243000 | PA      | $5922397.79   | 1.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1854732.36   | 0.32%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       509 | NS      | $43574.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      1723 | NS      | $91682.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8021 | NS      | $1659945.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       215 | NS      | $72341.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    576000 | PA      | $572754.18    | 0.10%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       853 | NS      | $1036463.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR + CO INC  A                                           | KKR + CO INC  A                                                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1396 | NS      | $177962.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2389 | NS      | $654828.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      3402 | NS      | $832395.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLANOVA                                                 | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    646000 | PA      | $669802.41    | 0.11%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Kenvue Inc                                                | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2155 | NS      | $37173.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2737 | NS      | $76663.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5081 | NS      | $104871.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1337683.40   | 0.23%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       775 | NS      | $157472.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                     | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    871000 | PA      | $908365.15    | 0.15%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    500000 | PA      | $416812.17    | 0.07%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| E.ON SE                                                   | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     14230 | NS      | $269756.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1529 | NS      | $154260.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                                       | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    781000 | PA      | $777659.24    | 0.13%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5142 | NS      | $141353.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      5259 | NS      | $148127.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3021 | NS      | $188752.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       290 | NS      | $85135.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    319000 | PA      | $320183.55    | 0.05%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      2368 | NS      | $68622.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bayer AG                                                  | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1388 | NS      | $59874.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       453 | NS      | $37023.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       662 | NS      | $262019.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      1047 | NS      | $274177.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      6394 | NS      | $1094524.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       881 | NS      | $42208.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        86 | NS      | $51842.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      2771 | NS      | $46234.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      4108 | NS      | $430189.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1462 | NS      | $670572.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1123 | NS      | $202589.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       103 | NS      | $254482.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       876 | NS      | $90052.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      2604 | NS      | $93736.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1273 | NS      | $153154.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       618 | NS      | $408113.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       810 | NS      | $79793.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3774 | NS      | $4055842.32   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504347.68   | 0.26%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Rheinmetall AG                                            | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       144 | NS      | $264053.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                  | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    637000 | PA      | $658953.80    | 0.11%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                     | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    659000 | PA      | $664829.37    | 0.11%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       269 | NS      | $38332.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2413000 | PA      | $2528938.21   | 0.43%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      7233 | NS      | $326988.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       248 | NS      | $119950.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1365 | NS      | $329183.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    508000 | PA      | $466053.73    | 0.08%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       134 | NS      | $27846.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     20168 | NS      | $471732.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       164 | NS      | $57869.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       517 | NS      | $104165.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    673000 | PA      | $677286.71    | 0.12%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656411.55    | 0.11%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1450 | NS      | $102324.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1015499.25   | 0.17%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MSCI Inc                                                  | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       282 | NS      | $161791.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       193 | NS      | $53831.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      3035 | NS      | $50625.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     10130 | NS      | $367840.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    588000 | PA      | $586550.88    | 0.10%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       631 | NS      | $102619.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      8608 | NS      | $161223.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Sanofi SA                                                 | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2754 | NS      | $267186.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                          | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        65 | NS      | $139727.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     54106 | NS      | $634925.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027829.63   | 0.18%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1678 | NS      | $311302.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       304 | NS      | $94312.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      2887 | NS      | $810773.65    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        73 | NS      | $45454.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $264372.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      3791 | NS      | $147449.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                    | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1501693.42   | 0.26%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       655 | NS      | $142377.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3411 | NS      | $1947271.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2340 | NS      | $715174.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       674 | NS      | $552875.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     18158 | NS      | $588997.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        35 | NS      | $10119.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |       893 | NS      | $50598.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       222 | NS      | $447165.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      2636 | NS      | $116798.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8200 | NS      | $863132.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      6629 | NS      | $42936.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                    | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1374 | NS      | $98894.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        35 | NS      | $48796.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     30453 | NS      | $14727679.86  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                                              | Strategy Inc                                                                    | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       856 | NS      | $130069.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       932 | NS      | $59387.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3654 | NS      | $1042888.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     66196 | NS      | $309675.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                  | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAR8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    345000 | PA      | $380099.85    | 0.06%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      7505 | NS      | $73265.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      1646 | NS      | $42657.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      2820 | NS      | $227201.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        22 | NS      | $87463.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       758 | NS      | $575334.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      2434 | NS      | $65876.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                    | Accton Technology Corp                                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      1000 | NS      | $37455.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      8200 | NS      | $173436.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                  | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      3600 | NS      | $37658.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      3900 | NS      | $93953.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      7385 | NS      | $178697.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    284000 | PA      | $292692.44    | 0.05%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      7352 | NS      | $188788.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                   | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     14300 | NS      | $38075.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                    | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328504.16    | 0.06%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     44459 | NS      | $144222.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4986 | NS      | $268396.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MongoDB Inc                                               | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        69 | NS      | $28958.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       162 | NS      | $146830.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      9104 | NS      | $698003.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      1600 | NS      | $35990.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $40850.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     15967 | NS      | $481821.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1753 | NS      | $895520.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      5200 | NS      | $81431.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      2100 | NS      | $48857.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10412 | NS      | $1848442.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    672000 | PA      | $630333.71    | 0.11%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    949000 | PA      | $833459.90    | 0.14%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4472195.75   | 0.76%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     13520 | NS      | $591694.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                   | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    680000 | PA      | $681780.22    | 0.12%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       779 | NS      | $89750.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1500 | NS      | $78852.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1170 | NS      | $448484.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       229 | NS      | $39687.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      2807 | NS      | $300108.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       893 | NS      | $87512.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     17000 | NS      | $294072.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       800 | NS      | $102698.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      1543 | NS      | $59837.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                     | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      1000 | NS      | $30427.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      5200 | NS      | $271699.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $30839.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1068 | NS      | $170068.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        39 | NS      | $284418.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ebara Corp                                                | Ebara Corp                                                                      | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |      6500 | NS      | $153312.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      4900 | NS      | $64386.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      3200 | NS      | $69060.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       190 | NS      | $43527.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                         | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      1589 | NS      | $199830.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       300 | NS      | $108795.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     47100 | NS      | $747962.21    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      2700 | NS      | $301549.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      2500 | NS      | $97299.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      6300 | NS      | $172730.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co Ltd                                  | Furukawa Electric Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |      1100 | NS      | $70482.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     23554 | NS      | $2208423.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |     93000 | NS      | $172503.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     10400 | NS      | $98609.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     22000 | NS      | $682520.20    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                           | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      3600 | NS      | $109389.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      9300 | NS      | $91036.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co Ltd                                                    | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     52857 | NS      | $47562.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      1700 | NS      | $257497.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd       | HD Korea Shipbuilding & Offshore Engineering Co Ltd                             | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       137 | NS      | $38728.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      9000 | NS      | $44142.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                  | IHI Corp                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      1600 | NS      | $28211.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     24000 | NS      | $302943.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                         | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      1600 | NS      | $57579.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      3300 | NS      | $52158.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                          | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      3300 | NS      | $51780.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       600 | NS      | $217382.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      4100 | NS      | $61667.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                    | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1691116.68   | 0.29%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      9600 | NS      | $306883.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $37957.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      5100 | NS      | $189341.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4141 | NS      | $413478.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     15846 | NS      | $1272116.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      9500 | NS      | $48033.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3548 | NS      | $226043.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                              | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       818 | NS      | $34159.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       468 | NS      | $135120.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     16600 | NS      | $534243.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      2000 | NS      | $55653.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      3100 | NS      | $40554.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC Group Holdings Inc                                 | MEITEC Group Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $63398.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     12490 | NS      | $453533.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      5000 | NS      | $121776.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     13400 | NS      | $307052.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      1800 | NS      | $52805.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      4000 | NS      | $97967.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      9500 | NS      | $280779.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co Ltd                                     | Mitsui Kinzoku Co Ltd                                                           | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |       700 | NS      | $79075.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                      | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      1600 | NS      | $48036.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      7100 | NS      | $80779.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      4500 | NS      | $93418.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                                            | Niterra Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      1600 | NS      | $70468.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      5652 | NS      | $159166.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                  | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      3800 | NS      | $52042.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      4400 | NS      | $297217.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      4300 | NS      | $144992.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      3100 | NS      | $41980.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                                   | NTT Inc                                                                         | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     69200 | NS      | $69815.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                         | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     11000 | NS      | $44985.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     10200 | NS      | $84847.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      1300 | NS      | $42090.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      2400 | NS      | $44394.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      7300 | NS      | $152486.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      1800 | NS      | $52329.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       161 | NS      | $91803.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                  | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    404000 | PA      | $428768.46    | 0.07%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1367 | NS      | $222971.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    102880 | NS      | $19187120.00  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      8935 | NS      | $814961.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      3150 | NS      | $55876.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                          | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      3800 | NS      | $87566.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1154 | NS      | $47452.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | Ryohin Keikaku Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      1000 | NS      | $17767.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     12000 | NS      | $338307.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co Ltd                                             | Sanrio Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |      2100 | NS      | $65884.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      8655 | NS      | $35499.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                                  | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1100 | NS      | $95117.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      2000 | NS      | $33553.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       301 | NS      | $47196.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      2800 | NS      | $87074.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                               | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       200 | NS      | $21115.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |       100 | NS      | $1459.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      4663 | NS      | $206757.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1186000 | PA      | $1107255.83   | 0.19%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    339000 | PA      | $301358.43    | 0.05%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Sony Group Corp                                           | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     21400 | NS      | $546987.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                       | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1429797.19   | 0.24%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1159 | NS      | $85186.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8128 | NS      | $1584228.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    563000 | PA      | $390266.35    | 0.07%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $984895.01    | 0.17%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $622910.77    | 0.11%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    611000 | PA      | $445736.52    | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    839000 | PA      | $777991.46    | 0.13%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    759000 | PA      | $732755.32    | 0.12%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    541000 | PA      | $477157.93    | 0.08%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      4300 | NS      | $174102.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                              | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |       900 | NS      | $36187.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                  | Sumitomo Forestry Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |      3400 | NS      | $34718.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      8700 | NS      | $300888.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      3100 | NS      | $46041.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      2300 | NS      | $32541.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                               | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      1300 | NS      | $123239.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      5200 | NS      | $161548.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2700 | NS      | $340858.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      3000 | NS      | $29570.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1596 | NS      | $139410.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1500 | NS      | $329426.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                      | Toray Industries Inc                                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |      7500 | NS      | $48879.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp                                    | Toyota Industries Corp                                                          | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |       400 | NS      | $45420.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     32300 | NS      | $690955.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING                                             | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014859.55   | 0.17%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      4300 | NS      | $117103.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2977 | NS      | $47840.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1719 | NS      | $358806.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2104059.78   | 0.36%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                  | CUSIP: 6944PL3L1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1872424.08   | 0.32%             | 2032-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      2818 | NS      | $151898.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       267 | NS      | $55063.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                                     | West Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      2000 | NS      | $39993.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      7710 | NS      | $1370452.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2559 | NS      | $471367.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      3953 | NS      | $77419.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     14400 | NS      | $192398.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      4000 | NS      | $128285.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1312 | NS      | $1153195.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       419 | NS      | $110055.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1043 | NS      | $117003.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3053 | NS      | $178234.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      9209 | NS      | $442904.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      7348 | NS      | $1015039.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      8163 | NS      | $603419.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2060 | NS      | $851332.22    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Holcim AG                                                 | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      3183 | NS      | $312040.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      8936 | NS      | $888179.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Nexans SA                                                 | Nexans SA                                                                       | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |       365 | NS      | $53675.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4845 | NS      | $695354.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389791.08    | 0.07%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Enel SpA                                                  | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     12144 | NS      | $126529.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     11330 | NS      | $214908.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    672000 | PA      | $679125.61    | 0.12%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1893752.70   | 0.32%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc                                                | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     18165 | NS      | $452308.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1377547.82   | 0.23%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2151000 | PA      | $1568421.55   | 0.27%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2101 | NS      | $337000.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1082632.80   | 0.18%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                   | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    658000 | PA      | $672545.28    | 0.11%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       800 | NS      | $103232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                            | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    667000 | PA      | $659863.60    | 0.11%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                            | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497950.26    | 0.08%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| PIEDMONT OPERATING PARTN                                  | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    750000 | PA      | $688457.86    | 0.12%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      1274 | NS      | $402805.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       774 | NS      | $20038.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $514886.97    | 0.09%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      4193 | NS      | $396765.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                               | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       319 | NS      | $39721.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        97 | NS      | $65626.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2665 | NS      | $270532.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                   | Pricoa Global Funding I                                                         | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1126579.98   | 0.19%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    605000 | PA      | $618189.72    | 0.11%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     13893 | NS      | $1991005.83   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3583 | NS      | $815920.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      3324 | NS      | $424341.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    290000 | PA      | $296442.20    | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                      | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |   1147000 | PA      | $1120330.19   | 0.19%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                      | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    408000 | PA      | $409285.42    | 0.07%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       394 | NS      | $44474.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1810297.84   | 0.31%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       537 | NS      | $43121.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       401 | NS      | $104059.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $75046.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      2686 | NS      | $179988.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                     | Qnity Electronics Inc                                                           | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       588 | NS      | $48010.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3211 | NS      | $549241.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       537 | NS      | $226646.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       992 | NS      | $172141.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       517 | NS      | $47507.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      9261 | NS      | $1698467.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877833.57    | 0.15%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1100464.22   | 0.19%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp                                        | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |       660 | NS      | $37204.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                                | Reddit Inc                                                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       686 | NS      | $157690.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537817.47    | 0.09%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| REGENCY CENTERS LP                                        | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1511000 | PA      | $1529939.16   | 0.26%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       115 | NS      | $88765.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3395 | NS      | $92004.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                    | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    563000 | PA      | $570965.93    | 0.10%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| REPSOL E&P CAP MARKETS                                    | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    558000 | PA      | $569093.42    | 0.10%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: —       |
| Republic Services Inc                                     | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1272 | NS      | $269574.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1183 | NS      | $284949.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Rivian Automotive Inc                                     | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      3100 | NS      | $61101.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      2556 | NS      | $289083.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |       547 | NS      | $44323.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                                           | Rocket Lab Corp                                                                 | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $64946.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       536 | NS      | $208541.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1914000 | PA      | $1523114.69   | 0.26%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      3943 | NS      | $236658.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       351 | NS      | $156240.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    979000 | PA      | $986443.84    | 0.17%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Ross Stores Inc                                           | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       698 | NS      | $125737.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      5219 | NS      | $889726.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1168000 | PA      | $1172891.29   | 0.20%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| S&P Global Inc                                            | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2107 | NS      | $1101097.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       290 | NS      | $56094.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004048.44   | 0.17%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Sabra Health Care REIT Inc                                | Sabra Health Care REIT Inc                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      8173 | NS      | $154796.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4846 | NS      | $1283753.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                   | SLB Ltd                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      2524 | NS      | $96871.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      5977 | NS      | $597162.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      2469 | NS      | $314970.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                    | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2834 | NS      | $250213.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ServiceNow Inc                                            | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3725 | NS      | $570632.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1899 | NS      | $615332.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2489 | NS      | $400654.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3973 | NS      | $639709.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                        | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $306149.75    | 0.05%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| SIEMENS FUNDING BV                                        | Siemens Funding BV                                                              | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209526.20    | 0.04%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      2219 | NS      | $410759.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                  | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    707000 | PA      | $714000.91    | 0.12%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| Snap Inc                                                  | Snap Inc                                                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      3562 | NS      | $28745.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2903 | NS      | $636802.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                                     | SoFi Technologies Inc                                                           | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      1749 | NS      | $45788.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3247 | NS      | $283138.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    585000 | PA      | $578696.16    | 0.10%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Block Inc                                                 | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1251 | NS      | $81427.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $820538.34    | 0.14%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                               | Stantec Inc                                                                     | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1347 | NS      | $127108.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3104 | NS      | $261387.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       930 | NS      | $119979.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3407128 | PA      | $3407128.16   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2595 | NS      | $439722.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| STELLANTIS FIN US INC                                     | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1117473.11   | 0.19%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| STELLANTIS FINANCIAL SER                                  | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    751000 | PA      | $762571.65    | 0.13%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       591 | NS      | $74005.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2452 | NS      | $861804.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                          | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      1219 | NS      | $76094.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      3508 | NS      | $155700.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                  | Super Micro Computer Inc                                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      1010 | NS      | $29562.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       625 | NS      | $293575.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       942 | NS      | $78591.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    269000 | PA      | $276112.62    | 0.05%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1416 | NS      | $104345.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7789 | NS      | $1196468.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2976 | NS      | $604247.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    559000 | PA      | $549706.59    | 0.09%             | 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        |       470 | NS      | $142828.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       487 | NS      | $124686.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      5187 | NS      | $662742.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546799.00    | 0.09%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TAPESTRY INC                                              | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1262634.30   | 0.22%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Target Corp                                               | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       476 | NS      | $46529.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       771 | NS      | $142249.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      2292 | NS      | $126209.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group                         | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      3462 | NS      | $60688.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       226 | NS      | $43744.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8899 | NS      | $4002058.28   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2708 | NS      | $469810.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp                                                         | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $27573.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                       | Texas Roadhouse Inc                                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1833 | NS      | $304278.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1623 | NS      | $61609.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2282 | NS      | $1322304.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1966 | NS      | $314756.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      6381 | NS      | $601396.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                         | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    632000 | PA      | $559752.34    | 0.10%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| TRACTOR SUPPLY CO                                         | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423985.48    | 0.07%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                        | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1041417.64   | 0.18%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $490714.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       282 | NS      | $81796.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    724000 | PA      | $657625.42    | 0.11%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    640000 | PA      | $673228.74    | 0.11%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      5911 | NS      | $290880.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                 | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              |  | MX        |    518000 | PA      | $567381.96    | 0.10%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       428 | NS      | $60878.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     13165 | NS      | $702484.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     12440 | NS      | $1016472.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       116 | NS      | $70181.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2091 | NS      | $483690.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       856 | NS      | $84906.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       253 | NS      | $204757.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2174863.10   | 0.37%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15476800 | PA      | $15425036.60  | 2.63%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4191200 | PA      | $4165686.53   | 0.71%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       114 | NS      | $55546.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4210 | NS      | $1389763.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3334000 | PA      | $2475445.06   | 0.42%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1244463.03   | 0.21%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    795000 | PA      | $639376.25    | 0.11%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $997353.03    | 0.17%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Valero Energy Corp                                        | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       727 | NS      | $118348.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Gold Miners ETF/USA                                | VanEck Gold Miners ETF/USA                                                      | CUSIP: 92189F106<br>LEI: 54930031TORTKAM9TJ98 | Long             | EC               | RF                | US        |     35677 | NS      | $3060016.29   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       408 | NS      | $91077.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      7675 | NS      | $593891.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Veralto Corp                                              | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       904 | NS      | $90201.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       324 | NS      | $78715.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     15052 | NS      | $613067.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $1552412.49   | 0.26%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       773 | NS      | $172912.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       797 | NS      | $361327.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      5289 | NS      | $856870.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1129386.46   | 0.19%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1875181.84   | 0.32%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1656117.48   | 0.28%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Visa Inc                                                  | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9409 | NS      | $3299830.39   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       848 | NS      | $136807.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1720 | NS      | $490578.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1371 | NS      | $144585.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       230 | NS      | $49093.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     14634 | NS      | $1630373.94   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3660 | NS      | $105481.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1868 | NS      | $327572.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       864 | NS      | $151529.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1794 | NS      | $394159.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11031 | NS      | $1028089.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1076640.16   | 0.18%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6744000 | PA      | $6294423.58   | 1.07%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1997629.71   | 0.34%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| Welltower Inc                                             | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      3828 | NS      | $710515.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       256 | NS      | $70435.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1324 | NS      | $228085.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1107884.59   | 0.19%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512261.34    | 0.09%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      2195 | NS      | $51999.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      6833 | NS      | $410731.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       227 | NS      | $40539.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       398 | NS      | $85482.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1038 | NS      | $76666.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       710 | NS      | $107408.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       183 | NS      | $44436.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group Inc                                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       523 | NS      | $35679.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       526 | NS      | $47297.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       755 | NS      | $94994.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       601 | NS      | $135176.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      1872 | NS      | $97798.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       889 | NS      | $148244.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      5490 | NS      | $46187.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1247 | NS      | $1332938.24   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      3143 | NS      | $133062.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1082 | NS      | $233513.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    153160 | NS      | $203506.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                              | Gaztransport Et Technigaz SA                                                    | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |      1454 | NS      | $266753.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      3713 | NS      | $244576.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS Group AG                                              | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     12694 | NS      | $586806.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       370 | NS      | $80209.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      3608 | NS      | $139880.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      3820 | NS      | $96102.01     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       556 | NS      | $207017.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      2159 | NS      | $138522.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                                | HD Hyundai Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       375 | NS      | $201766.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      2798 | NS      | $80604.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       340 | NS      | $69684.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                   | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       930 | NS      | $34820.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3021 | NS      | $426950.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      1800 | NS      | $50127.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      1692 | NS      | $74193.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      3882 | NS      | $60786.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1311 | NS      | $72550.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      1048 | NS      | $76379.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      3477 | NS      | $143285.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      6714 | NS      | $187950.72    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      8179 | NS      | $534754.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                               | Eurobank SA                                                                     | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     10509 | NS      | $42119.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -50 | NC      | $-9365.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR26                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         9 | NC      | $19252.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR26                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       137 | NC      | $133234.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | MSCI WORLD INDEX MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       318 | NC      | $414140.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        44 | NC      | $143166.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -60 | NC      | $76437.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       126 | NC      | $-142200.59   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -340 | NC      | $230665.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20 | NC      | $-41288.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -236 | NC      | $68658.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -84 | NC      | $9435.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -16 | NC      | $16729.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        73 | NC      | $59934.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) MAR26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        18 | NC      | $-13297.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES MAR26                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        19 | NC      | $16137.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | BBG IG CREDIT FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCR              |  | US        |       183 | NC      | $59.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      5000 | NS      | $57443.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     30524 | NS      | $324570.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      2441 | NS      | $242096.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     73900 | NS      | $261831.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      2026 | NS      | $41653.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1264 | NS      | $439847.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       841 | NS      | $47904.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      4894 | NS      | $128680.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     19000 | NS      | $291858.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      6400 | NS      | $91909.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      2800 | NS      | $59633.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      1282 | NS      | $154371.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      8400 | NS      | $166231.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes Oyj                                            | Konecranes Oyj                                                                  | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |      1084 | NS      | $118931.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       955 | NS      | $141918.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       635 | NS      | $91076.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      7772 | NS      | $506562.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      2865 | NS      | $213940.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       438 | NS      | $44607.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      2431 | NS      | $109945.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7133 | NS      | $109336.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       468 | NS      | $37870.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      5380 | NS      | $172450.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                        | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      1029 | NS      | $40446.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       815 | NS      | $36551.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     56200 | NS      | $152159.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      1514 | NS      | $150963.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       609 | NS      | $153252.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Swissquote Group Holding SA                               | Swissquote Group Holding SA                                                     | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |        66 | NS      | $40065.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2648 | NS      | $371851.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      1440 | NS      | $129930.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      1083 | NS      | $47118.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1797 | NS      | $338168.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      3898 | NS      | $315586.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     18028 | NS      | $220162.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     35570 | NS      | $769917.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1266 | NS      | $170382.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      5920 | NS      | $239453.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      1600 | NS      | $37675.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      5773 | NS      | $92870.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      1360 | NS      | $99754.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     11474 | NS      | $62415.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     37800 | NS      | $388262.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     15100 | NS      | $125363.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      1100 | NS      | $37449.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     34401 | NS      | $534699.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      1304 | NS      | $83507.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      3057 | NS      | $44515.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |       421 | NS      | $31832.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      2598 | NS      | $43593.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     10134 | NS      | $415623.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     31502 | NS      | $352234.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      2891 | NS      | $91977.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1487 | NS      | $105557.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     21686 | NS      | $334205.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Elevator Service Holdings Co Ltd                    | Japan Elevator Service Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $133257.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp                                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     33700 | NS      | $46265.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                               | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |     29600 | NS      | $149393.00    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| IMI PLC                                                   | IMI PLC                                                                         | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |      1367 | NS      | $45574.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       865 | NS      | $121166.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      6645 | NS      | $410419.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       551 | NS      | $37498.83     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       112 | NS      | $94265.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      1253 | NS      | $47353.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      8929 | NS      | $159969.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      9923 | NS      | $59080.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     30505 | NS      | $266063.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      5340 | NS      | $58953.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      1600 | NS      | $122603.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      4419 | NS      | $157698.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     10184 | NS      | $51532.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      1546 | NS      | $41739.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     16344 | NS      | $401662.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       133 | NS      | $19962.39     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1564 | NS      | $120402.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     10466 | NS      | $533481.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     19106 | NS      | $701844.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      5735 | NS      | $211672.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      2048 | NS      | $119124.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      5700 | NS      | $325168.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       541 | NS      | $119910.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: OIS 3.530000 24-JAN-2036 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 183800000 | OU      | $-3477089.94  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      2364 | NS      | $60604.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |      2289 | NS      | $124693.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      4046 | NS      | $31906.00     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                | Magnum Ice Cream Co NV/The                                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |       728 | NS      | $11554.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      7000 | NS      | $47691.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     17475 | NS      | $56288.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      1327 | NS      | $42685.03     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      6146 | NS      | $510214.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      2720 | NS      | $94941.66     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      8800 | NS      | $123763.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      3066 | NS      | $43868.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      8123 | NS      | $153352.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     10000 | NS      | $50370.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        39 | NS      | $62574.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     14128 | NS      | $397154.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |       596 | NS      | $27012.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      1027 | NS      | $27419.63     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       601 | NS      | $95691.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       644 | NS      | $227254.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       607 | NS      | $65003.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      1705 | NS      | $457451.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                        | Credo Technology Group Holding Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1780 | NS      | $256124.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      4682 | NS      | $584313.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1643 | NS      | $523311.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      3336 | NS      | $399486.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1538 | NS      | $655787.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5514 | NS      | $529674.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                        | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |      1114 | NS      | $113594.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       739 | NS      | $203513.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pentair PLC                                               | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       897 | NS      | $93413.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                                            | SharkNinja Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       655 | NS      | $73294.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       968 | NS      | $37432.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      4114 | NS      | $935976.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       998 | NS      | $388421.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       326 | NS      | $107123.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubb Ltd                                                 | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3124 | NS      | $975062.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       579 | NS      | $117450.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       699 | NS      | $405916.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       363 | NS      | $52184.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       846 | NS      | $183632.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                                           | Nebius Group NV                                                                 | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |       367 | NS      | $30719.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1397 | NS      | $389651.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2026-01-15

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer