# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001410368-25-012453
**Filing Date:** 2025-9
**Character Count:** 385891
**Document Hash:** be14109b1f3077454d12753e87bd729e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012453.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012453

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538

**ORGANIZATION NAME:**
- **EIN:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 251350328

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### SA Schroders VCP Global Allocation Portfolio (Series ID: S000052511)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000164959 | Class 3      |  |
| C000171604 | Class 1      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Schroders VCP Global Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000052511

- **c. LEI of Series:** 5493000JF5O0V70QEH55

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $418992602.93

**Total Liabilities:** $1024445.03

**Net Assets:** $417968157.90

**Cash Not Reported:** $5081746.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -197.45000000 | **1-Year:** -6412.69000000 | **5-Year:** -43160.33000000 | **10-Year:** -52327.40000000 | **30-Year:** -25749.07000000

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

- **3-Month:** -30.55000000 | **1-Year:** -68.39000000 | **5-Year:** -665.18000000 | **10-Year:** -285.48000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171604 | 3.27%                | 3.71%                | 0.52%                |
| Class ID C000164959 | 3.18%                | 3.63%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4845323.79              | $7730516.44                                |
| Month 2  | $575034.77               | $11437300.31                               |
| Month 3  | $1041694.76              | $-557589.63                                |

**Designated Index Information**

- **Index Name:** 60%World,40%B US Corp IG

- **Index Identifier:** 60% NDDUWI, 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                                | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       531 | NS      | $118067.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    445000 | PA      | $448945.41    | 0.11%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| B2Gold Corp                                                | B2Gold Corp                                                                     | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |      7142 | NS      | $24019.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137761.88    | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004787.19   | 0.24%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                         | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      2100 | NS      | $114229.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923555.29    | 0.22%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1157000 | PA      | $1029156.32   | 0.25%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1823760.54   | 0.44%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    696000 | PA      | $617678.52    | 0.15%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $889479.38    | 0.21%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                           | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       414 | NS      | $24641.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                        | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       358 | NS      | $192978.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                  | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       280 | NS      | $62487.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                          | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      7290 | NS      | $496303.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                               | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       157 | NS      | $29406.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                  | Carpenter Technology Corp                                                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       100 | NS      | $24939.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                     | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       637 | NS      | $32479.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                             | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2369 | NS      | $611983.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                 | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1107 | NS      | $869138.91    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                    | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1124 | NS      | $26177.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    288000 | PA      | $245247.28    | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1327875.94   | 0.32%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                             | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      1907 | NS      | $74182.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp                                                | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |      8600 | NS      | $58228.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                    | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        76 | NS      | $25765.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                  | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3470 | NS      | $45699.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                  | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       518 | NS      | $44630.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                  | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     10093 | NS      | $41327.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                        | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       153 | NS      | $16049.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                                | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     21200 | NS      | $1115249.34   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                              | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       664 | NS      | $734390.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                              | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       824 | NS      | $220090.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                     | Contemporary Amperex Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     28900 | NS      | $1063203.71   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                 | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       353 | NS      | $156847.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    526000 | PA      | $528231.89    | 0.13%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $897241.70    | 0.21%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2053260.74   | 0.49%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                      | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       155 | NS      | $17688.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                    | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       739 | NS      | $40289.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                          | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1527 | NS      | $81450.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                         | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     58000 | NS      | $1247692.31   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       142 | NS      | $55698.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    653000 | PA      | $655104.16    | 0.16%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       484 | NS      | $100933.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                  | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       193 | NS      | $58878.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      1938 | NS      | $319905.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                               | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       900 | NS      | $43925.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                               | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       392 | NS      | $41048.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                   | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       143 | NS      | $80274.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                 | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2049 | NS      | $87861.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                   | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      2985 | NS      | $85745.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                       | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       918 | NS      | $222192.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                             | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       156 | NS      | $29917.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                 | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       379 | NS      | $173153.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                        | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       727 | NS      | $42493.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                 | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2313 | NS      | $149627.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                   | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       642 | NS      | $62787.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       945 | NS      | $209761.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                     | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      1075 | NS      | $48387.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED JPY / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-14614.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                          | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3361 | NS      | $553691.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                            | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       976 | NS      | $292868.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      2800 | NS      | $34295.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                   | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     10826 | NS      | $153267.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                            | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      2789 | NS      | $66446.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2062 | NS      | $514592.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                     | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     26689 | NS      | $142661.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $2583414.89   | 0.62%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                    | National Bank of Canada                                                         | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       461 | NS      | $47953.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                              | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       148 | NS      | $18582.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                           | Bank of Montreal                                                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       871 | NS      | $96139.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                                        | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    246000 | PA      | $240441.52    | 0.06%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    478000 | PA      | $489069.35    | 0.12%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                            | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2964 | NS      | $2073820.09   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                         | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       133 | NS      | $117431.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                     | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    894000 | PA      | $830109.75    | 0.20%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                            | Brookfield Corp                                                                 | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      1452 | NS      | $97257.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilibili Inc                                               | Bilibili Inc                                                                    | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |      1160 | NS      | $26471.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                       | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2513 | NS      | $636165.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                     | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |       109 | NS      | $1607657.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       399 | NS      | $40777.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                        | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       579 | NS      | $80885.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                         | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       375 | NS      | $51491.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                              | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1427 | NS      | $151989.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                           | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      5160 | NS      | $416050.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    782000 | PA      | $656389.73    | 0.16%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                    | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       321 | NS      | $54630.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    128000 | NS      | $1791405.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd                           | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     32600 | NS      | $97418.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                         | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      9557 | NS      | $679120.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                              | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       280 | NS      | $75062.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                          | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       647 | NS      | $31690.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                              | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       782 | NS      | $111700.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       389 | NS      | $56144.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                     | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        88 | NC      | $9460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    845000 | PA      | $577201.44    | 0.14%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    692000 | PA      | $635804.74    | 0.15%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                           | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     11874 | NS      | $114529.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                            | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1339 | NS      | $45258.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                | Zscaler Inc                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       342 | NS      | $97661.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3907 | NS      | $738501.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Electric Co Ltd                                   | Furukawa Electric Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |       600 | NS      | $36584.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                               | Gaztransport Et Technigaz SA                                                    | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |       546 | NS      | $102810.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    910000 | PA      | $904521.31    | 0.22%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                   | New York Life Global Funding                                                    | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1834648.38   | 0.44%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                             | TOPIX INDX FUTR SEP25                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        -6 | NC      | $-9543.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                             | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      1765 | NS      | $97264.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                               | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     33204 | NS      | $1932945.75   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                             | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       192 | NS      | $55272.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                         | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       382 | NS      | $29956.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                             | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      1320 | NS      | $150920.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                 | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      3902 | NS      | $262136.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                              | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       347 | NS      | $24909.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                     | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     10173 | NS      | $2911643.09   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                       | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $22999.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    185000 | PA      | $182550.86    | 0.04%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                        | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       500 | NS      | $40181.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES LP                                      | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    496000 | PA      | $503898.63    | 0.12%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Olympus Corp                                               | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      2500 | NS      | $30031.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000963.23   | 0.24%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp                                        | Sanwa Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |       900 | NS      | $24696.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                                | Italgas SpA                                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     16027 | NS      | $132511.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                              | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        87 | NS      | $23109.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                             | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1500 | NS      | $102950.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                           | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       591 | NS      | $39360.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                               | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1120 | NS      | $523801.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                      | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1001 | NS      | $940579.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    272000 | PA      | $284669.29    | 0.07%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                  | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247567.43    | 0.06%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                  | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1017 | NS      | $81360.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                    | Pricoa Global Funding I                                                         | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    581000 | PA      | $588138.54    | 0.14%             | 2035-05-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    914000 | PA      | $908642.79    | 0.22%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-SCHATZ FUT SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -53 | NC      | $10046.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    646000 | PA      | $655063.44    | 0.16%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                  | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      1377 | NS      | $39835.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                             | Cloudflare Inc                                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       572 | NS      | $118792.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                          | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        62 | NS      | $213898.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      7013 | NS      | $615390.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    544000 | PA      | $544826.85    | 0.13%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                        | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    395000 | PA      | $429055.54    | 0.10%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                   | Rexel SA                                                                        | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |       410 | NS      | $12436.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                        | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       382 | NS      | $27412.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                                | Keyera Corp                                                                     | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |      1533 | NS      | $48127.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2084 | NS      | $190403.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                   | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       582 | NS      | $53398.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                       | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       814 | NS      | $88791.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                          | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1915 | NS      | $229838.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                      | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       975 | NS      | $145489.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                            | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     66300 | NS      | $1618810.34   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                   | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1431 | NS      | $106881.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                  | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       514 | NS      | $103260.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                   | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       489 | NS      | $56142.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                  | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      9691 | NS      | $346965.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                      | TFI International Inc                                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       237 | NS      | $20610.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2974000 | PA      | $2702060.65   | 0.65%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                       | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264182.71   | 0.30%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                         | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    648000 | PA      | $664981.51    | 0.16%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                      | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1596 | NS      | $174187.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                       | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2944 | NS      | $176492.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        74 | NS      | $38454.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                      | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      4600 | NS      | $41439.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1380525.15   | 0.33%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    903000 | PA      | $909846.83    | 0.22%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                         | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       213 | NS      | $61765.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      3083 | NS      | $288877.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                       | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      2135 | NS      | $9755.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    239000 | PA      | $243171.60    | 0.06%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                  | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1915 | NS      | $509466.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd                                              | Capcom Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      1100 | NS      | $28273.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                    | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       853 | NS      | $133622.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD CNH                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $20674.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       731 | NS      | $139087.37    | 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        |    883000 | PA      | $899216.75    | 0.22%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                      | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       317 | NS      | $198613.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                               | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     70160 | NS      | $1229421.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                      | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       316 | NS      | $98468.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                      | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1113 | NS      | $114694.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      1225 | NS      | $12257.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                     | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      5880 | NS      | $216967.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1072356.11   | 0.26%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    420000 | PA      | $443964.50    | 0.11%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                     | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       130 | NC      | $308100.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    904000 | PA      | $910405.94    | 0.22%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                        | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       373 | NS      | $87983.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED SEK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-5780.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                                         | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       790 | NS      | $17229.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                               | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       404 | NS      | $67031.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3634 | NS      | $120757.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974506.34   | 0.47%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      1400 | NS      | $30683.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                  | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     17959 | NS      | $1308041.49   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      1045 | NS      | $27742.52     | 0.01%             |  |  |  | No            |                  1 | 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        |       626 | NS      | $43149.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                          | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       473 | NS      | $73750.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc                                       | Toray Industries Inc                                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |      5100 | NS      | $35104.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                               | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1248 | NS      | $643631.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $-112959.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    903000 | PA      | $870143.99    | 0.21%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1042196.26   | 0.25%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2394 | NS      | $107586.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                 | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        58 | NS      | $22629.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                    | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      4905 | NS      | $323195.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                     | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267852.03    | 0.06%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                 | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       485 | NS      | $69388.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                    | Bank of Nova Scotia/The                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       947 | NS      | $52687.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                 | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    665000 | PA      | $525555.09    | 0.13%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                   | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    533000 | PA      | $546070.40    | 0.13%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      1322 | NS      | $84424.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                       | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        40 | NS      | $19514.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                                | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     11500 | NS      | $358192.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                               | Metro Inc/CN                                                                    | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       857 | NS      | $65530.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2214 | NS      | $492725.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       205 | NC      | $2943396.70   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                              | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2436 | NS      | $219824.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    543000 | PA      | $532376.86    | 0.13%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                        | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        57 | NS      | $13197.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2363 | NS      | $103286.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $610483.08    | 0.15%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                   | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       169 | NS      | $27474.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1473 | NS      | $106247.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                                | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     18855 | NS      | $1412376.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                 | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6512 | NS      | $1148130.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                               | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1834 | NS      | $30132.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                   | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    338000 | PA      | $352562.05    | 0.08%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                       | Coterra Energy, Inc.                                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     19579 | NS      | $477531.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2028 | NS      | $279701.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                                           | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      1500 | NS      | $36972.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                      | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4107 | NS      | $743613.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                              | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       279 | NS      | $16321.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                              | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       245 | NS      | $68178.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                   | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      2008 | NS      | $71710.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    885000 | PA      | $888584.48    | 0.21%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                        | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       195 | NS      | $53560.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $971250.00    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    382000 | PA      | $383356.05    | 0.09%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                         | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       700 | NS      | $126863.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                        | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1372 | NS      | $94338.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                               | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       647 | NS      | $16867.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                      | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       229 | NS      | $30386.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     18328 | NS      | $3517143.20   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIS FUNDING TRUST                                        | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1188387.02   | 0.28%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | BBG IG CREDIT FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCR              |  | US        |      -162 | NC      | $-2611.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Ltd                                        | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      7682 | NS      | $25795.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                     | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        15 | NC      | $11475.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    897000 | PA      | $901119.26    | 0.22%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                   | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3011 | NS      | $281046.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                              | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       162 | NS      | $17431.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       424 | NS      | $52397.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                     | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         8 | NC      | $900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                   | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       597 | NS      | $40351.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      1480 | NS      | $158034.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                         | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      1299 | NS      | $19771.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                        | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       491 | NS      | $37867.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1353027 | NS      | $1390188.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                               | Hong Kong & China Gas Co Ltd                                                    | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     20735 | NS      | $18516.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $2079165.92   | 0.50%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                   | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      5687 | NS      | $1964687.89   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       590 | NS      | $12207.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                            | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2085 | NS      | $196990.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                              | Celestica Inc                                                                   | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       325 | NS      | $64974.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      4754 | NS      | $215295.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1647000 | PA      | $1720720.18   | 0.41%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                        | SPI 200 FUTURES SEP25                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        32 | NC      | $83754.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO                                     | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    262000 | PA      | $271527.77    | 0.06%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                           | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      6034 | NS      | $1909930.93   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                       | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      1774 | NS      | $35923.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       638 | NS      | $93014.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                             | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       329 | NS      | $55008.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                     | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      8109 | NS      | $850796.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                 | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       363 | NS      | $33268.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                 | CONSTELLATION SOFTWARE INC                                                      | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |        52 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Futu Holdings Ltd                                          | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       220 | NS      | $33809.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $116377.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                  | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       693 | NS      | $37546.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                   | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      1491 | NS      | $72876.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                                      | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       400 | NS      | $49403.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                 | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       414 | NS      | $112583.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       327 | NS      | $92567.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       503 | NS      | $56426.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                          | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4230 | NS      | $401173.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                            | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1264 | NS      | $56943.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                    | NTT Inc                                                                         | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     16100 | NS      | $16302.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                      | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       431 | NS      | $92134.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                        | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       933 | NS      | $148953.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                  | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      1266 | NS      | $31232.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2318000 | PA      | $2097079.88   | 0.50%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                             | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1111 | NS      | $173027.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sulzer AG                                                  | Sulzer AG                                                                       | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |       304 | NS      | $58835.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                 | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        92 | NS      | $11776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                              | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       842 | NS      | $115082.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                  | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1047 | NS      | $80891.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                 | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       931 | NS      | $129353.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                       | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       682 | NS      | $35545.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                    | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8144 | NS      | $1225427.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    264000 | PA      | $271293.24    | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                           | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3624 | NS      | $215139.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    444000 | PA      | $445291.80    | 0.11%             | 2035-03-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                 | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       168 | NS      | $31787.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                           | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      4566 | NS      | $219547.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1450241.97   | 0.35%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                          | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       388 | NS      | $43359.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17267.50     | 0.00%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                          | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      7691 | NS      | $53528.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                           | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |       371 | NS      | $11130.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED TWD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |         1 | NC      | $-55422.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III                                   | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $285609.31    | 0.07%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       686 | NS      | $153369.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503176.88    | 0.12%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                              | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       257 | NS      | $38357.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                      | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      1200 | NS      | $29602.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985747.97    | 0.24%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                   | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     27177 | NS      | $1412681.57   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                     | Koninklijke Philips NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      1677 | NS      | $44208.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                             | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       333 | NS      | $62660.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                 | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      1600 | NS      | $33050.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $1913844.67   | 0.46%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       174 | NS      | $63965.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       169 | NS      | $38765.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                               | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EC               | CORP              | DE        |        54 | NS      | $11557.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       494 | NS      | $157027.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                   | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1200 | NS      | $54190.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       239 | NS      | $41676.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    903000 | PA      | $894575.19    | 0.21%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                      | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       181 | NS      | $50318.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                               | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      1600 | NS      | $110079.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     16804 | NS      | $8964934.00   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                          | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      1357 | NS      | $53521.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    885000 | PA      | $909466.59    | 0.22%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                        | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      9100 | NS      | $60646.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                   | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      6211 | NS      | $54811.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                       | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        66 | NS      | $8514.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                              | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      2322 | NS      | $111055.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                      | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       278 | NS      | $49553.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                         | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2506 | NS      | $364873.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       424 | NS      | $88357.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $-40291.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2733252.05   | 0.65%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                  | Neste Oyj                                                                       | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       597 | NS      | $9425.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                  | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        65 | NS      | $16059.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                               | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       219 | NS      | $19516.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                            | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       182 | NS      | $20666.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                  | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       144 | NS      | $27900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    547000 | PA      | $437185.93    | 0.10%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                         | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       205 | NS      | $38101.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                          | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1322 | NS      | $375712.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                        | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       124 | NS      | $93680.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                              | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1034 | NS      | $191114.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                      | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1276 | NS      | $229756.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                  | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       459 | NS      | $20168.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                         | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1244 | NS      | $108178.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                 | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      4800 | NS      | $38307.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                  | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       316 | NS      | $21690.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                    | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       166 | NS      | $58383.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                   | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       280 | NS      | $62604.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2582000 | PA      | $2418020.07   | 0.58%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orion Oyj                                                  | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      1780 | NS      | $142802.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                  | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       559 | NS      | $194442.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                            | Gold Fields Ltd                                                                 | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      1088 | NS      | $26503.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUST FIBRAUNO                                             | Trust Fibra Uno                                                                 | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              |  | MX        |    466000 | PA      | $492201.78    | 0.12%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                    | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    362000 | PA      | $369409.60    | 0.09%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                               | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1580 | NS      | $620513.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                             | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         7 | NS      | $13863.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                     | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       522 | NS      | $228677.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Goldcorp Corp.                                     | Newmont Goldcorp Corp.                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1043 | NS      | $64770.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                   | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        18 | NS      | $31030.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699000 | PA      | $463419.59    | 0.11%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                   | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       165 | NS      | $52108.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     55339 | NS      | $9843147.93   | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp                                                 | Ebara Corp                                                                      | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |      2800 | NS      | $51989.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                   | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    479000 | PA      | $479963.83    | 0.11%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                          | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    826000 | PA      | $841039.63    | 0.20%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103284.91    | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                               | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3068 | NS      | $465231.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504573.41   | 0.36%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                | Adobe, Inc.                                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1099 | NS      | $393101.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                    | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1271 | NS      | $22776.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                  | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      2558 | NS      | $43711.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    645000 | PA      | $624829.84    | 0.15%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                          | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       201 | NS      | $44768.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      4136 | NS      | $201449.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                                           | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       600 | NS      | $22527.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                       | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       973 | NS      | $222972.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARM Holdings PLC                                           | ARM Holdings PLC                                                                | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |      3354 | NS      | $474171.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                    | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      6519 | NS      | $122080.10    | 0.03%             |  |  |  | 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        |    644000 | PA      | $515340.69    | 0.12%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237479.33    | 0.06%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                            | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       978 | NS      | $38951.04     | 0.01%             |  |  |  | No            |                  1 | 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        |        53 | NS      | $13720.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     10738 | NS      | $2070930.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    914000 | PA      | $803074.65    | 0.19%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                         | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $302852.04    | 0.07%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                            | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       455 | NS      | $121657.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                     | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    792000 | PA      | $803186.29    | 0.19%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      7990 | NS      | $1312238.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                              | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       201 | NS      | $37928.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                     | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1235 | NS      | $100874.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd                            | Mitsui Mining & Smelting Co Ltd                                                 | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |       700 | NS      | $29940.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      5870 | NS      | $577138.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                      | Great-West Lifeco Inc                                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |       824 | NS      | $30941.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                                   | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   1585300 | NS      | $797226.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       794 | NS      | $49307.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       331 | NS      | $34784.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                                    | DuPont de Nemours, Inc.                                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       662 | NS      | $47597.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                  | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       152 | NS      | $29150.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $78018.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                            | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        84 | NS      | $52709.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                               | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       201 | NS      | $20644.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                          | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      1765 | NS      | $54464.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1382904.72   | 0.33%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                         | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      5321 | NS      | $633784.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                          | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     21849 | NS      | $69785.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                               | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     35321 | NS      | $896118.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                  | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       828 | NS      | $381095.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                | PURCHASED DKK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |         1 | NC      | $-13063.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                      | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    899000 | PA      | $899751.63    | 0.22%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                 | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       310 | NS      | $67815.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                        | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       191 | NS      | $77570.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       346 | NS      | $34773.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    229000 | PA      | $228862.69    | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       884 | NS      | $299366.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       742 | NS      | $147806.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                      | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177586.07    | 0.04%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      9363 | NS      | $917386.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                            | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      5300 | NS      | $108952.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp                                                  | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       600 | NS      | $18755.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                          | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      1169 | NS      | $41143.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                        | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      3900 | NS      | $40823.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    486000 | PA      | $446085.76    | 0.11%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                           | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     14612 | NS      | $992008.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                               | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      6105 | NS      | $609889.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co Ltd                                               | Eisai Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       400 | NS      | $11334.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1875000 | PA      | $1750793.21   | 0.42%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1712 | NS      | $209267.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        56 | NS      | $13321.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                       | Royal Bank of Canada                                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      2400 | NS      | $307950.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                             | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       165 | NS      | $44870.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                               | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      3000 | NS      | $36038.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1607724.55   | 0.38%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                 | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       272 | NS      | $36015.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                              | Sanrio Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |       700 | NS      | $28886.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                           | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      6138 | NS      | $685246.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                         | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       527 | NS      | $18643.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2154 | NS      | $136218.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division           | FTSE 100 IDX FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -31 | NC      | $-102730.29   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                    | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      3300 | NS      | $57607.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                             | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1129 | NS      | $222637.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                  | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      3381 | NS      | $295954.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    794000 | PA      | $811073.25    | 0.19%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                  | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       276 | NS      | $25899.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                   | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $594694.97    | 0.14%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1131 | NS      | $85017.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    730000 | PA      | $628118.40    | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                      | Republic Services Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431493.49    | 0.10%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                             | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      4000 | NS      | $19566.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FUNDING TRUST                                       | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1813663.10   | 0.43%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                               | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      2900 | NS      | $1061538.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      2657 | NS      | $87887.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                     | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1066 | NS      | $132334.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                         | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1952 | NS      | $248997.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                  | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      1810 | NS      | $39411.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                  | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3284 | NS      | $520021.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1750393.41   | 0.42%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                      | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       457 | NS      | $85337.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                     | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1473 | NS      | $118385.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    856000 | PA      | $881195.05    | 0.21%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                    | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1041 | NS      | $107743.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    165000 | PA      | $162041.44    | 0.04%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                     | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2599218.35   | 0.62%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418527.50    | 0.10%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                        | Shift4 Payments Inc                                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $14214.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                     | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $-33216.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rambus Inc                                                 | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       282 | NS      | $20848.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                                | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      2600 | NS      | $39094.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                    | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       884 | NS      | $68014.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                              | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      1816 | NS      | $60068.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                            | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       635 | NS      | $77655.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                           | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       558 | NS      | $53116.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    510000 | PA      | $437962.91    | 0.10%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                        | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    362000 | PA      | $360272.80    | 0.09%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $973627.18    | 0.23%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                            | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4331 | NS      | $539339.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                   | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      2410 | NS      | $53960.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    406000 | PA      | $413492.33    | 0.10%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    305000 | PA      | $218808.15    | 0.05%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                                | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       281 | NS      | $21044.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    550000 | PA      | $469029.43    | 0.11%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                    | Texas Pacific Land Corp                                                         | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $13553.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                         | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     60360 | NS      | $972515.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                  | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      2800 | NS      | $42434.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                      | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      5305 | NS      | $311668.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $-14068.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                        | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      2700 | NS      | $24869.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $4625.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    914000 | PA      | $892055.32    | 0.21%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                     | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3805 | NS      | $1795503.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                      | ESCO Technologies Inc                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       143 | NS      | $27699.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                        | Texas Roadhouse Inc                                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1243 | NS      | $230116.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                           | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        46 | NS      | $92381.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group                          | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |     62494 | NS      | $1311749.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                    | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     36864 | NS      | $676326.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                               | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       147 | NS      | $36786.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                    | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       363 | NS      | $81277.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                          | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       127 | NS      | $38609.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                        | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     37583 | NS      | $227100.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                    | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     22500 | NS      | $1350596.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                           | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        10 | NS      | $19947.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                             | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      6044 | NS      | $92241.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    479000 | PA      | $451874.76    | 0.11%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                         | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    864000 | PA      | $887525.07    | 0.21%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2069433.24   | 0.50%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                 | Sabra Health Care REIT Inc                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      2672 | NS      | $48176.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                     | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        92 | NC      | $69460.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                        | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       232 | NS      | $373162.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1597 | NS      | $1851561.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1049 | NS      | $382433.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                            | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     10197 | NS      | $1524965.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                          | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      3086 | NS      | $65515.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                         | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     33480 | NS      | $149772.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      1552 | NS      | $41790.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    824000 | PA      | $791702.33    | 0.19%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                   | Principal Life Global Funding II                                                | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    313000 | PA      | $316876.96    | 0.08%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                     | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1080 | NS      | $519577.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                     | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |         1 | NC      | $-30814.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                 | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      1600 | NS      | $45315.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                     | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       381 | NS      | $25214.58     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sika AG                                                    | Sika AG                                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       146 | NS      | $34619.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                 | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1564 | NS      | $409392.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                             | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2002 | NS      | $1134072.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    954000 | PA      | $949228.20    | 0.23%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                      | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       768 | NS      | $177139.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     11991 | NS      | $328673.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -56 | NC      | $20628.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                           | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       357 | NS      | $36813.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                               | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       463 | NS      | $15195.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                  | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      2200 | NS      | $64118.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                                | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       160 | NS      | $18332.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                      | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      3785 | NS      | $113399.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $680942.95    | 0.16%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                               | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     10595 | NS      | $3111751.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    317000 | PA      | $312916.98    | 0.07%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                  | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       742 | NS      | $218964.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                       | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      3556 | NS      | $77287.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     10323 | NS      | $487968.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-82968.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                                 | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       301 | NS      | $21614.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                          | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     13300 | NS      | $237821.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                 | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       304 | NS      | $99347.20     | 0.02%             |  |  |  | No            |                  1 | 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        |      1600 | NS      | $43129.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    237000 | PA      | $241977.04    | 0.06%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                   | Snap Inc                                                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      1471 | NS      | $13871.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                              | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      3791 | NS      | $33584.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc                                   | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |        80 | NS      | $73580.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                  | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3825 | NS      | $1179132.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      8547 | NS      | $384273.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                      | Novonesis Novozymes B                                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |       785 | NS      | $51103.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                 | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      4400 | NS      | $62659.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                        | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      8486 | NS      | $304859.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                                | Swissquote Group Holding SA                                                     | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |        26 | NS      | $17429.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                               | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      5565 | NS      | $130127.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                         | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2324 | NS      | $854093.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                                | HOCHTIEF AG                                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       380 | NS      | $83131.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                            | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    530000 | PA      | $449140.20    | 0.11%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                 | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      5843 | NS      | $115691.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                                       | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      1300 | NS      | $43836.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                             | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       619 | NS      | $52912.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1161681.57   | 0.28%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                              | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2415 | NS      | $143633.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                     | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |     36100 | NS      | $61167.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                         | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      4700 | NS      | $48901.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                         | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1358 | NS      | $24797.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                 | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      1386 | NS      | $81299.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI PLC                                                    | IMI PLC                                                                         | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |       640 | NS      | $18780.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                           | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      1341 | NS      | $38809.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                 | Eurobank Ergasias Services and Holdings SA                                      | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |      5065 | NS      | $18716.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1249.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                              | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      4664 | NS      | $184160.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                           | Radian Group Inc                                                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       475 | NS      | $15489.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                    | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    550000 | PA      | $553189.52    | 0.13%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                             | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $15603.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2500000 | PA      | $2286360.93   | 0.55%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    697000 | PA      | $707934.34    | 0.17%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                        | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2790 | NS      | $352070.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                          | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137075.83    | 0.03%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                 | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     10855 | NS      | $1609784.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1330517.81   | 0.32%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                 | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       377 | NS      | $84255.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                               | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       475 | NS      | $49794.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                                                  | Nexans SA                                                                       | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |       228 | NS      | $32914.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                      | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       700 | NS      | $20761.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       366 | NS      | $25499.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                              | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      4275 | NS      | $47324.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                               | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       427 | NS      | $62051.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                    | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       170 | NS      | $38202.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                        | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      7744 | NS      | $954215.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                       | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    817000 | PA      | $842563.60    | 0.20%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                             | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      1222 | NS      | $44681.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                    | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       781 | NS      | $38467.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Electric Co Ltd                                 | HD Hyundai Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       254 | NS      | $91760.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                               | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      5954 | NS      | $56056.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    535000 | PA      | $603099.09    | 0.14%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       844 | NS      | $617723.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                             | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1642 | NS      | $1156323.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                             | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       404 | NS      | $28813.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242321.53    | 0.06%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                   | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2058 | NS      | $73141.32     | 0.02%             |  |  |  | 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        |    599000 | PA      | $610701.11    | 0.15%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                            | Brookfield Asset Management Ltd                                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |       677 | NS      | $41745.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                                 | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      2000 | NS      | $38633.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                          | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      3613 | NS      | $101380.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       494 | NS      | $357453.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1575 | NS      | $90200.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                                 | Acuity Inc                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $30200.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                               | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     81603 | NS      | $1164066.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      7279 | NS      | $292906.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                             | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       314 | NS      | $296139.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                     | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1249 | NS      | $48486.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                   | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      1100 | NS      | $20687.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co Ltd                                             | Niterra Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |       500 | NS      | $17320.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                        | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        56 | NS      | $27452.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                 | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       546 | NS      | $43461.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $44605.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                    | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       617 | NS      | $107415.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      2865 | NS      | $90689.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    664000 | PA      | $675453.40    | 0.16%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      3150 | NS      | $78767.36     | 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        |      7100 | NS      | $181501.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    700000 | PA      | $434312.93    | 0.10%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                 | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       504 | NS      | $40022.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                          | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       693 | NS      | $46474.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                           | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    507000 | PA      | $515859.16    | 0.12%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                    | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1410 | NS      | $466540.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                            | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       999 | NS      | $57474.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                 | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       459 | NS      | $37073.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        12 | NS      | $50393.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1455425.04   | 0.35%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | XAP CONS STAPLES SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -105 | NC      | $139188.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                  | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      3143 | NS      | $180200.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                      | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     32900 | NS      | $64867.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                                | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      3700 | NS      | $119366.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                     | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1496 | NS      | $69923.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                              | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      3636 | NS      | $268175.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                               | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      1721 | NS      | $73056.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                        | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4995 | NS      | $1354044.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                          | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      3600 | NS      | $39783.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                 | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1081 | NS      | $566843.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                              | Hydro One Ltd                                                                   | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      3272 | NS      | $115710.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       244 | NS      | $43933.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                  | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       352 | NS      | $241210.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                         | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       801 | NS      | $179928.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                  | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       739 | NS      | $60619.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2548 | NS      | $249016.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       592 | NS      | $44962.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                    | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       766 | NS      | $196073.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Ltd                                      | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       265 | NS      | $11829.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                  | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       815 | NS      | $80978.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED HKD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-2482.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                          | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       824 | NS      | $54466.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2655642.27   | 0.64%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       935 | NS      | $113733.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                 | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       691 | NS      | $273791.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                              | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2314 | NS      | $517179.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                         | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5456 | NS      | $4219888.64   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $2028027.28   | 0.49%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                 | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      7451 | NS      | $173533.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                  | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     10700 | NS      | $1360915.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                               | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1241 | NS      | $333667.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                    | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      7216 | NS      | $131387.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PORTFOLIO LP                                         | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   1119000 | PA      | $977178.75    | 0.23%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                            | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       286 | NS      | $39050.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                 | CAN 10YR BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       198 | NC      | $-61633.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                    | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        88 | NS      | $17646.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                  | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        67 | NS      | $45448.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                            | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1695 | NS      | $296167.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                      | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1179 | NS      | $220083.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                               | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      5462 | NS      | $204694.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |      1311 | NS      | $28934.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                 | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      7214 | NS      | $308470.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                              | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      4433 | NS      | $111818.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                   | Generali                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      1989 | NS      | $74269.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4721 | NS      | $1198048.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                              | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $10291.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                     | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      5560 | NS      | $99898.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                               | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      1031 | NS      | $54518.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                   | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5732 | NS      | $903191.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                     | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-39511.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    928000 | PA      | $930674.60    | 0.22%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $34718.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                  | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       905 | NS      | $71775.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                             | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        20 | NS      | $35374.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                               | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       262 | NS      | $38403.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | XAV HEALTH CARE SEP25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        62 | NC      | $-348594.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                             | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       218 | NS      | $30622.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                    | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      5076 | NS      | $86369.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                              | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    898000 | PA      | $911990.04    | 0.22%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $779640.94    | 0.19%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                 | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       263 | NS      | $35310.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC LIFE GF II                                         | Pacific Life Global Funding II                                                  | CUSIP: 6944PL3L1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1540803.58   | 0.37%             | 2032-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                               | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       395 | NS      | $119728.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                               | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       589 | NS      | $47307.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                  | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       340 | NS      | $16025.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                   | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       458 | NS      | $208193.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                    | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       348 | NS      | $123787.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                             | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1894 | NS      | $1250589.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                             | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1087 | NS      | $188007.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                            | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1304 | NS      | $38454.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $-529.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                 | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       393 | NS      | $172803.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                          | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       229 | NS      | $46544.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp SA                                             | Redeia Corp SA                                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      2842 | NS      | $54973.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    402000 | PA      | $352554.86    | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                             | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       125 | NS      | $8920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       825 | NS      | $128056.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       489 | NS      | $139893.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $-4014.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                                 | Amrize Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1017 | NS      | $51410.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                    | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       294 | NS      | $67941.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                        | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     12800 | NS      | $1002440.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       232 | NS      | $37489.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    880000 | PA      | $891108.47    | 0.21%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                   | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       552 | NS      | $17228.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                          | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      2589 | NS      | $41424.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                          | MicroStrategy Inc                                                               | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       194 | NS      | $77960.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                        | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4685 | NS      | $321484.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                     | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       165 | NS      | $90816.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                     | Sun Life Financial Inc                                                          | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       630 | NS      | $38411.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                   | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        33 | NS      | $81005.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                  | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     11634 | NS      | $1046736.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                     | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1213 | NS      | $210576.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1307404.47   | 0.31%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                             | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1507 | NS      | $134364.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                        | TE Connectivity PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       750 | NS      | $154312.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                     | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      1312 | NS      | $53766.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                                | Cameco Corp                                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       668 | NS      | $50153.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                        | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3059 | NS      | $445115.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                   | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1232 | NS      | $170964.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225677.28    | 0.05%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                               | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     29029 | NS      | $142345.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                   | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       936 | NS      | $153307.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                             | TC Energy Corp                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      1194 | NS      | $57011.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings Inc                                  | MEITEC Group Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $23072.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                     | MSCI EMGMKT SEP25                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |      -162 | NC      | $-202078.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                            | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       287 | NS      | $41371.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    913000 | PA      | $880540.58    | 0.21%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $632222.18    | 0.15%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                 | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    672000 | PA      | $654535.70    | 0.16%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                              | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1978 | NS      | $292150.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                              | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      5100 | NS      | $130543.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       654 | NS      | $91546.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                   | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672878.68    | 0.16%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                            | Shiseido Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |       600 | NS      | $9769.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                               | Docusign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       322 | NS      | $24356.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                  | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     51407 | NS      | $1847674.37   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                             | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $33424.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                   | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       167 | NS      | $37296.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DAC                                       | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    892000 | PA      | $897882.74    | 0.21%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                     | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       240 | NS      | $17047.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -374 | NC      | $-256675.01   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                           | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1956 | NS      | $198436.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5645 | NS      | $804186.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX 50 SEP25                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -100 | NC      | $9620.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1222038.36   | 0.29%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                           | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1475671.88   | 0.35%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                            | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       787 | NS      | $344721.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                         | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     28062 | NS      | $241335.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE CORNERS FND TR III                                    | Five Corners Funding Trust III                                                  | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1183801.90   | 0.28%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                            | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       676 | NS      | $9874.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                           | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      6500 | NS      | $84453.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                                  | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550323.42    | 0.13%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                               | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        42 | NS      | $29872.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    880000 | PA      | $886492.75    | 0.21%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                               | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1639 | NS      | $240539.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                          | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    496000 | PA      | $432454.84    | 0.10%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sysmex Corp                                                | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      1200 | NS      | $19710.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                 | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      2546 | NS      | $62304.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                 | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      7409 | NS      | $1901562.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $141646.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                     | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      3779 | NS      | $74605.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    630000 | PA      | $445542.16    | 0.11%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       608 | NS      | $41048.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                 | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      1600 | NS      | $37856.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    675000 | PA      | $444442.56    | 0.11%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                               | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1237 | NS      | $44804.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                   | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      1900 | NS      | $52958.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3388000 | PA      | $2187082.88   | 0.52%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                               | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        44 | NS      | $165808.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | MSCI WORLD INDEX SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        56 | NC      | $291734.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                             | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     60851 | NS      | $743599.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                        | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       613 | NS      | $182304.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED HKD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HK        |         1 | NC      | $78451.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                 | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    287383 | NS      | $1364418.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       283 | NS      | $185895.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                   | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       235 | NS      | $121774.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                         | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       926 | NS      | $327794.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                           | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    900000 | PA      | $725859.99    | 0.17%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $456537.13    | 0.11%             | 2035-02-01      | Fixed         | 3.25%                 | 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        |     14683 | NS      | $1473439.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                        | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1471 | NS      | $126049.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                   | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       524 | NS      | $460611.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                 | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       551 | NS      | $24976.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                            | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      4820 | NS      | $35126.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                    | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    250000 | PA      | $256832.12    | 0.06%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                           | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      1900 | NS      | $50460.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The                           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       552 | NS      | $68663.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                                | Stantec Inc                                                                     | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       331 | NS      | $36181.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                               | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      2100 | NS      | $58488.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1910172.28   | 0.46%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $892283.77    | 0.21%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                    | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         4 | NS      | $30197.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                                | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      4200 | NS      | $461637.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                        | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       214 | NS      | $32632.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                              | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       335 | NS      | $232335.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444723.77    | 0.11%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    850000 | PA      | $874278.58    | 0.21%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1320 | NS      | $33435.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                          | Hess Midstream LP                                                               | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1296 | NS      | $56414.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                       | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       178 | NS      | $49610.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                 | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       132 | NS      | $32982.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    337000 | PA      | $343838.85    | 0.08%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                          | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       746 | NS      | $53488.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                               | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3099 | NS      | $334784.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                  | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       226 | NS      | $37043.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                              | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1795 | NS      | $125829.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                              | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1483 | NS      | $57243.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    458000 | PA      | $463804.69    | 0.11%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                      | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    729000 | PA      | $749710.42    | 0.18%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $45195.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                      | RPM International Inc                                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       286 | NS      | $33579.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    970000 | PA      | $874304.78    | 0.21%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                 | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      7700 | NS      | $228855.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                 | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       170 | NS      | $21930.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                     | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1768 | NS      | $202369.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                            | UPM-Kymmene Oyj                                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1695 | NS      | $44006.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                               | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       246 | NS      | $155833.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                               | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       551 | NS      | $51449.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2474400 | PA      | $2420272.50   | 0.58%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $3608.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1847951.78   | 0.44%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     28466 | NS      | $5908687.62   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                            | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      2000 | NS      | $168302.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                        | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     14313 | NS      | $1315702.73   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                               | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       976 | NS      | $192428.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1144771.55   | 0.27%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                  | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      8200 | NS      | $135153.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                         | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      1683 | NS      | $36424.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                              | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        71 | NS      | $38727.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1037171.79   | 0.25%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                         | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     64217 | NS      | $69559.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916852.82    | 0.22%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                     | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        13 | NC      | $910.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                  | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      3600 | NS      | $47673.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    353000 | PA      | $411255.17    | 0.10%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                  | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     15829 | NS      | $3824602.98   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       113 | NC      | $-37153.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                       | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5262 | NS      | $945949.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                              | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       271 | NS      | $105879.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                              | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       714 | NS      | $220983.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                      | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      1129 | NS      | $14530.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                 | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       631 | NS      | $19644.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                   | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $348685.44    | 0.08%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                        | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167433.32    | 0.04%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                   | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    815000 | PA      | $815977.83    | 0.20%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $-4206.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       153 | NS      | $15847.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                    | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      5211 | NS      | $161226.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                           | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       612 | NS      | $1452820.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                                     | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      2900 | NS      | $77480.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       690 | NS      | $121743.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1863033.74   | 0.45%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3593829.76   | 0.86%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                   | Sumitomo Forestry Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |      2400 | NS      | $24549.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                            | Alamos Gold Inc                                                                 | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      1287 | NS      | $31274.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                            | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        41 | NS      | $42621.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                         | Franco-Nevada Corp                                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       555 | NS      | $88409.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                        | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       624 | NS      | $25939.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                             | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      2645 | NS      | $33666.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                            | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2166 | NS      | $516396.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2988 | NS      | $346493.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                        | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       745 | NS      | $92841.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                           | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        11 | NS      | $13570.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                            | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      2480 | NS      | $36227.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                          | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      8545 | NS      | $119620.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    243000 | PA      | $245038.27    | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                           | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      1000 | NS      | $24920.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                              | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     19800 | NS      | $185136.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                 | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       107 | NS      | $28821.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                   | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      1000 | NS      | $29171.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                            | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      1481 | NS      | $37099.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                      | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     10500 | NS      | $48219.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                         | Siemens Funding BV                                                              | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208526.91    | 0.05%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $-4711.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED JPY / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-52567.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                       | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     24500 | NS      | $1716560.51   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                                | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       700 | NS      | $42083.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELROSE FUNDING TRUST II                                   | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $594442.14    | 0.14%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                                  | Toast Inc                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       870 | NS      | $42490.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       537 | NS      | $28138.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1281948.50   | 0.31%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                  | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     26196 | NS      | $779788.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                       | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       360 | NS      | $1981461.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1690 | NS      | $55178.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3132 | NS      | $244671.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                  | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       526 | NS      | $173778.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       181 | NS      | $142115.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                       | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5481 | NS      | $459581.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                      | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       640 | NS      | $107142.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                             | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1213 | NS      | $668484.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                            | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      1166 | NS      | $69866.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                           | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       106 | NS      | $25361.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                              | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     18535 | NS      | $1422931.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                    | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      1392 | NS      | $132866.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -41 | NC      | $16009.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $3566021.26   | 0.85%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1085260.98   | 0.26%             | 2033-06-20      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                               | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2773 | NS      | $42609.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                             | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2104 | NS      | $1557107.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                  | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      1200 | NS      | $48732.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                          | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       336 | NS      | $38889.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                         | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2284 | NS      | $64791.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                          | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       738 | NS      | $85904.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                        | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       363 | NS      | $29021.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1547371.16   | 0.37%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8462 | NS      | $2506782.88   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    467000 | PA      | $452631.79    | 0.11%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SharkNinja Inc                                             | SharkNinja Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       257 | NS      | $29837.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     21343 | NS      | $4996609.73   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                      | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      6484 | NS      | $1688944.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                     | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1581 | NS      | $39208.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                         | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |       816 | NS      | $25948.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1551 | NS      | $40160.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                   | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     32450 | NS      | $1282600.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA             | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       532 | NS      | $30598.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                 | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1178 | NS      | $106656.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                              | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      2600 | NS      | $38422.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                     | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       778 | NS      | $341526.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                            | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       161 | NS      | $231311.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -100 | NC      | $-40549.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                      | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      3800 | NS      | $1168726.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                          | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1667479.54   | 0.40%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    508000 | PA      | $479037.34    | 0.11%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                        | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       384 | NS      | $145059.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |  12141392 | NS      | $12141391.68  | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                     | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       679 | NS      | $362796.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Konecranes Oyj                                             | Konecranes Oyj                                                                  | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |       344 | NS      | $28775.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                   | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       538 | NS      | $11706.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     15643 | NS      | $677498.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    824000 | PA      | $900609.69    | 0.22%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                                        | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3177 | NS      | $950907.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                     | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       823 | NS      | $47054.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                           | Canadian Pacific Kansas City Ltd                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1263 | NS      | $92883.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                 | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1319 | NS      | $283585.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                    | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1773585.62   | 0.42%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                                | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      8140 | NS      | $375498.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                             | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       773 | NS      | $125004.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      5296 | NS      | $88481.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                      | Kirin Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      5600 | NS      | $74233.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                             | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       837 | NS      | $322010.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                        | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1561 | NS      | $175284.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL                                     | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    906000 | PA      | $925648.47    | 0.22%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $363989.94    | 0.09%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                            | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      6000 | NS      | $118885.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                   | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     83562 | NS      | $1021770.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                             | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5301 | NS      | $505397.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $1055189.41   | 0.25%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     27850 | NS      | $339406.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    699000 | PA      | $621971.76    | 0.15%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     13288 | NS      | $1047243.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-14

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer