# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070982
**Filing Date:** 2026-2
**Character Count:** 795475
**Document Hash:** 0023d73400e792ca26da4bb4b8a0e725
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070982.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070982

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677554

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/JPMORGAN GLOBAL ALLOCATION FUND (Series ID: S000044434)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000138276 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (A) |  |
| C000138277 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/JPMorgan Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000044434

- **c. LEI of Series:** 5493006EPIXV8QL7UN39

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $891787568.37

**Total Liabilities:** $9686743.89

**Net Assets:** $882100824.48

**Cash Not Reported:** $14252154.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -160.378084678154 | **1-Year:** -2894.408170553905 | **5-Year:** -10913.384525742832 | **10-Year:** -13185.263744874180 | **30-Year:** -10185.265656259621

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

- **3-Month:** -41.821786163747 | **1-Year:** -9084.768185200868 | **5-Year:** -18567.177891375228 | **10-Year:** -945.641566782421 | **30-Year:** -11288.281641220500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138276 | 0.77%                | 0.00%                | 0.77%                |
| Class ID C000138277 | 0.75%                | 0.06%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7498893.89             | $14757727.57                               |
| Month 2  | $5749740.69              | $-6894408.01                               |
| Month 3  | $11409597.88             | $-6858425.12                               |

**Designated Index Information**

- **Index Name:** 60% Morningstar Global TME, 40% Barclays Global Agg Bond

- **Index Identifier:** MSGLTMEGRUSD/LHMN0038

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                    | JNL Government Money Market Fund - Class SL                                               | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     5081620 | NS      | $5081620.49   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      458150 | PA      | $-8854.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      240000 | PA      | $-406.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | THAI BAHT                                                                                 | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | TH        |     2618399 | PA      | $766.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     2592462 | PA      | $3755.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | HUNGARIAN FORINT                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | HU        |     4658350 | PA      | $27.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      250000 | PA      | $-209.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      283784 | PA      | $1101.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | ROMANIAN LEU                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | RO        |      298597 | PA      | $394.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | PHILIPPINE PESO                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | PH        |     3430689 | PA      | $194.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       41618 | PA      | $-402.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       67969 | PA      | $1391.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | BRAZILIAN REAL                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |      228963 | PA      | $773.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | JP        |    12682465 | PA      | $-1274.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | POLISH ZLOTY                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | PL        |     1996965 | PA      | $2222.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | CA        |       20000 | PA      | $55.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      140138 | PA      | $348.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Professional Clearing Corp.                                                 | ROMANIAN LEU                                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | RO        |      299800 | PA      | $336.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | MEXICAN PESO                                                                              | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | MX        |     1196240 | PA      | $62.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      580563 | PA      | $-357.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | BRAZILIAN REAL                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |      424764 | PA      | $-947.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      284060 | PA      | $-2531.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |     2354756 | PA      | $-74.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | AU        |      124591 | PA      | $289.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | ISRAELI SHEKEL                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | IL        |     2074459 | PA      | $4215.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | CZECH KORUNA                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | CZ        |    12176250 | PA      | $2243.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | INDIAN RUPEE                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | IN        |     7466364 | PA      | $191.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |       70736 | PA      | $218.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      275952 | PA      | $-345.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CA        |     2073595 | PA      | $2456.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      569285 | PA      | $629.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |      502000 | PA      | $1963.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     3403494 | PA      | $-9095.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       64213 | PA      | $-2061.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       91286 | PA      | $-169.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | BRAZILIAN REAL                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |     1309194 | PA      | $-751.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | DANISH KRONE                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | DK        |     4680518 | PA      | $728.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      305637 | PA      | $-690.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | ROMANIAN LEU                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | RO        |      298369 | PA      | $387.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | GB        |       66834 | PA      | $1035.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       15107 | PA      | $74.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | BRAZILIAN REAL                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |      317518 | PA      | $374.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       92446 | PA      | $-76.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | MEXICAN PESO                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | MX        |     2261951 | PA      | $95.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | GB        |      755901 | PA      | $-3352.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CA        |        4800 | PA      | $-6.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       83630 | PA      | $-62.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      111577 | PA      | $55.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      111345 | PA      | $143.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | THAI BAHT                                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | TH        |     1904650 | PA      | $-859.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       11785 | PA      | $-66.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      401163 | PA      | $-2283.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       84845 | PA      | $-631.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      394145 | PA      | $-2326.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | CHINESE YUAN RENMINBI                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | CN        |     9993426 | PA      | $10461.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | HUNGARIAN FORINT                                                                          | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | HU        |    54561126 | PA      | $508.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      310963 | PA      | $148.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       55870 | PA      | $-72.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      494870 | PA      | $-1971.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      826444 | PA      | $-2949.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       42535 | PA      | $293.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | SWISS FRANC                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CH        |      592912 | PA      | $1546.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       48629 | PA      | $-416.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      208762 | PA      | $535.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        8163 | PA      | $-45.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       44318 | PA      | $215.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       40787 | PA      | $-666.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      275093 | PA      | $-2728.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       83932 | PA      | $-1569.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      260000 | PA      | $372.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | MEXICAN PESO                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | MX        |     2816146 | PA      | $280.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       83213 | PA      | $-660.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | MALAYSIAN RINGGIT                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | MY        |     2195167 | PA      | $5479.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      242720 | PA      | $1502.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       13770 | PA      | $-204.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      186644 | PA      | $-217.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      154634 | PA      | $-1332.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | SINGAPORE DOLLAR                                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | SG        |       85978 | PA      | $167.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | MEXICAN PESO                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MX        |     1195487 | PA      | $877.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      275252 | PA      | $-2212.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |  3205881583 | PA      | $-137942.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | THAI BAHT                                                                                 | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TH        |    46144945 | PA      | $2884.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | CHILEAN PESO                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CL        |   449785765 | PA      | $7246.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | AU        |      417381 | PA      | $2585.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | JP        |     5000000 | PA      | $-52.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      325141 | PA      | $-1405.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | BRAZILIAN REAL                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |      229008 | PA      | $531.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     2193546 | PA      | $2821.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      116159 | PA      | $-665.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |      520000 | PA      | $1597.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      138102 | PA      | $678.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       16968 | PA      | $-83.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      285569 | PA      | $226.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | PHILIPPINE PESO                                                                           | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | PH        |     4873892 | PA      | $212.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | AU        |      125825 | PA      | $333.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |      590000 | PA      | $3922.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | CZECH KORUNA                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CZ        |     5341309 | PA      | $1192.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      241429 | PA      | $-1857.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      220000 | PA      | $-440.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | THAI BAHT                                                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | TH        |     3189948 | PA      | $119.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      284488 | PA      | $-2068.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      105839 | PA      | $-481.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | SINGAPORE DOLLAR                                                                          | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | SG        |       64168 | PA      | $64.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      105786 | PA      | $-200.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | BRAZILIAN REAL                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |      613795 | PA      | $-1445.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | MALAYSIAN RINGGIT                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | MY        |      113153 | PA      | $212.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |      500000 | PA      | $1231.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      278088 | PA      | $-845.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       36285 | PA      | $236.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       74270 | PA      | $-183.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      138730 | PA      | $-1152.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      474935 | PA      | $4780.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | ROMANIAN LEU                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | RO        |      298865 | PA      | $385.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       39692 | PA      | $316.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       91774 | PA      | $-782.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       75894 | PA      | $-218.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | NEW ZEALAND DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | NZ        |     3689173 | PA      | $-20481.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     5034632 | PA      | $4852.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     4093046 | PA      | $-32653.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      243787 | PA      | $296.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | POLISH ZLOTY                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | PL        |     3953376 | PA      | $4165.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       81656 | PA      | $-866.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | SWEDISH KRONA                                                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | SE        |    21291000 | PA      | $18201.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |        4045 | PA      | $1.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      282432 | PA      | $-4362.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | THAI BAHT                                                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | TH        |    28265588 | PA      | $3800.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       23443 | PA      | $-190.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | SWEDISH KRONA                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | SE        |     2636111 | PA      | $1129.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       83138 | PA      | $-618.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | ROMANIAN LEU                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | RO        |      300496 | PA      | $304.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |       68210 | PA      | $-563.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | CZECH KORUNA                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | CZ        |     1714341 | PA      | $139.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |     4374415 | PA      | $2024.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     1339254 | PA      | $-485.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | AU        |      100000 | PA      | $168.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       78500 | PA      | $-260.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       63581 | PA      | $-699.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      167293 | PA      | $1416.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | ROMANIAN LEU                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | RO        |     1872585 | PA      | $989.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       95752 | PA      | $1248.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     1881140 | PA      | $-3869.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      423555 | PA      | $1489.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |     3643075 | PA      | $-42.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     5430228 | PA      | $-7673.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       72720 | PA      | $-863.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       95193 | PA      | $-51.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      960907 | PA      | $11095.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      200000 | PA      | $1610.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | INDONESIAN RUPIAH                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | ID        |  2825190356 | PA      | $199.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      101165 | PA      | $727.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       43929 | PA      | $-27.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     3657206 | PA      | $2439.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | CHILEAN PESO                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | CL        |    37691909 | PA      | $618.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       47886 | PA      | $94.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | SOUTH KOREAN WON                                                                          | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | KR        |   152789469 | PA      | $2597.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     1304238 | PA      | $4458.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      998413 | PA      | $-4422.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | NEW ZEALAND DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | NZ        |      477316 | PA      | $-1159.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | CA        |        2304 | PA      | $4.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | NORWEGIAN KRONE                                                                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NO        |     3738985 | PA      | $1123.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      354332 | PA      | $-3494.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |      426552 | PA      | $-1067.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | AU        |      450000 | PA      | $2637.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      261000 | PA      | $-1115.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       83314 | PA      | $-1287.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      332187 | PA      | $-768.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      205663 | PA      | $84.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     2247562 | PA      | $-3525.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      247541 | PA      | $-1263.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                   | INDONESIAN RUPIAH                                                                         | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | ID        |  1373188130 | PA      | $42.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      138102 | PA      | $-375.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       17686 | PA      | $42.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      260000 | PA      | $129.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       34011 | PA      | $-115.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       84586 | PA      | $1033.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | JP        |    39918099 | PA      | $-1653.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       76516 | PA      | $-649.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      316479 | PA      | $499.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE                                                                        | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | N/A              | DIR              | CORP              | SG        |         132 | NC      | $-104856.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         156 | NC      | $36101.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL STOCK EXCHANGE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CA        |         325 | NC      | $-245258.97   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -304 | NC      | $-14331.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         138 | NC      | $-16701.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         303 | NC      | $-300751.45   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1322 | NC      | $-435724.59   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -16 | NC      | $2492.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |         225 | NC      | $16692.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG STOCK EXCHANGE                                                                  | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | N/A              | DE               | CORP              | HK        |         203 | NC      | $-329732.51   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          22 | NC      | $-4935.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          22 | NC      | $-10989.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          -4 | NC      | $-2708.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -11 | NC      | $-4895.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -23 | NC      | $26518.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -134 | NC      | $160264.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -15 | NC      | $1019.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          77 | NC      | $8125.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          23 | NC      | $-125196.46   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |          24 | NC      | $-174172.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          92 | NC      | $-49957.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE                                                                            | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |          73 | NC      | $22550.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                             | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |         242 | NC      | $323183.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                             | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |          10 | NC      | $13027.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |          30 | NC      | $-17309.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |           4 | NC      | $-533.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          44 | NC      | $-19216.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -64 | NC      | $16644.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                             | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CA        |          62 | NC      | $-18395.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          35 | NC      | $-131517.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -186 | NC      | $118763.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                                 | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |          90 | NC      | $216140.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          50 | NC      | $2504.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -203 | NC      | $117030.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -95 | NC      | $65158.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -20 | NC      | $-94.49       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           4 | NC      | $-5350.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -89 | NC      | $54840.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                             | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | DE        |        -380 | NC      | $-307606.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -22 | NC      | $36555.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          81 | NC      | $141586.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                                            | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         -48 | NC      | $-8094.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                             | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | AU        |        -182 | NC      | $-185726.65   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                                            | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        -111 | NC      | $-8185.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                             | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |          60 | NC      | $116070.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                  | Lloyds Banking Group PLC                                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      234595 | NS      | $310977.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                     | Cardinal Health, Inc.                                                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1362 | NS      | $279891.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                         | Clarios Global LP                                                                         | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      289000 | PA      | $301675.54    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                      | Genesis Energy, L.P.                                                                      | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47725.00     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                        | Herc Holdings Inc.                                                                        | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      591000 | PA      | $612867.00    | 0.07%             | 2029-06-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MTN Group                                                                                 | MTN Group                                                                                 | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |       28364 | NS      | $289438.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corporation                                                                        | Sysmex Corporation                                                                        | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        2000 | NS      | $19678.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SM Energy Company                                                                         | SM Energy Company                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      504000 | PA      | $507729.60    | 0.06%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tenneco Inc.                                                                              | Tenneco Inc.                                                                              | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      773000 | PA      | $773154.60    | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                                              | U.S. Bancorp                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       35031 | NS      | $1869254.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                                                           | J Sainsbury PLC                                                                           | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |        6696 | NS      | $29335.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                           | Leonardo S.p.A.                                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        1592 | NS      | $91429.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                                                                 | Evraz PLC                                                                                 | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |        1158 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tencent Holdings Limited                                                                  | Tencent Holdings Limited                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       71700 | NS      | $5513961.98   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                              | UBS Group AG                                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       42354 | NS      | $1957875.33   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                        | AMC Networks, Inc.                                                                        | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      515000 | PA      | $539689.10    | 0.06%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                | Adient Global Holdings Ltd                                                                | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |      257000 | PA      | $263665.76    | 0.03%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      325000 | PA      | $326710.44    | 0.04%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                  | Comstock Resources, Inc.                                                                  | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $63845.76     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc., The                                                                            | Gap, Inc., The                                                                            | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      509000 | PA      | $481488.55    | 0.05%             | 2029-10-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                  | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1283 | NS      | $726639.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corporation                                                               | Westpac Banking Corporation                                                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       13679 | NS      | $351069.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                    | DBS Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       39270 | NS      | $1721300.79   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      554000 | PA      | $543075.12    | 0.06%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                             | VoltaGrid LLC                                                                             | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $639001.50    | 0.07%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ACS, Actividades de Construccion y Servicios, S.A.                                        | ACS, Actividades de Construccion y Servicios, S.A.                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |         874 | NS      | $86870.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co., Ltd.                                                                  | Japan Airlines Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |         400 | NS      | $7416.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS S.A.                                                                                  | SGS S.A.                                                                                  | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         607 | NS      | $69424.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                  | Presidencia da Republica                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1096000 | PA      | $168991.30    | 0.02%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                                | Universal Music Group N.V.                                                                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |        3700 | NS      | $96593.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros. Discovery, Inc.                                                              | Warner Bros. Discovery, Inc.                                                              | CUSIP: 934423AA2<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | DBT              | CORP              | US        |      282000 | PA      | $322564.47    | 0.04%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Limited                                                                        | MakeMyTrip Limited                                                                        | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |        1223 | NS      | $100432.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                                            | Community Health Systems, Inc.                                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      740000 | PA      | $694482.60    | 0.08%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                      | Meta Platforms, Inc.                                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       11010 | NS      | $7267590.90   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                                               | Intuit Inc.                                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1610 | NS      | $1066496.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                                                                | Jabil Inc.                                                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         675 | NS      | $153913.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                         | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       22026 | NS      | $4558280.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Media Corp.                                                                         | Lamar Media Corp.                                                                         | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      317000 | PA      | $310840.69    | 0.04%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                      | Mitsubishi UFJ Financial Group, Inc.                                                      | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246520.45    | 0.03%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Limited                                                               | Reliance Industries Limited                                                               | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |       35375 | NS      | $618098.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                             | Power Assets Holdings Limited                                                             | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |        5500 | NS      | $38979.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Limited                                                                             | Orica Limited                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1905 | NS      | $30834.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                                   | Nitto Denko Corporation                                                                   | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        2800 | NS      | $66631.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                             | Penske Automotive Group, Inc.                                                             | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |       87000 | PA      | $84189.90     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Silgan Holdings Inc.                                                                      | Silgan Holdings Inc.                                                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |        8514 | NS      | $343710.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc. , The                                                           | Travelers Companies, Inc. , The                                                           | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |         849 | NS      | $246260.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co., Ltd.                                                                  | Hyundai Glovis Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |        1718 | NS      | $214787.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                                                         | HDFC Bank Limited                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |       70036 | NS      | $770166.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB (Publ)                                                                           | Lifco AB (Publ)                                                                           | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |         883 | NS      | $33558.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                                            | Compagnie Generale des Etablissements Michelin                                            | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |       22040 | NS      | $732454.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Private Limited                                                                  | Medibank Private Limited                                                                  | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |       10956 | NS      | $34971.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                      | Urzad Rady Ministrow                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      755000 | PA      | $207824.79    | 0.02%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hugel, Inc.                                                                               | Hugel, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         784 | NS      | $125140.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Limited                                                                           | Genpact Limited                                                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |        5811 | NS      | $271838.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                                      | Baker Hughes Company                                                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30602 | NS      | $1393615.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      292000 | PA      | $306673.00    | 0.03%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                               | Ionis Pharmaceuticals, Inc.                                                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        1232 | NS      | $97463.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Limited                                                                     | Telstra Group Limited                                                                     | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | EC               | CORP              | AU        |       15804 | NS      | $51310.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co., Ltd.                                                                           | Eisai Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |        1200 | NS      | $35688.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                                   | NESCO Holdings II, Inc.                                                                   | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      554000 | PA      | $546360.34    | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bharti Airtel Limited                                                                     | Bharti Airtel Limited                                                                     | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |        5176 | NS      | $121284.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                                       | Keyence Corporation                                                                       | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        4200 | NS      | $1520284.83   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company, Limited                                                           | Kirin Holdings Company, Limited                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |        3300 | NS      | $49441.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                           | National Australia Bank Limited                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |       12230 | NS      | $340970.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                        | Teva Pharmaceutical Industries Ltd                                                        | CUSIP: N/A<br>LEI: 549300BAFGM4RC74ZJ94       | Long             | EC               | CORP              | IL        |        4558 | NS      | $144805.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                            | Penske Truck Leasing Co., L.P.                                                            | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124222.31    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ABB Ltd                                                                                   | ABB Ltd                                                                                   | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        6272 | NS      | $464216.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                     | Quanta Services, Inc.                                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        1747 | NS      | $737338.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                                                    | Teck Resources Limited                                                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        8443 | NS      | $404335.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                                  | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $961550.00    | 0.11%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Wayfair LLC                                                                               | Wayfair LLC                                                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      488000 | PA      | $508208.08    | 0.06%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Limited                                             | Shenzhou International Group Holdings Limited                                             | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       29900 | NS      | $235496.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Industrivarden                                                               | Aktiebolaget Industrivarden                                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         449 | NS      | $20166.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      358000 | PA      | $95290.88     | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                         | HSBC Holdings PLC                                                                         | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       69028 | NS      | $1091465.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                 | Arthur J. Gallagher & Co.                                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        2281 | NS      | $590299.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                                                        | Getty Images, Inc.                                                                        | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      600000 | PA      | $602808.00    | 0.07%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| HUB International Limited                                                                 | HUB International Limited                                                                 | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $1104286.34   | 0.13%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                       | Lithia Motors, Inc.                                                                       | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      515000 | PA      | $496578.45    | 0.06%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mettler-Toledo International Inc.                                                         | Mettler-Toledo International Inc.                                                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         164 | NS      | $228647.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Company Limited                                                                | PetroChina Company Limited                                                                | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |      522000 | NS      | $561032.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                           | Toyota Motor Credit Corporation                                                           | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31155.81     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      624000 | PA      | $635718.72    | 0.07%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EDP Renovaveis, S.A.                                                                      | EDP Renovaveis, S.A.                                                                      | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |         995 | NS      | $14075.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Pandora A/S                                                                               | Pandora A/S                                                                               | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         305 | NS      | $33766.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Financial Group Co., Ltd.                                                              | JB Financial Group Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       14784 | NS      | $263860.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater                                                                        | Sibanye Stillwater                                                                        | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |       95980 | NS      | $348752.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CIBC Mellon Trust Company                                                                 | CIBC Mellon Trust Company                                                                 | CUSIP: 13509PHT3<br>LEI: 549300IYUUH221WBZ505 | Long             | DBT              | NUSS              | CA        |      140000 | PA      | $101519.51    | 0.01%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                              | Bank of Ireland Group Public Limited Company                                              | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      600000 | PA      | $756121.32    | 0.09%             | 2031-07-04      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Havells India Limited                                                                     | Havells India Limited                                                                     | CUSIP: N/A<br>LEI: 549300U1LOGHTTNT7D47       | Long             | EC               | CORP              | IN        |       13195 | NS      | $209013.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1045239.91   | 0.12%             | 2033-01-31      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Bajaj Finance Limited                                                                     | Bajaj Finance Limited                                                                     | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |       53000 | NS      | $578616.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079KBE6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      239000 | PA      | $270896.20    | 0.03%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                                     | Auto Trader Group PLC                                                                     | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |        3432 | NS      | $27087.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                                                                          | NU Holdings Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       10851 | NS      | $181645.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                             | Broadcom Inc.                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       15429 | NS      | $5339976.90   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                     | Dominion Energy, Inc.                                                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       27660 | NS      | $1620599.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                                                | EastGroup Properties, Inc.                                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |         383 | NS      | $68227.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                                        | Intertek Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |         635 | NS      | $39613.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                                                         | HDFC Bank Limited                                                                         | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       36591 | NS      | $1337035.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                                                        | MercadoLibre, Inc.                                                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         184 | NS      | $370623.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                                                             | REA Group Ltd                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         199 | NS      | $24273.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries, Ltd.                                                           | Kawasaki Heavy Industries, Ltd.                                                           | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |         700 | NS      | $46375.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Limited                                                                   | BlueScope Steel Limited                                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |        1712 | NS      | $27388.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                                     | Suncorp Group Limited                                                                     | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |        4301 | NS      | $50509.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co., Ltd.                                                           | Nippon Paint Holdings Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |        3500 | NS      | $23441.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Toray Industries, Inc.                                                                    | Toray Industries, Inc.                                                                    | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        5900 | NS      | $38485.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                     | Prime Security Services Borrower, LLC                                                     | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      318000 | PA      | $311649.54    | 0.04%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                    | Sealed Air Corporation                                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      491000 | PA      | $498365.00    | 0.06%             | 2028-02-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                                    | Sonic Automotive, Inc.                                                                    | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      112000 | PA      | $109672.64    | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        6591 | NS      | $2002938.99   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                                 | Union Pacific Corporation                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        1040 | NS      | $240572.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co., Ltd.                                                                  | Idemitsu Kosan Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |        3000 | NS      | $22697.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                              | Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |        2263 | NS      | $41955.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                            | SoftBank Corp.                                                                            | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      109500 | NS      | $150313.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft Mit Beschrankter Haftung                                  | Volkswagen Leasing Gesellschaft Mit Beschrankter Haftung                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $60281.88     | 0.01%             | 2031-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                  | Presidencia da Republica                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1580000 | PA      | $236918.98    | 0.03%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Andersen Group, Inc.                                                                      | Andersen Group, Inc.                                                                      | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1488 | NS      | $38583.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                   | Berkshire Hathaway Inc.                                                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        4583 | NS      | $2303644.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                                                          | CVR Energy, Inc.                                                                          | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      148000 | PA      | $152161.76    | 0.02%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                                     | Coinbase Global, Inc.                                                                     | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      594000 | PA      | $565268.22    | 0.06%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corporation                                                                       | Entergy Corporation                                                                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |         559 | NS      | $51668.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                           | Intercontinental Exchange, Inc.                                                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        2931 | NS      | $474704.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                           | Danske Bank A/S                                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        2594 | NS      | $129653.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                                                                     | iShares MSCI EAFE ETF                                                                     | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |         100 | NS      | $9603.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                                    | Mercedes-Benz Group AG                                                                    | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        2755 | NS      | $193503.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                                         | NFE Financing LLC                                                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      652000 | PA      | $179300.00    | 0.02%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                    | Mitsubishi Corporation                                                                    | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       14800 | NS      | $339539.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pattern Energy Group Inc.                                                                 | Pattern Energy Group Inc.                                                                 | CUSIP: 70339PAA7<br>LEI: 549300YTEUCT3H1Y2T51 | Long             | DBT              | CORP              | US        |      306000 | PA      | $300819.42    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                         | PennyMac Financial Services, Inc.                                                         | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41467.14     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Groep Brussel Lambert                                                                     | Groep Brussel Lambert                                                                     | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         316 | NS      | $28174.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                           | Santander UK Group Holdings PLC                                                           | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196579.32    | 0.02%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Link Real Estate Investment Trust                                                         | Link Real Estate Investment Trust                                                         | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       10000 | NS      | $44494.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                                 | Metso Oyj                                                                                 | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |        2795 | NS      | $48753.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                                    | Danone                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        2555 | NS      | $230763.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Limited                                                                  | Evolution Mining Limited                                                                  | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |        7957 | NS      | $66964.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1705000 | PA      | $504990.15    | 0.06%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Limited                                                    | Auckland International Airport Limited                                                    | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |        5935 | NS      | $28451.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi Biologics (Cayman) Inc.                                                              | WuXi Biologics (Cayman) Inc.                                                              | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |       14000 | NS      | $56548.12     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                                 | ZTO Express (Cayman) Inc.                                                                 | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | EC               | CORP              | KY        |        8850 | NS      | $184387.25    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coforge Limited                                                                           | Coforge Limited                                                                           | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |        9181 | NS      | $169287.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corporation                                                                     | Albemarle Corporation                                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        3657 | NS      | $517246.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                                     | Elevance Health, Inc.                                                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1636 | NS      | $573499.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                         | HSBC Holdings PLC                                                                         | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300627.93    | 0.03%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                                     | Jefferies Finance LLC                                                                     | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      388000 | PA      | $372674.00    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                      | Henkel AG & Co. KGaA                                                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |         378 | NS      | $28727.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                           | Live Nation Entertainment, Inc.                                                           | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      428000 | PA      | $428034.24    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                           | Martin Marietta Materials, Inc.                                                           | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         225 | NS      | $140098.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                                    | McDonald's Corporation                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        7577 | NS      | $2315758.51   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                                     | Microsoft Corporation                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       26970 | NS      | $13043231.40  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corporation                                            | Pan Pacific International Holdings Corporation                                            | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       10700 | NS      | $63757.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                      | Mitsubishi UFJ Financial Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      141200 | NS      | $2250597.76   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Management Holdings Limited                                                           | GPT Management Holdings Limited                                                           | CUSIP: N/A<br>LEI: 549300N0X6IGFL5O5R09       | Long             | EC               | CORP              | AU        |        7479 | NS      | $26975.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                        | Omnicom Group Inc.                                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        4327 | NS      | $349405.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Company                                                                    | Southern Power Company                                                                    | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      129000 | PA      | $127730.25    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      272000 | PA      | $267193.76    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                            | Texas Instruments Incorporated                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1665 | NS      | $288860.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                                   | Uber Technologies, Inc.                                                                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      400000 | PA      | $397206.76    | 0.05%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HKT Trust                                                                                 | HKT Trust                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |       13000 | NS      | $19228.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                           | JDE Peet's N.V.                                                                           | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |         608 | NS      | $22748.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                          | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       43307 | NS      | $9996121.74   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                              | AMETEK, Inc.                                                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        2901 | NS      | $595604.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Company, The                                                                     | Chemours Company, The                                                                     | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      342000 | PA      | $309147.48    | 0.04%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                                | CrowdStrike Holdings, Inc.                                                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         990 | NS      | $464072.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company, The                                                                  | Walt Disney Company, The                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       36622 | NS      | $4166484.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea, The                                                          | Export-Import Bank of Korea, The                                                          | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | US        |      422000 | PA      | $422088.20    | 0.05%             | 2026-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      331000 | PA      | $284364.42    | 0.03%             | 2031-09-22      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Post AG                                                                          | Deutsche Post AG                                                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        3724 | NS      | $202979.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                                        | IQVIA Holdings Inc                                                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        1664 | NS      | $375082.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         894 | NS      | $587278.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                           | Telefonaktiebolaget LM Ericsson                                                           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       10279 | NS      | $100060.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co., Ltd.                                                                         | Niterra Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |         900 | NS      | $39698.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                                             | Toyota Industries Corporation                                                             | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |         800 | NS      | $90673.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Limited                                                                        | Wesfarmers Limited                                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        4515 | NS      | $243507.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                         | PennyMac Financial Services, Inc.                                                         | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      163000 | PA      | $171099.47    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                           | Sabre GLBL Inc.                                                                           | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3289.32      | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                    | Southwest Airlines Co.                                                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       15225 | NS      | $629249.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10308.50     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                              | Zimmer Biomet Holdings, Inc.                                                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |         792 | NS      | $71216.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                                              | Centrica PLC                                                                              | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       19288 | NS      | $44091.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.               | Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.               | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |         379 | NS      | $21529.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Commercial Trust Treasury Company Pte. Ltd.                                     | Mapletree Commercial Trust Treasury Company Pte. Ltd.                                     | CUSIP: N/A<br>LEI: 549300EUSACSTG0HDI86       | Long             | EC               | CORP              | SG        |        8700 | NS      | $9940.50      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                                | Urad Vlady Ceske Republiky                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    24700000 | PA      | $1010836.03   | 0.11%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                                | Urad Vlady Ceske Republiky                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     2190000 | PA      | $91670.13     | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                                           | Blackstone Inc.                                                                           | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |        2681 | NS      | $413249.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiat Chrysler Automobiles N.V.                                                            | Fiat Chrysler Automobiles N.V.                                                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |        7912 | NS      | $86603.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                                | Haleon PLC                                                                                | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       35381 | NS      | $178551.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange                                                                                    | Orange                                                                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |        7281 | NS      | $121412.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                    | Kering                                                                                    | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |         281 | NS      | $99115.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corporation Limited, The                                                          | Lottery Corporation Limited, The                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        8422 | NS      | $28942.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                                    | Amundi                                                                                    | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         244 | NS      | $20228.08     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Emaar Properties PJSC                                                                     | Emaar Properties PJSC                                                                     | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |       98228 | NS      | $375427.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                  | Alcon AG                                                                                  | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        1958 | NS      | $154126.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings N.V.                                                                      | AerCap Holdings N.V.                                                                      | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |        4058 | NS      | $583378.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                              | DNB Bank ASA                                                                              | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        2902 | NS      | $80601.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                             | Ford Motor Credit Company LLC                                                             | CUSIP: 345397H63<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      162000 | PA      | $191044.93    | 0.02%             | 2029-09-16      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corporation PLC                                                          | Gates Industrial Corporation PLC                                                          | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       34862 | NS      | $748487.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                                              | Eagle Funding LuxCo S.a r.l.                                                              | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | CORP              | US        |      250000 | PA      | $254551.03    | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                             | Rio Tinto PLC                                                                             | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        4256 | NS      | $344022.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1292215 | PA      | $1311050.16   | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                  | Group 1 Automotive, Inc.                                                                  | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      457000 | PA      | $446854.60    | 0.05%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                           | Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                           | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        1083 | NS      | $350242.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                  | A.P. Moller - Maersk A/S                                                                  | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          11 | NS      | $25183.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                         | Hillenbrand, Inc.                                                                         | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      430000 | PA      | $439270.80    | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen Aktiebolag (publ)                                                   | L E Lundbergforetagen Aktiebolag (publ)                                                   | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |         293 | NS      | $16221.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                                    | OMV Aktiengesellschaft                                                                    | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |         539 | NS      | $30057.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                   | KeyCorp                                                                                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      700000 | PA      | $761201.63    | 0.09%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Orlen S A                                                                                 | Orlen S A                                                                                 | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |        2314 | NS      | $61800.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                                    | Singapore Technologies Engineering Ltd                                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |        6100 | NS      | $39945.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                                   | Mohawk Industries, Inc.                                                                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        1118 | NS      | $122197.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin,Inc.                                                                       | Hikari Tsushin,Inc.                                                                       | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |         100 | NS      | $27996.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                        | NVIDIA Corporation                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       89070 | NS      | $16611555.00  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Biocon Limited                                                                            | Biocon Limited                                                                            | CUSIP: N/A<br>LEI: 335800NK3L7QCHLOC198       | Long             | EC               | CORP              | IN        |       55356 | NS      | $242363.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland Corporation Ltd                                                                 | Stockland Corporation Ltd                                                                 | CUSIP: N/A<br>LEI: 549300Y8E5TMSOLM7P64       | Long             | EC               | CORP              | AU        |        9486 | NS      | $36163.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                                | Skanska AB                                                                                | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        1277 | NS      | $34798.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                                                            | Teradyne, Inc.                                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        2580 | NS      | $499384.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                          | Paramount Global                                                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      543000 | PA      | $503605.35    | 0.06%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                                 | Gjensidige Forsikring ASA                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |         736 | NS      | $21981.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                         | AIA Group Limited                                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       75000 | NS      | $769229.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Loncin Motor Co., Ltd.                                                                    | Loncin Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 300300UMZLAO4ZKCQD58       | Long             | EC               | CORP              | CN        |      106200 | NS      | $244634.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                                           | B3 S.A. - Brasil, Bolsa, Balcao                                                           | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      186243 | NS      | $467600.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1237900000 | PA      | $6471236.05   | 0.73%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   896840000 | PA      | $2774836.35   | 0.31%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exor Nederland N.V.                                                                       | Exor Nederland N.V.                                                                       | CUSIP: N/A<br>LEI: 549300XECZKA65RUUL82       | Long             | EC               | CORP              | NL        |         360 | NS      | $30623.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co.,Ltd.                                                                  | Kweichow Moutai Co.,Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        1300 | NS      | $256107.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co., Ltd.                                                             | China Yangtze Power Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |       63200 | NS      | $245848.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras S/A - Eletrobras                                           | Centrais Eletricas Brasileiras S/A - Eletrobras                                           | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |       28698 | NS      | $264816.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize AG                                                                                 | Amrize AG                                                                                 | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |        2114 | NS      | $115077.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                | Apple Inc.                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       47496 | NS      | $12912262.56  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                             | Asbury Automotive Group, Inc.                                                             | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      218000 | PA      | $213949.56    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                       | Imperial Brands PLC                                                                       | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        3213 | NS      | $135151.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                                                                          | CBRE Group, Inc.                                                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        3219 | NS      | $517583.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                                                  | Grupo Financiero Banorte, S.A.B. de C.V.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       35639 | NS      | $329322.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                                                            | DoorDash, Inc.                                                                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        3490 | NS      | $790415.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                                                                   | MasterCard Incorporated                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        7380 | NS      | $4213094.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                                 | Nokia Oyj                                                                                 | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       20075 | NS      | $129623.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corporation                                                                         | Aisin Corporation                                                                         | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        2400 | NS      | $44864.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Limited                                                          | Jardine Cycle & Carriage Limited                                                          | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |         400 | NS      | $10531.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                               | Daiwa Securities Group Inc.                                                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        4700 | NS      | $41091.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co., Ltd.                                                            | Square Enix Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |        1000 | NS      | $18265.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                           | Mitsubishi Electric Corporation                                                           | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        8200 | NS      | $240546.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                      | Shionogi & Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        3300 | NS      | $59692.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                                              | Shimano Inc.                                                                              | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |         300 | NS      | $31615.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        4166 | NS      | $811995.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corporation                                                                        | Terumo Corporation                                                                        | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |        5700 | NS      | $82646.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                                             | Yokogawa Electric Corporation                                                             | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |         900 | NS      | $28932.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit, Inc.                                                                              | Reddit, Inc.                                                                              | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1772 | NS      | $407329.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings, LLC                                                                         | UWM Holdings, LLC                                                                         | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      518000 | PA      | $523076.40    | 0.06%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2430000 | PA      | $2445377.28   | 0.28%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc.                                                                 | Hana Financial Group Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        5010 | NS      | $326046.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                         | ASML Holding N.V.                                                                         | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        2609 | NS      | $2824626.95   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co., Ltd.                                                                     | Midea Group Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |       36500 | NS      | $407929.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                 | Realty Income Corporation                                                                 | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      500000 | PA      | $624612.92    | 0.07%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                                                  | Yum China Holdings, Inc.                                                                  | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       12320 | NS      | $583499.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                      | Presidencia de la Republica de Chile                                                      | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    70000000 | PA      | $86167.94     | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4395000 | PA      | $5124690.07   | 0.58%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Localiza Rent A Car S/A                                                                   | Localiza Rent A Car S/A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |        1598 | NS      | $12102.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                              | Unilever PLC                                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        8671 | NS      | $566546.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jason Furniture (Hangzhou) Co.,Ltd.                                                       | Jason Furniture (Hangzhou) Co.,Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       46500 | NS      | $204298.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies Public Limited Company                                                 | Trane Technologies Public Limited Company                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        6361 | NS      | $2475701.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                                   | American Airlines, Inc.                                                                   | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      961000 | PA      | $977336.04    | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CDW Corp.                                                                                 | CDW Corp.                                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        2781 | NS      | $378772.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA, Inc.                                                                        | Cinemark USA, Inc.                                                                        | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      495000 | PA      | $494787.15    | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                                      | Compass Minerals International, Inc.                                                      | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      451000 | PA      | $471380.69    | 0.05%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                             | Discovery Communications, LLC                                                             | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      960000 | PA      | $885600.00    | 0.10%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                           | Live Nation Entertainment, Inc.                                                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         791 | NS      | $112717.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                                       | Wolters Kluwer N.V.                                                                       | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |         914 | NS      | $94897.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                                 | H & M Hennes & Mauritz AB                                                                 | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        1970 | NS      | $39614.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Daifuku Co., Ltd.                                                                         | Daifuku Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1400 | NS      | $43995.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                                        | Elbit Systems Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |          96 | NS      | $55258.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                                                        | T&D Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        2000 | NS      | $46215.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Company                                                                                | 3M Company                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       11747 | NS      | $1880694.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                                                          | V.F. Corporation                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      329000 | PA      | $322831.25    | 0.04%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                       | Vertex Pharmaceuticals Incorporated                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1892 | NS      | $857757.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                                                  | Tele2 AB                                                                                  | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        2201 | NS      | $36983.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB (publ)                                                                       | Evolution AB (publ)                                                                       | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         711 | NS      | $48407.48     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Warehouses De Pauw                                                                        | Warehouses De Pauw                                                                        | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |         694 | NS      | $18047.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                    | Atlas Copco Aktiebolag                                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |        6209 | NS      | $99584.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     8850000 | PA      | $454540.37    | 0.05%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| South32 Limited                                                                           | South32 Limited                                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       18018 | NS      | $42613.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde Public Limited Company                                                              | Linde Public Limited Company                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |        3885 | NS      | $1656525.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aqua Finance Issuer Trust 2025-B                                                          | Aqua Finance Issuer Trust 2025-B                                                          | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206527 | PA      | $207586.05    | 0.02%             | 2033-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Company LLC                                                     | Chevron Phillips Chemical Company LLC                                                     | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $51720.05     | 0.01%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                     | Gobierno de la Republica de Guatemala                                                     | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $209500.00    | 0.02%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nippon Building Fund Inc.                                                                 | Nippon Building Fund Inc.                                                                 | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |          32 | NS      | $29185.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corporation                                                                      | Kikkoman Corporation                                                                      | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |        3700 | NS      | $33593.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph and Telephone Corporation                                                | Nippon Telegraph and Telephone Corporation                                                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      107100 | NS      | $107917.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co., Ltd.                                                                   | Oriental Land Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |        4500 | NS      | $83278.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Companies, Inc., The                                                                  | TJX Companies, Inc., The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        5148 | NS      | $790784.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      162000 | PA      | $162131.22    | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                           | U.S. Foods Inc.                                                                           | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      457000 | PA      | $471107.59    | 0.05%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       11242 | NS      | $675756.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                       | MTU Aero Engines AG                                                                       | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         198 | NS      | $82137.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                        | Svenska Cellulosa Aktiebolaget SCA                                                        | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |        1892 | NS      | $25108.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                                | Phoenix Group Holdings PLC                                                                | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |        2928 | NS      | $29106.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                                         | Dassault Aviation                                                                         | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |          71 | NS      | $22838.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                                 | Argenx SE                                                                                 | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         245 | NS      | $206290.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                                  | Ministerio De Hacienda Y Credito Publico                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1046200000 | PA      | $227284.75    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Icon Public Limited Company                                                               | Icon Public Limited Company                                                               | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |        3222 | NS      | $587112.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group PLC(The)                                                                       | Weir Group PLC(The)                                                                       | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |        1033 | NS      | $39656.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                    | Icahn Enterprises L.P.                                                                    | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      415000 | PA      | $408077.80    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners, L.P.                                                                   | AmeriGas Partners, L.P.                                                                   | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      422000 | PA      | $449531.28    | 0.05%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corporation                                                                      | AppLovin Corporation                                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1084 | NS      | $730420.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                                                               | Biogen Inc.                                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        2148 | NS      | $378026.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                                          | LVMH Moet Hennessy Louis Vuitton                                                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        4544 | NS      | $3438497.50   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales                                                                                    | Thales                                                                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         381 | NS      | $102868.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                     | Banco Bilbao Vizcaya Argentaria, S.A.                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       22905 | NS      | $538888.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                          | Marsh & Mclennan Companies, Inc.                                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        3217 | NS      | $596817.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc.                                                                             | SK Hynix Inc.                                                                             | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        5045 | NS      | $2265097.70   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co., Ltd.                                                          | CTBC Financial Holding Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |      251000 | NS      | $400339.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                       | Novelis Corporation                                                                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      144000 | PA      | $149099.04    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Zijin Mining Group Co., Ltd.                                                              | Zijin Mining Group Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |      156000 | NS      | $713659.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corporation                                                                          | SCSK Corporation                                                                          | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |         600 | NS      | $21689.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                          | Packaging Corporation of America                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         718 | NS      | $148073.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                            | Anywhere Real Estate Group LLC                                                            | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       41000 | PA      | $44416.12     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36027.64     | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Safran                                                                                    | Safran                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        8781 | NS      | $3070410.56   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                              | Bunzl Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        1244 | NS      | $34799.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                           | Norsk Hydro ASA                                                                           | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |        5099 | NS      | $39284.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                              | Glencore PLC                                                                              | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       38364 | NS      | $210056.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                                  | Ministerio De Hacienda Y Credito Publico                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1588400000 | PA      | $314865.33    | 0.04%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                                             | Rightmove PLC                                                                             | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |        3029 | NS      | $21208.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia, Government of                                                                   | Malaysia, Government of                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4644000 | PA      | $1105713.74   | 0.13%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                               | Kioxia Holdings Corporation                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $40121.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim US Finance (Luxembourg) S.A.                                                       | Holcim US Finance (Luxembourg) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      858000 | PA      | $874870.23    | 0.10%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                                            | Finecobank Banca Fineco S.P.A.                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        2430 | NS      | $63042.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL - SPA                                                                                | ENEL - SPA                                                                                | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $125158.80    | 0.01%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                | Bundesrepublik Deutschland                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     9335000 | PA      | $10988044.69  | 1.25%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                    | Clarivate Science Holdings Corporation                                                    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $163012.50    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                      | Clear Channel Outdoor Holdings, Inc.                                                      | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      507000 | PA      | $533810.16    | 0.06%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Banco do Brasil S.A.                                                                      | Banco do Brasil S.A.                                                                      | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |       58508 | NS      | $233221.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                                 | Kesko Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |        1056 | NS      | $23868.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard                                                                             | Pernod Ricard                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |        3728 | NS      | $320183.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corporation                                                               | MGIC Investment Corporation                                                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |        6745 | NS      | $197088.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                                   | Micron Technology, Inc.                                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        2960 | NS      | $844813.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Midcap Financial Issuer Trust                                                             | Midcap Financial Issuer Trust                                                             | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      561000 | PA      | $559507.74    | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                       | Ajinomoto Co., Inc.                                                                       | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        4000 | NS      | $86098.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                              | Komatsu Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |        3600 | NS      | $114961.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                      | Government of the Republic of Panama                                                      | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      300000 | PA      | $199125.00    | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corporation                                                              | Yaskawa Electric Corporation                                                              | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |        1000 | NS      | $30542.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                      | Credit Agricole S.A.                                                                      | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        4490 | NS      | $92638.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                                                     | EMS-Chemie Holding AG                                                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |          29 | NS      | $20002.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                                                      | Light & Wonder, Inc.                                                                      | CUSIP: 80874DAA4<br>LEI: 529900JXALYBOHXKFM62 | Long             | DBT              | CORP              | US        |      506000 | PA      | $449549.38    | 0.05%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Terex Corporation                                                                         | Terex Corporation                                                                         | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      477000 | PA      | $474157.08    | 0.05%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2275000 | PA      | $2292773.44   | 0.26%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wesco Aircraft Holdings, Inc.                                                             | Wesco Aircraft Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 529900P5VTXZS191P208       | Long             | EC               | CORP              | US        |         969 | NS      | $11346.99     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Galp Energia, SGPS, S.A.                                                                  | Galp Energia, SGPS, S.A.                                                                  | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |        1620 | NS      | $27884.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                             | Alibaba Group Holding Limited                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      131332 | NS      | $2413186.05   | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wise PLC                                                                                  | Wise PLC                                                                                  | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |        2668 | NS      | $32042.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                         | NatWest Group PLC                                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       94838 | NS      | $832464.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                         | Epiroc Aktiebolag                                                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        1524 | NS      | $30728.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                             | Departamento Administrativo De La Presidencia De La Republica                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   806400000 | PA      | $166688.42    | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                     | Volkswagen International Finance N.V.                                                     | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $611139.25    | 0.07%             | 2030-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co., Ltd.                                                      | Fuyao Glass Industry Group Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |       40400 | NS      | $347996.29    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Malaysia, Government of                                                                   | Malaysia, Government of                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1141000 | PA      | $312298.84    | 0.04%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                                                | Adyen N.V.                                                                                | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         117 | NS      | $188777.09    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                                | Mauser Packaging Solutions Holding Company                                                | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      351000 | PA      | $336910.86    | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                  | Woolworths Group Limited                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        4838 | NS      | $94819.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings Inc.                                                                         | PDD Holdings Inc.                                                                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        1963 | NS      | $222584.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group                                                         | Tencent Music Entertainment Group                                                         | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |       12445 | NS      | $218160.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1240000 | PA      | $308203.07    | 0.03%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                                | Diageo PLC                                                                                | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |        8847 | NS      | $190995.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                                             | Avantor, Inc.                                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      501000 | PA      | $498249.51    | 0.06%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Ball Corporation                                                                          | Ball Corporation                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      496000 | PA      | $509733.00    | 0.06%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                     | Chemours Company, The                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       14573 | NS      | $171815.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                                    | Cushman & Wakefield U.S. Borrower, LLC                                                    | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      309000 | PA      | $310239.09    | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Equipmentshare.Com Inc                                                                    | Equipmentshare.Com Inc                                                                    | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      578000 | PA      | $599414.90    | 0.07%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                    | GFL Environmental Inc.                                                                    | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10971.62     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bper Banca S.P.A.                                                                         | Bper Banca S.P.A.                                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |        5174 | NS      | $70058.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                          | ITT Holdings LLC                                                                          | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      172000 | PA      | $164884.36    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Inc.                                                                     | Invitation Homes Inc.                                                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1778 | NS      | $49410.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co., Ltd.                                                        | Daito Trust Construction Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |         900 | NS      | $17159.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Limited                                                               | ENN Energy Holdings Limited                                                               | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |       29200 | NS      | $259258.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Ascendas REIT                                                                  | Capitaland Ascendas REIT                                                                  | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |       14200 | NS      | $31255.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui O.S.K. Lines, Ltd.                                                                 | Mitsui O.S.K. Lines, Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        1200 | NS      | $36105.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| POSCO Holdings Inc.                                                                       | POSCO Holdings Inc.                                                                       | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |         854 | NS      | $180058.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company, Limited                                                                 | Shiseido Company, Limited                                                                 | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |        1400 | NS      | $20388.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Suzuki Motor Corporation                                                                  | Suzuki Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |        7300 | NS      | $109167.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                         | Sonova Holding AG                                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         195 | NS      | $50564.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                            | Lonza Group AG                                                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         280 | NS      | $188855.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                                     | Rocket Software, Inc.                                                                     | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      485000 | PA      | $498570.30    | 0.06%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      243000 | PA      | $241916.22    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Twilio Inc.                                                                               | Twilio Inc.                                                                               | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      451000 | PA      | $436888.21    | 0.05%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                                         | Ulta Beauty, Inc.                                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         926 | NS      | $560239.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                                  | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      860000 | PA      | $890822.40    | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                         | Yum! Brands, Inc.                                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       11654 | NS      | $1763017.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                                                | Entain PLC                                                                                | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        2496 | NS      | $25784.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx Aktiengesellschaft                                                                 | Talanx Aktiengesellschaft                                                                 | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |         247 | NS      | $32803.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                | Vonovia SE                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $641779.06    | 0.07%             | 2030-07-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| China Merchants Bank Co., Ltd.                                                            | China Merchants Bank Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |       86800 | NS      | $522837.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                 | Aviva PLC                                                                                 | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       19149 | NS      | $176776.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Gold International Company Limited                                                  | Zijin Gold International Company Limited                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |        1600 | NS      | $30007.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Centres RE Ltd                                                                   | Vicinity Centres RE Ltd                                                                   | CUSIP: N/A<br>LEI: 549300S7GOEVR0EGFN47       | Long             | EC               | CORP              | AU        |       14160 | NS      | $24109.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Limited                                                                   | WiseTech Global Limited                                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |         675 | NS      | $30671.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Westrock Public Limited Company                                                   | Smurfit Westrock Public Limited Company                                                   | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        3021 | NS      | $116822.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                      | Frontier Communications Parent, Inc.                                                      | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37992.78     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KBC Groep                                                                                 | KBC Groep                                                                                 | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | US        |      672000 | PA      | $684314.74    | 0.08%             | 2030-10-16      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                    | Lifepoint Health, Inc.                                                                    | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      195000 | PA      | $213973.50    | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                               | Mozart Debt Merger Sub Inc.                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      930000 | PA      | $935170.80    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Compagnie Financiere Richemont S.A.                                                       | Compagnie Financiere Richemont S.A.                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        2123 | NS      | $457253.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Financial Group, Inc.                                                            | Yokohama Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4600 | NS      | $37923.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       30000 | PA      | $34995.11     | 0.00%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                            | The Philippines, Government of                                                            | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     5560000 | PA      | $98703.11     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                | Bundesrepublik Deutschland                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1795000 | PA      | $2063940.22   | 0.23%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico, S.A.B. de C.V.                                                        | Wal-Mart de Mexico, S.A.B. de C.V.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       97822 | NS      | $303427.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular S.A.                                                      | Millicom International Cellular S.A.                                                      | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |        4651 | NS      | $257851.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                                                                   | Spotify Technology S.A.                                                                   | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         830 | NS      | $481989.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Krungthai Bank Public Company Limited                                                     | Krungthai Bank Public Company Limited                                                     | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | US        |      200000 | PA      | $198500.00    | 0.02%             | 2500-12-31      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems, LLC                                                               | Axalta Coating Systems, LLC                                                               | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      287000 | PA      | $285803.21    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                                   | CDI Escrow Issuer, Inc.                                                                   | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386000 | PA      | $389551.20    | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corporation                                                                       | Chevron Corporation                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1747 | NS      | $266260.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                                        | Ford Motor Company                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132306.71    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Telefonica, S.A.                                                                          | Telefonica, S.A.                                                                          | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       17609 | NS      | $72235.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Asahi Group Holdings, Ltd.                                                                | Asahi Group Holdings, Ltd.                                                                | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        6000 | NS      | $62870.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co., Ltd.                                                                  | Elite Material Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        7000 | NS      | $366882.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1079692.71   | 0.12%             | 2028-04-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      370000 | PA      | $311725.00    | 0.04%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indutrade Aktiebolag                                                                      | Indutrade Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |        1045 | NS      | $27153.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Limited                                                           | Suntory Beverage & Food Limited                                                           | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |         800 | NS      | $24140.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Province of Alberta                                                     | Government of the Province of Alberta                                                     | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $29176.35     | 0.00%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                   | GSK PLC                                                                                   | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       16144 | NS      | $397096.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                                                        | Hexagon Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        8387 | NS      | $99016.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                | Boliden AB                                                                                | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        1131 | NS      | $62869.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras S/A - Eletrobras                                           | Centrais Eletricas Brasileiras S/A - Eletrobras                                           | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EP               | CORP              | BR        |        7543 | NS      | $67614.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                                 | BP P.L.C.                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       60956 | NS      | $356949.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                                     | Booking Holdings Inc.                                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         204 | NS      | $1092487.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                                              | General Dynamics Corporation                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         646 | NS      | $217482.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                        | The Goodyear Tire & Rubber Company                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      658000 | PA      | $642484.36    | 0.07%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KBC Groep                                                                                 | KBC Groep                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |         996 | NS      | $130062.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                                          | Societe Generale                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        2746 | NS      | $221413.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                   | Nabors Industries, Inc.                                                                   | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      464000 | PA      | $487404.16    | 0.06%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Nuvalent, Inc.                                                                            | Nuvalent, Inc.                                                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1332 | NS      | $133985.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                                      | SoftBank Group Corp.                                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       15200 | NS      | $426774.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                          | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         117 | NS      | $49083.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                            | SBA Communications Corporation                                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         635 | NS      | $122828.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Joint-Stock Company Severstal                                                      | Public Joint-Stock Company Severstal                                                      | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       15486 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Snowflake Inc.                                                                            | Snowflake Inc.                                                                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        3177 | NS      | $696906.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                               | Block, Inc.                                                                               | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      609000 | PA      | $620589.27    | 0.07%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                             | Somnigroup International Inc.                                                             | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      424000 | PA      | $412793.68    | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Urban One, Inc.                                                                           | Urban One, Inc.                                                                           | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |       10000 | PA      | $5150.00      | 0.00%             | 2031-04-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                                   | Victoria's Secret & Co.                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      473000 | PA      | $457769.40    | 0.05%             | 2029-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                     | Vodafone Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       81171 | NS      | $108134.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                      | Thailand, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    15176000 | PA      | $470103.97    | 0.05%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Schroders PLC                                                                             | Schroders PLC                                                                             | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        3351 | NS      | $18390.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Bank S.A.                                                                         | Piraeus Bank S.A.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GR        |       44706 | NS      | $355864.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                                         | Axis Bank Limited                                                                         | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |        4885 | NS      | $338425.89    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                 | Bausch + Lomb Corporation                                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |      618000 | PA      | $644651.25    | 0.07%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                                                       | Boeing Company, The                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        2171 | NS      | $471367.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                       | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |        1831 | NS      | $141041.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole S.A.                                                                      | Credit Agricole S.A.                                                                      | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249889.63    | 0.03%             | 2033-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                     | Freeport-McMoRan Inc.                                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        4966 | NS      | $252223.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                                                      | HCA Healthcare, Inc.                                                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         287 | NS      | $133988.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group Public Limited Company                                                        | Kerry Group Public Limited Company                                                        | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         585 | NS      | $53548.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                   | Molina Healthcare, Inc.                                                                   | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      325000 | PA      | $319182.50    | 0.04%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Canon Inc.                                                                                | Canon Inc.                                                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        3500 | NS      | $103849.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      154000 | PA      | $152707.32    | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fuji Electric Co., Ltd.                                                                   | Fuji Electric Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |         600 | NS      | $45591.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                                | Sekisui Chemical Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        1700 | NS      | $28615.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      460000 | PA      | $453385.20    | 0.05%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                             | Vistra Operations Company LLC                                                             | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      624000 | PA      | $615519.84    | 0.07%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Holdings Limited                                                               | Woolworths Holdings Limited                                                               | CUSIP: N/A<br>LEI: 37890095421E07184E97       | Long             | EC               | CORP              | ZA        |       55618 | NS      | $187791.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                                      | Rentokil Initial PLC                                                                      | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |        9442 | NS      | $56790.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                                      | MS&AD Insurance Group Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        5700 | NS      | $133964.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                             | Fresnillo PLC                                                                             | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |         719 | NS      | $32134.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                                       | The Sage Group PLC.                                                                       | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |        3866 | NS      | $56329.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co., Ltd.                                                          | ASE Technology Holding Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |       56000 | NS      | $445359.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6705028 | PA      | $389661.81    | 0.04%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TSB Bank PLC                                                                              | TSB Bank PLC                                                                              | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $956876.04    | 0.11%             | 2029-03-05      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                                        | CK Infrastructure Holdings Limited                                                        | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        1500 | NS      | $11093.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymon Holdings, LLC                                                                      | Haymon Holdings, LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     3314000 | PA      | $62192.64     | 0.01%             | 2026-12-31      | Fixed         | 2.00%                 | Yes           |                  3 | On Loan: No      |
| Barratt Redrow PLC                                                                        | Barratt Redrow PLC                                                                        | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        5032 | NS      | $25854.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      822000 | PA      | $823541.25    | 0.09%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| DISH DBS Corporation                                                                      | DISH DBS Corporation                                                                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      951000 | PA      | $916459.68    | 0.10%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                    | General Motors Financial Company, Inc.                                                    | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100039.56    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                     | Gilead Sciences, Inc.                                                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        3716 | NS      | $456101.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                  | A.P. Moller - Maersk A/S                                                                  | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          14 | NS      | $32050.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                                                          | Skandinaviska Enskilda Banken AB                                                          | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |        5337 | NS      | $112581.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc.                                                                     | Labcorp Holdings Inc.                                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2847 | NS      | $714255.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                                      | CP Atlas Buyer, Inc.                                                                      | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      419000 | PA      | $434226.46    | 0.05%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                                | Warnermedia Holdings, Inc.                                                                | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       77000 | PA      | $76230.00     | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                                | Warnermedia Holdings, Inc.                                                                | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      664000 | PA      | $642420.00    | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                    | MERCK Kommanditgesellschaft auf Aktien                                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |         516 | NS      | $73953.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                  | Infineon Technologies AG                                                                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       26702 | NS      | $1167025.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                              | Mattel, Inc.                                                                              | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        6991 | NS      | $138701.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Limited                                                                               | CSL Limited                                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        1921 | NS      | $221108.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                 | Zurich Insurance Group AG                                                                 | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         565 | NS      | $427774.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                                | Japan Exchange Group, Inc.                                                                | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       63300 | NS      | $677394.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario, Government of                                                                    | Ontario, Government of                                                                    | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     6711000 | PA      | $4904889.99   | 0.56%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III, LLC                                                                 | Windsor Holdings III, LLC                                                                 | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      498000 | PA      | $526191.78    | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Capitaland Group Pte. Ltd.                                                                | Capitaland Group Pte. Ltd.                                                                | CUSIP: N/A<br>LEI: 2549006LYGY45GHGWZ89       | Long             | EC               | CORP              | SG        |       19074 | NS      | $35473.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                       | Nissan Motor Acceptance Company LLC                                                       | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      418000 | PA      | $417536.02    | 0.05%             | 2028-09-29      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Seven & I Holdings Co., Ltd.                                                              | Seven & I Holdings Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |        8700 | NS      | $124910.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                                                          | Severn Trent PLC                                                                          | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        1052 | NS      | $39518.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                             | Samsung Electronics Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       45518 | NS      | $3766251.64   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      219492 | NS      | $10828896.52  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                  | Presidencia da Republica                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2150000 | PA      | $345459.09    | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                        | Outfront Media Capital Corporation                                                        | CUSIP: 69007TAE4<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |      418000 | PA      | $407625.24    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Nestle S.A.                                                                               | Nestle S.A.                                                                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       10219 | NS      | $1012856.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement de la Province de Quebec                                                     | Gouvernement de la Province de Quebec                                                     | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2663000 | PA      | $1953105.96   | 0.22%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                                                      | Rocket Mortgage, LLC                                                                      | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      471000 | PA      | $463640.63    | 0.05%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                                  | Service Properties Trust                                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      463000 | PA      | $466069.69    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                                    | Stellantis Financial Services US Corp.                                                    | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $202918.56    | 0.02%             | 2030-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hologic Inc                                                                               | Hologic Inc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       21281 | PA      | $9979.24      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Heineken Holding N.V.                                                                     | Heineken Holding N.V.                                                                     | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |         521 | NS      | $38166.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                                                | Andritz AG                                                                                | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |         253 | NS      | $19758.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Bar Gruppe AG                                                                      | Julius Bar Gruppe AG                                                                      | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         786 | NS      | $61420.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                                   | Meituan                                                                                   | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       13000 | NS      | $171989.28    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ontario, Government of                                                                    | Ontario, Government of                                                                    | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     1098000 | PA      | $1125060.34   | 0.13%             | 2030-11-25      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| KakaoBank Corp.                                                                           | KakaoBank Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       13618 | NS      | $203241.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie                                                                                     | Engie                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $838377.10    | 0.10%             | 2031-03-06      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                             | Republic of Indonesia, The Government of, The                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7713000000 | PA      | $485213.61    | 0.06%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6275995 | PA      | $395446.12    | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                                                    | Alaska Air Group, Inc.                                                                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        3221 | NS      | $162016.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Holdings, LLC                                                                  | Aris Water Holdings, LLC                                                                  | CUSIP: 04041NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      417000 | PA      | $444805.56    | 0.05%             | 2030-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                               | AvalonBay Communities, Inc.                                                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        3196 | NS      | $579466.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                                              | Associated British Foods PLC                                                              | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |        1196 | NS      | $34211.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                   | Civitas Resources, Inc.                                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      615000 | PA      | $633782.10    | 0.07%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $16205.92     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Enova International, Inc.                                                                 | Enova International, Inc.                                                                 | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      424000 | PA      | $449304.32    | 0.05%             | 2029-08-01      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| CLP Holdings Limited                                                                      | CLP Holdings Limited                                                                      | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |        6500 | NS      | $58123.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                        | Kubota Corporation                                                                        | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |        4500 | NS      | $63878.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co., Ltd.                                                                           | Hulic Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1600 | NS      | $17518.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Company                                                                | West Japan Railway Company                                                                | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |        1800 | NS      | $35879.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage Operating Company                                                          | Public Storage Operating Company                                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |         591 | NS      | $153364.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corporation                                                                         | Inpex Corporation                                                                         | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        3500 | NS      | $69732.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Keppel Ltd.                                                                               | Keppel Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |        5700 | NS      | $45923.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                  | Essity Aktiebolag (publ)                                                                  | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |          84 | NS      | $2424.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                                | Davide Campari-Milano N.V.                                                                | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |        2224 | NS      | $14400.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Urzad Rady Ministrow                                                                      | Urzad Rady Ministrow                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      594000 | PA      | $177091.42    | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                                                  | Sartorius Stedim Biotech                                                                  | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |         103 | NS      | $25408.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                                        | Coca-Cola Europacific Partners PLC                                                        | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |         840 | NS      | $76188.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                                                           | B&G Foods, Inc.                                                                           | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102502.05    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: 05971KAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $199980.14    | 0.02%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                        | Energy Transfer LP                                                                        | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153966.12    | 0.02%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                           | First Citizens BancShares, Inc.                                                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         478 | NS      | $1025874.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                            | Kingfisher PLC                                                                            | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |        6674 | NS      | $28167.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                           | GE HealthCare Technologies Inc.                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        3434 | NS      | $281656.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement                                                                      | Veolia Environnement                                                                      | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        2528 | NS      | $88312.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                       | Kinder Morgan, Inc.                                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        5784 | NS      | $159002.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                          | Deutsche Bank Aktiengesellschaft                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |        7042 | NS      | $271485.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                             | Raymond James Financial, Inc.                                                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1899 | NS      | $304960.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      226000 | PA      | $223740.00    | 0.03%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                                     | Techtronic Industries Company Limited                                                     | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       20000 | NS      | $230331.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                   | Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        3411 | NS      | $80630.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                                  | AB Sagax                                                                                  | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |         839 | NS      | $17950.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                      | Thailand, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    13521000 | PA      | $499889.33    | 0.06%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABSA Group                                                                                | ABSA Group                                                                                | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |       31231 | NS      | $450754.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | GB        |     1901000 | PA      | $2537367.49   | 0.29%             | 2026-05-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                           | CaixaBank, S.A.                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $741285.60    | 0.08%             | 2029-07-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nordnet AB                                                                                | Nordnet AB                                                                                | CUSIP: N/A<br>LEI: 549300KK7IUPX2I8HT93       | Long             | EC               | CORP              | SE        |         623 | NS      | $18207.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                                             | CK Hutchison Holdings Limited                                                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       10000 | NS      | $68023.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                     | Beacon Mobility Corp.                                                                     | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      421000 | PA      | $440357.58    | 0.05%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                      | Carnival Corporation                                                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32850.24     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      650000 | PA      | $670370.55    | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                     | Clydesdale Acquisition Holdings, Inc.                                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      785000 | PA      | $796555.20    | 0.09%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                                | CrowdStrike Holdings, Inc.                                                                | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9589.35      | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Figma, Inc.                                                                               | Figma, Inc.                                                                               | CUSIP: 316841105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1346 | NS      | $50300.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                                        | Huntington Bancshares Incorporated                                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       22222 | NS      | $385551.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Aktiengesellschaft                                                            | Continental Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |         423 | NS      | $33539.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corporation, The                                                                 | Middleby Corporation, The                                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |         771 | NS      | $114624.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment Corporation                                                  | Japan Real Estate Investment Corporation                                                  | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |          27 | NS      | $22549.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                      | NextEra Energy, Inc.                                                                      | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |       26107 | NS      | $2095869.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Finance II LLC                                                                      | Noble Finance II LLC                                                                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      622000 | PA      | $645530.26    | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                              | Mizuho Financial Group, Inc.                                                              | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        9810 | NS      | $358105.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co., Ltd.                                                   | Sumitomo Realty & Development Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3800 | NS      | $95518.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                    | The PNC Financial Services Group, Inc.                                                    | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251413.55    | 0.03%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                               | Novartis AG                                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        7363 | NS      | $1012211.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                  | Roper Technologies, Inc.                                                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         725 | NS      | $322719.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      431000 | PA      | $417496.77    | 0.05%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale Societa Per Azioni                                       | Terna - Rete Elettrica Nazionale Societa Per Azioni                                       | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        5592 | NS      | $59540.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Limited                                                                              | NTPC Limited                                                                              | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |       92311 | NS      | $337902.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries Public Limited Company                                            | James Hardie Industries Public Limited Company                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |        2305 | NS      | $47294.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece S.A.                                                              | National Bank of Greece S.A.                                                              | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |       28706 | NS      | $437404.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                             | Republic of Indonesia, The Government of, The                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  9115000000 | PA      | $558980.45    | 0.06%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                                  | Tryg A/S                                                                                  | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        1206 | NS      | $31612.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corporation Public Limited Company                                                  | Eaton Corporation Public Limited Company                                                  | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        1364 | NS      | $434447.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dealer Tire, LLC                                                                          | Dealer Tire, LLC                                                                          | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25837.50     | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Colombia S A S                                                     | Edgewell Personal Care Colombia S A S                                                     | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      369000 | PA      | $368974.17    | 0.04%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KT Corporation                                                                            | KT Corporation                                                                            | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |       14616 | NS      | $277265.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans                                                                                 | Ackermans                                                                                 | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |          85 | NS      | $23141.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank, Ltd.                                                                      | The Chiba Bank, Ltd.                                                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |        2600 | NS      | $28996.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                                  | Hong Kong Exchanges and Clearing Limited                                                  | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       18400 | NS      | $962518.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute, Ltd.                                                           | Nomura Research Institute, Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        1700 | NS      | $65562.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank, Limited                                                                   | Hang Seng Bank, Limited                                                                   | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |        2800 | NS      | $55197.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                        | Newell Brands Inc.                                                                        | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      323000 | PA      | $338190.69    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Toho Co., Ltd.                                                                            | Toho Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |         600 | NS      | $30597.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                  | Toyota Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       95300 | NS      | $2045982.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                    | Standard Chartered PLC                                                                    | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |      550000 | PA      | $560554.17    | 0.06%             | 2036-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Alta Equipment Group Inc.                                                                 | Alta Equipment Group Inc.                                                                 | CUSIP: 02128LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      444000 | PA      | $401265.00    | 0.05%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| AmWINS Group, Inc.                                                                        | AmWINS Group, Inc.                                                                        | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147475.50    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tesla Inc.                                                                                | Tesla Inc.                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        8580 | NS      | $3858597.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                                | Cloud Software Group, Inc.                                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1301000 | PA      | $1318082.13   | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SSE PLC                                                                                   | SSE PLC                                                                                   | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |        4349 | NS      | $127858.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                    | Brandywine Operating Partnership, L.P.                                                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      434000 | PA      | $467391.96    | 0.05%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                             | Republic of Indonesia, The Government of, The                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  9914000000 | PA      | $614222.09    | 0.07%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                          | Novo Nordisk A/S                                                                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       25356 | NS      | $1290992.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                     | Chemours Company, The                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      153000 | PA      | $148792.50    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dover Corporation                                                                         | Dover Corporation                                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        1469 | NS      | $286807.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   166350000 | PA      | $872477.29    | 0.10%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                              | Ferrovial SE                                                                              | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        1803 | NS      | $117174.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA, S.M.E., S.A.                                                                        | AENA, S.M.E., S.A.                                                                        | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |        2923 | NS      | $81787.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     5404895 | PA      | $327657.59    | 0.04%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                      | Meta Platforms, Inc.                                                                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      456000 | PA      | $459287.99    | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                    | GFL Environmental Inc.                                                                    | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |      175000 | PA      | $172375.00    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                                         | Jardine Matheson Holdings Limited                                                         | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |         800 | NS      | $52624.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini France                                                                          | Capgemini France                                                                          | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |         676 | NS      | $113073.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                                                                    | Hayward Holdings, Inc.                                                                    | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6298 | NS      | $97304.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                                               | Host Hotels & Resorts, Inc.                                                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |        4445 | NS      | $78809.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                               | Humana Inc.                                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        5535 | NS      | $1417679.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Limited                                                                        | ICICI Bank Limited                                                                        | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        3030 | NS      | $90294.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Income ETF                                                                       | JPMorgan Income ETF                                                                       | CUSIP: 46641Q159<br>LEI: 5493001E1K1DVWDV2464 | Long             | EC               | RF                | US        |      764671 | NS      | $35396620.59  | 4.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Beiersdorf Aktiengesellschaft                                                             | Beiersdorf Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |         383 | NS      | $42061.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                                              | Securitas AB                                                                              | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        2064 | NS      | $32911.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                 | AT&T Inc.                                                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       37456 | NS      | $930407.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                                                                 | Millrose Properties, Inc.                                                                 | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      620000 | PA      | $634123.60    | 0.07%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| The Kansai Electric Power Company, Incorporated                                           | The Kansai Electric Power Company, Incorporated                                           | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        4100 | NS      | $64352.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                    | Nissan Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |        8500 | NS      | $21158.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                                       | Olympus Corporation                                                                       | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |        4400 | NS      | $55797.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                      | United Rentals (North America), Inc.                                                      | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      321000 | PA      | $318592.40    | 0.04%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UltraTech Cement Limited                                                                  | UltraTech Cement Limited                                                                  | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |        2331 | NS      | $305466.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Company Limited                                                      | China Shenhua Energy Company Limited                                                      | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |       40000 | NS      | $199097.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group S.A.                                            | International Consolidated Airlines Group S.A.                                            | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |       13606 | NS      | $75855.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                                        | Azrieli Group Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         134 | NS      | $15176.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                          | Coca-Cola HBC AG                                                                          | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        1257 | NS      | $65122.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                                | Dino Polska Spolka Akcyjna                                                                | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |        1870 | NS      | $21482.58     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co., Limited                                              | Contemporary Amperex Technology Co., Limited                                              | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       10800 | NS      | $567290.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                                              | Tenaris S.A.                                                                              | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        1426 | NS      | $27546.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                         | National Grid PLC                                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      796000 | PA      | $876076.24    | 0.10%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                                           | Antofagasta PLC                                                                           | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        1377 | NS      | $60771.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                     | Altice Financing S.A.                                                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $173750.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| The Central People's Government of the People's Republic of China                         | The Central People's Government of the People's Republic of China                         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1420000 | PA      | $192432.08    | 0.02%             | 2045-04-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1238600 | PA      | $1464548.12   | 0.17%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                         | CCO Holdings, LLC                                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $656545.50    | 0.07%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                      | Carnival Corporation                                                                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      639000 | PA      | $645951.81    | 0.07%             | 2029-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TSB Bank PLC                                                                              | TSB Bank PLC                                                                              | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $466540.29    | 0.05%             | 2030-02-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       14881 | NS      | $696579.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues                                                                                  | Bouygues                                                                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         740 | NS      | $38543.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                                               | ASX Limited                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         756 | NS      | $25931.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                                           | Fujitsu Limited                                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        7200 | NS      | $199579.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company Kaspi.Kz                                                              | Joint Stock Company Kaspi.Kz                                                              | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        2144 | NS      | $167510.72    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Stora Enso Oyj                                                                            | Stora Enso Oyj                                                                            | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |        2308 | NS      | $28838.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sanofi                                                                                    | Sanofi                                                                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        4484 | NS      | $435169.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Ltd.                                                            | Chubu Electric Power Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        3100 | NS      | $47744.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co., Ltd.                                                               | Mitsubishi Estate Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |        4900 | NS      | $119647.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Nec Corporation                                                                           | Nec Corporation                                                                           | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        5100 | NS      | $173416.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                    | TTM Technologies, Inc.                                                                    | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      276000 | PA      | $269439.48    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| El Paso Electric Company                                                                  | El Paso Electric Company                                                                  | CUSIP: N/A<br>LEI: OZ8GM8L4AHPKSWZMW205       | Long             | EC               | CORP              | US        |         789 | NS      | $2072.15      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sony Group Corporation                                                                    | Sony Group Corporation                                                                    | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       87600 | NS      | $2255961.35   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: 68329AAE8<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |      297000 | PA      | $210283.49    | 0.02%             | 2027-10-19      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Electric Power Company Holdings, Inc.                                               | Tokyo Electric Power Company Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |        6200 | NS      | $26032.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc.                                                                      | TOPPAN Holdings Inc.                                                                      | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |        1100 | NS      | $32819.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                                      | Astellas Pharma Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |        6900 | NS      | $92143.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                            | OTP Bank Nyrt.                                                                            | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        6364 | NS      | $682863.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                  | Talen Energy Supply, LLC                                                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      323000 | PA      | $341976.25    | 0.04%             | 2030-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd                                                        | Transurban Finance Company Pty Ltd                                                        | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | US        |      126000 | PA      | $125079.10    | 0.01%             | 2036-03-24      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BIM Birlesik Magazalar Anonim Sirketi                                                     | BIM Birlesik Magazalar Anonim Sirketi                                                     | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |       30739 | NS      | $385013.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Financial Services Limited                                                            | Max Financial Services Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |       20064 | NS      | $372684.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                                   | M&G PLC                                                                                   | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        8730 | NS      | $33722.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                                | Urad Vlady Ceske Republiky                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    27710000 | PA      | $1362628.89   | 0.15%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAAB Aktiebolag                                                                           | SAAB Aktiebolag                                                                           | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        1468 | NS      | $85270.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Limited                                                               | Hindalco Industries Limited                                                               | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |       33373 | NS      | $328650.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                                     | Mitsubishi Chemical Group Corporation                                                     | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |        5200 | NS      | $30376.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corporation                                                                         | Alcoa Corporation                                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       11633 | NS      | $618177.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                                                          | California Resources Corporation                                                          | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      522000 | PA      | $546158.16    | 0.06%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc.                                                                       | Central Parent Inc.                                                                       | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      353000 | PA      | $299594.63    | 0.03%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                                            | ConocoPhillips                                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        3149 | NS      | $294777.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                             | Duquesne Light Holdings, Inc.                                                             | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      750000 | PA      | $739340.55    | 0.08%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BT Group PLC                                                                              | BT Group PLC                                                                              | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       24677 | NS      | $61287.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imola Merger Corporation                                                                  | Imola Merger Corporation                                                                  | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      783000 | PA      | $773212.50    | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Jazz Securities Designated Activity Company                                               | Jazz Securities Designated Activity Company                                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | US        |      670000 | PA      | $659608.30    | 0.07%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                         | Sumitomo Mitsui Trust Group, Inc.                                                         | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | EC               | CORP              | JP        |        2700 | NS      | $82375.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                                                      | Isuzu Motors Limited                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        2000 | NS      | $31237.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                                                        | Makita Corporation                                                                        | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |        1100 | NS      | $33303.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                           | Renesas Electronics Corporation                                                           | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |        6200 | NS      | $85828.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Company, The                                                             | Procter & Gamble Company, The                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1260 | NS      | $180570.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                                                           | RTX Corporation                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        5664 | NS      | $1038777.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK Group Holdings PLC                                                           | Santander UK Group Holdings PLC                                                           | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200134.36    | 0.02%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                           | Charles Schwab Corporation, The                                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       27298 | NS      | $2727343.18   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Limited                                                      | Singapore Telecommunications Limited                                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       32800 | NS      | $116320.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                                 | Neste Oyj                                                                                 | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        1672 | NS      | $37947.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                 | Partners Group Holding AG                                                                 | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |          85 | NS      | $104219.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                        | Aktiebolaget Volvo                                                                        | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |         741 | NS      | $23684.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                               | Prosus N.V.                                                                               | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        5204 | NS      | $322565.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                             | Republic of Indonesia, The Government of, The                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5025000000 | PA      | $329374.81    | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $640889.44    | 0.07%             | 2031-08-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                  | Woolworths Group Limited                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      450000 | PA      | $493354.83    | 0.06%             | 2028-11-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   134350000 | PA      | $688440.83    | 0.08%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        6050 | NS      | $500381.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group                                                                                | Elia Group                                                                                | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |         161 | NS      | $20738.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                                | SalMar ASA                                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |         282 | NS      | $17192.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                          | Smiths Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        1328 | NS      | $42053.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                          | Sands China Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |        8400 | NS      | $21148.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                               | Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |         431 | NS      | $22929.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   155490000 | PA      | $427717.32    | 0.05%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                                                  | CVC Capital Partners PLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        3093 | NS      | $51929.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3708000 | PA      | $4396442.43   | 0.50%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                      | Urzad Rady Ministrow                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2156000 | PA      | $601638.11    | 0.07%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                           | Nordea Bank Abp                                                                           | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       12905 | NS      | $243246.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize AG                                                                                 | Amrize AG                                                                                 | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |        8104 | NS      | $438264.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aethon United BR LP                                                                       | Aethon United BR LP                                                                       | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      443000 | PA      | $464113.38    | 0.05%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BWXT Government Group, Inc.                                                               | BWXT Government Group, Inc.                                                               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        2159 | NS      | $373161.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99771.38     | 0.01%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                     | Cleveland-Cliffs Inc.                                                                     | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18453.78     | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                             | Freedom Mortgage Holdings LLC                                                             | CUSIP: 35641AAA6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      606000 | PA      | $634724.40    | 0.07%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-RPL3                                             | GS Mortgage-Backed Securities Trust 2025-RPL3                                             | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96260 | PA      | $94237.13     | 0.01%             | 2027-06-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                          | Wartsila Oyj Abp                                                                          | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        1928 | NS      | $68378.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                                 | Korea Electric Power Corp                                                                 | CUSIP: 50065AAC8<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | US        |      755000 | PA      | $753064.33    | 0.09%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions, LLC                                                                 | Lindblad Expeditions, LLC                                                                 | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18773.28     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ANA Holdings Inc.                                                                         | ANA Holdings Inc.                                                                         | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |         700 | NS      | $13294.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                                | ANZ Group Holdings Limited                                                                | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |       11933 | NS      | $288664.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                                         | Rio Tinto Limited                                                                         | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        1476 | NS      | $144095.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| NGL Energy Operating LLC                                                                  | NGL Energy Operating LLC                                                                  | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      414000 | PA      | $429293.16    | 0.05%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                             | Fujikura Ltd.                                                                             | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |        1000 | NS      | $111589.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corporation                                                                  | Konami Group Corporation                                                                  | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |         400 | NS      | $54568.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                                | XPLR Infrastructure Operating Partners, LP                                                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      492000 | PA      | $504117.96    | 0.06%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DENSO Corporation                                                                         | DENSO Corporation                                                                         | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        7200 | NS      | $99528.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                  | Nippon Steel Corporation                                                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       20700 | NS      | $84740.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                                          | ORIX Corporation                                                                          | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |        4200 | NS      | $122295.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                      | Sumitomo Corporation                                                                      | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |        4600 | NS      | $159276.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                                    | Playtika Holding Corp.                                                                    | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21513.06     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                                     | TD SYNNEX Corporation                                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        4957 | NS      | $744690.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                                              | 3i Group PLC                                                                              | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        3873 | NS      | $170338.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                         | Compass Group PLC                                                                         | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |        6799 | NS      | $216443.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                      | Thailand, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    12686000 | PA      | $463982.17    | 0.05%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                                 | Tesco PLC                                                                                 | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       26176 | NS      | $155920.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                                     | Scentre Group Limited                                                                     | CUSIP: N/A<br>LEI: 529900TUCASM3W86E831       | Long             | EC               | CORP              | AU        |       20648 | NS      | $57741.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                       | Investor Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |        2715 | NS      | $96450.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                 | Shell PLC                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       23123 | NS      | $854891.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                            | BAWAG Group AG                                                                            | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |         302 | NS      | $45620.55     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                        | AmWINS Group, Inc.                                                                        | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      206000 | PA      | $211152.06    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                           | B&G Foods, Inc.                                                                           | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      522000 | PA      | $513955.98    | 0.06%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      600000 | PA      | $540308.58    | 0.06%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| R. R. Donnelley & Sons Company                                                            | R. R. Donnelley & Sons Company                                                            | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      136000 | PA      | $140826.64    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fortrea Holdings Inc.                                                                     | Fortrea Holdings Inc.                                                                     | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319797.45    | 0.04%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Hilton Worldwide Holdings Inc.                                                            | Hilton Worldwide Holdings Inc.                                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |         869 | NS      | $249620.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group Public Limited Company                                                     | Kingspan Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         616 | NS      | $53641.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                          | JNL Government Money Market Fund                                                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    95514595 | NS      | $95514594.94  | 10.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                                             | Trelleborg AB                                                                             | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |         800 | NS      | $33959.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                                             | MediaTek Inc.                                                                             | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |        4000 | NS      | $181574.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                                      | Marubeni Corporation                                                                      | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |        6500 | NS      | $181174.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Limited                                                               | QBE Insurance Group Limited                                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        6008 | NS      | $79635.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya Us Holding Company LLC                                                             | Pagaya Us Holding Company LLC                                                             | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |      443000 | PA      | $386517.50    | 0.04%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Holcim AG                                                                                 | Holcim AG                                                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        1963 | NS      | $191276.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                           | Sabre GLBL Inc.                                                                           | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      803000 | PA      | $669356.71    | 0.08%             | 2030-07-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| Saia, Inc.                                                                                | Saia, Inc.                                                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |         778 | NS      | $254032.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                                                            | Tidewater Inc.                                                                            | CUSIP: 88642RAE9<br>LEI: 549300UOMTB7PD2UT305 | Long             | DBT              | CORP              | US        |      445000 | PA      | $477436.05    | 0.05%             | 2030-07-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2525000 | PA      | $2525690.34   | 0.29%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        5166 | NS      | $1705348.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                        | Venture Global Calcasieu Pass, LLC                                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17840.10     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Localiza Rent A Car S/A                                                                   | Localiza Rent A Car S/A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       41599 | NS      | $327743.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie                                                                                     | Engie                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |        6974 | NS      | $183746.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     6760000 | PA      | $320345.57    | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co., Ltd.                                                             | HD Hyundai Electric Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |         463 | NS      | $247449.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                                    | Melrose Industries PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |        4728 | NS      | $37483.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8000110 | PA      | $495803.58    | 0.06%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                                         | Axis Bank Limited                                                                         | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |       20768 | NS      | $292931.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of India                                                                       | Government of India                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IN        |   117910000 | PA      | $1343899.61   | 0.15%             | 2031-06-18      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                                          | Accenture Public Limited Company                                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        1721 | NS      | $461744.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A2a S.P.A.                                                                                | A2a S.P.A.                                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |        6072 | NS      | $16483.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan S.A.                                                                             | Givaudan S.A.                                                                             | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |          33 | NS      | $130565.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co., Ltd.                                                      | Hon Hai Precision Industry Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |       24000 | NS      | $177644.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                                         | Nidec Corporation                                                                         | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        4100 | NS      | $55855.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Acute Care Solutions, LLC                                                            | U.S. Acute Care Solutions, LLC                                                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      138000 | PA      | $139035.00    | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                                | Wolverine World Wide, Inc.                                                                | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      489000 | PA      | $451723.53    | 0.05%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Geberit AG                                                                                | Geberit AG                                                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         133 | NS      | $103428.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WUS Printed Circuit (Kunshan) Co., Ltd.                                                   | WUS Printed Circuit (Kunshan) Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       20500 | NS      | $213050.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                          | Deutsche Bank Aktiengesellschaft                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352313.20    | 0.04%             | 2031-02-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      155000 | PA      | $35981.46     | 0.00%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Credicorp Ltd.                                                                            | Credicorp Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        1182 | NS      | $339234.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                              | Chipotle Mexican Grill, Inc.                                                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3610 | NS      | $133570.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                                       | EOG Resources, Inc.                                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       10516 | NS      | $1104285.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                                    | Goldman Sachs Bank USA                                                                    | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160091.46    | 0.02%             | 2027-03-18      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                     | Sumitomo Mitsui Financial Group, Inc.                                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       15300 | NS      | $491383.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Secom Co., Ltd.                                                                           | Secom Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        1600 | NS      | $56961.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                                                    | Yamaha Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |        3600 | NS      | $26673.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Regency Centers Corporation                                                               | Regency Centers Corporation                                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        3029 | NS      | $209091.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                                      | The Southern Company                                                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       36471 | NS      | $3180271.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                                  | Daimler Truck Holding AG                                                                  | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        1745 | NS      | $75754.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investmentaktiebolaget Latour                                                             | Investmentaktiebolaget Latour                                                             | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |         566 | NS      | $13786.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        8630 | NS      | $1971868.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                                   | American Airlines, Inc.                                                                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      552000 | PA      | $576150.44    | 0.07%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                 | Legal & General Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       26619 | NS      | $93827.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                               | BNP Paribas                                                                               | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      550000 | PA      | $561408.21    | 0.06%             | 2031-05-09      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                               | Caesars Entertainment, Inc.                                                               | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      681000 | PA      | $704787.33    | 0.08%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Century Communities, Inc.                                                                 | Century Communities, Inc.                                                                 | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      221000 | PA      | $209576.51    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Comfort Systems USA, Inc.                                                                 | Comfort Systems USA, Inc.                                                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         498 | NS      | $464778.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                                                                  | DISH Network Corporation                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1193728.78   | 0.14%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Dr. Reddy's Laboratories Limited                                                          | Dr. Reddy's Laboratories Limited                                                          | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       14479 | NS      | $203285.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                  | Fortress Transportation And Infrastructure Investors LLC                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      543000 | PA      | $542462.43    | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                        | Herc Holdings Inc.                                                                        | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      328000 | PA      | $344983.84    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BASF SE                                                                                   | BASF SE                                                                                   | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        3537 | NS      | $183160.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Limited                                                                            | Mirvac Limited                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       15421 | NS      | $21023.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                              | Neurocrine Biosciences, Inc.                                                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        4803 | NS      | $681209.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                                     | Kyowa Kirin Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        1100 | NS      | $17730.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nexstar Media Group, Inc.                                                                 | Nexstar Media Group, Inc.                                                                 | CUSIP: 65336YAN3<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |      324000 | PA      | $321288.12    | 0.04%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Obayashi Corporation                                                                      | Obayashi Corporation                                                                      | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        2800 | NS      | $58528.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                              | Royal Caribbean Cruises Ltd.                                                              | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      374000 | PA      | $374445.25    | 0.04%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                             | Starwood Property Trust, Inc.                                                             | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      374000 | PA      | $370974.34    | 0.04%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Aeroports de Paris                                                                        | Aeroports de Paris                                                                        | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |         143 | NS      | $18706.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Novozymes A/S                                                                             | Novozymes A/S                                                                             | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        1375 | NS      | $88114.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                          | Nederlandse Waterschapsbank N.V.                                                          | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | AU        |      460000 | PA      | $302809.14    | 0.03%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    62100000 | PA      | $201075.71    | 0.02%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TPG Corporation Limited                                                                   | TPG Corporation Limited                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1664 | NS      | $4203.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |      875000 | PA      | $973378.49    | 0.11%             | 2028-05-19      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                          | Amazon.com, Inc.                                                                          | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      600000 | PA      | $597613.08    | 0.07%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co., Ltd.                                                  | Hitachi Construction Machinery Co., Ltd.                                                  | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |         300 | NS      | $8879.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $125516.06    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                      | Fastighets AB Balder                                                                      | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |        2733 | NS      | $20198.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                                           | TDK Corporation                                                                           | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        7700 | NS      | $108973.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Music Group Corp.                                                                  | Warner Music Group Corp.                                                                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2826 | NS      | $86673.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                                                             | ASSA ABLOY AB                                                                             | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        4189 | NS      | $162283.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                            | ING Groep N.V.                                                                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       11625 | NS      | $327986.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Limited                                                      | Zhen Ding Technology Holding Limited                                                      | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |       41000 | NS      | $185474.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation                                                   | Booz Allen Hamilton Holding Corporation                                                   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         555 | NS      | $46819.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                    | Standard Chartered PLC                                                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        7424 | NS      | $181616.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                            | Goldman Sachs Group, Inc., The                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1157 | NS      | $1017003.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAL Trust                                                                                 | HAL Trust                                                                                 | CUSIP: N/A<br>LEI: 5493000O3IE3DNOY3R07       | Long             | EC               | CORP              | BM        |         143 | NS      | $23768.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo, LLC                                                     | CrossCountry Intermediate HoldCo, LLC                                                     | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      542000 | PA      | $551146.25    | 0.06%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                | Allianz SE                                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        1538 | NS      | $702471.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                    | SAP SE                                                                                    | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        4089 | NS      | $989424.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                                   | Bridgestone Corporation                                                                   | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        4600 | NS      | $103174.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Fortum Oyj                                                                                | Fortum Oyj                                                                                | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        1740 | NS      | $36984.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                               | Bayerische Motoren Werke Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |         219 | NS      | $23437.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Trust                                                                 | Australian Pipeline Trust                                                                 | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |        5117 | NS      | $30565.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co., Ltd.                                                             | Dai Nippon Printing Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        1900 | NS      | $32715.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                      | Koninklijke KPN N.V.                                                                      | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       15445 | NS      | $72161.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA Corporation                                                                           | KIA Corporation                                                                           | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        8167 | NS      | $690574.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Escrow Corporation                                                             | NCR Atleos Escrow Corporation                                                             | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      573000 | PA      | $621727.92    | 0.07%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Shimadzu Corporation                                                                      | Shimadzu Corporation                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1300 | NS      | $34661.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                             | Nippon Yusen Kabushiki Kaisha                                                             | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        1600 | NS      | $51869.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings                                                                         | Shoprite Holdings                                                                         | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |       13089 | NS      | $213720.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                               | Snam S.p.A.                                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        8535 | NS      | $56730.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                              | Public Service Enterprise Group Incorporated                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        1002 | NS      | $80460.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Company Limited                                                                 | Sino Land Company Limited                                                                 | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |       18000 | NS      | $23638.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                             | Staples, Inc.                                                                             | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      863000 | PA      | $858426.10    | 0.10%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                            | Anywhere Real Estate Group LLC                                                            | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      545000 | PA      | $542645.60    | 0.06%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corporation                                                            | SBA Communications Corporation                                                            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      701000 | PA      | $669651.28    | 0.08%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                                      | Travel + Leisure Co.                                                                      | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87858.90     | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                     | Whirlpool Corporation                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      479000 | PA      | $478717.39    | 0.05%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower, LLC                                                             | Sabre Financial Borrower, LLC                                                             | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      267000 | PA      | $269985.06    | 0.03%             | 2029-06-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                           | Prysmian S.p.A.                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        1130 | NS      | $113571.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                               | Aker BP ASA                                                                               | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |        1198 | NS      | $30353.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                           | CaixaBank, S.A.                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       14163 | NS      | $173665.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola, Sociedad Anonima                                                               | Iberdrola, Sociedad Anonima                                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       24324 | NS      | $528415.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc.                                                                                  | TIS Inc.                                                                                  | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |         900 | NS      | $30270.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                      | ENEOS Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       10400 | NS      | $73632.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    81260000 | PA      | $186528.08    | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PT. Telekomunikasi Indonesia                                                              | PT. Telekomunikasi Indonesia                                                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     2719600 | NS      | $567015.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Adnoc Drilling Company PJSC                                                               | Adnoc Drilling Company PJSC                                                               | CUSIP: N/A<br>LEI: 254900JPRSQL1PM0JV19       | Long             | EC               | CORP              | AE        |      114940 | NS      | $167237.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                               | INEOS Quattro Finance 2 plc                                                               | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $93119.32     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                          | Industria de Diseno Textil, S.A.                                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        4409 | NS      | $291545.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                            | Var Energi ASA                                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |        2813 | NS      | $9184.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev                                                                      | Anheuser-Busch InBev                                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |        3893 | NS      | $250980.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane - Societa' Per Azioni                                                      | Poste Italiane - Societa' Per Azioni                                                      | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        1826 | NS      | $45926.52     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane S.p.A. O, In Forma Abbreviata, Inwit S.p.A.              | Infrastrutture Wireless Italiane S.p.A. O, In Forma Abbreviata, Inwit S.p.A.              | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |        1235 | NS      | $11441.86     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Ministerio De Hacienda Y Credito Publico                                                  | Ministerio De Hacienda Y Credito Publico                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1001100000 | PA      | $257826.41    | 0.03%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                                          | Spirax Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         280 | NS      | $25736.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries Public Limited Company                                            | James Hardie Industries Public Limited Company                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       16384 | NS      | $339968.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                                   | NXP Semiconductors N.V.                                                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        1972 | NS      | $428042.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                                | Presidencia de la Republica de El Salvador                                                | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | DE        |       86000 | PA      | $89332.50     | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                           | Avolon Holdings Funding Limited                                                           | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |      700000 | PA      | $692251.14    | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Commscope Finance LLC                                                                     | Commscope Finance LLC                                                                     | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |      496000 | PA      | $499472.00    | 0.06%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Next PLC                                                                                  | Next PLC                                                                                  | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         464 | NS      | $85627.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                                 | Elisa Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |         560 | NS      | $24744.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                | Nike, Inc.                                                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        3136 | NS      | $199794.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                                               | Northern Star Resources Ltd                                                               | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |        5707 | NS      | $101272.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House, Ltd.                                                                       | Sekisui House, Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        2300 | NS      | $51308.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                          | PG&E Corporation                                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      586000 | PA      | $584177.54    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Company                                                            | Performance Food Group Company                                                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        3822 | NS      | $343674.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                             | Santander Drive Auto Receivables Trust 2025-3                                             | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       96000 | PA      | $96498.10     | 0.01%             | 2029-01-16      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                           | Sierra Timeshare 2025-2 Receivables Funding LLC                                           | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75901 | PA      | $76273.18     | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                          | Uniti Group Inc.                                                                          | CUSIP: 91327BAB6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447201.00    | 0.05%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                  | W. R. Grace Holdings LLC                                                                  | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      576000 | PA      | $545086.08    | 0.06%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                  | Essity Aktiebolag (publ)                                                                  | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        2381 | NS      | $68491.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional, S.A.B. De C.V.                                                                  | Regional, S.A.B. De C.V.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       40713 | NS      | $321553.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group Public Limited Company                                                          | AIB Group Public Limited Company                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      600000 | PA      | $734636.32    | 0.08%             | 2029-07-23      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                | Bundesrepublik Deutschland                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      629440 | PA      | $659636.03    | 0.07%             | 2056-08-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                           | Danske Bank A/S                                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      600000 | PA      | $728036.39    | 0.08%             | 2028-11-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Angi Inc.                                                                                 | Angi Inc.                                                                                 | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |        1419 | NS      | $18347.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safeway Inc.                                                                              | Safeway Inc.                                                                              | CUSIP: 013092AG6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      156000 | PA      | $149922.24    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                               | Allied Universal Holdco LLC                                                               | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      983000 | PA      | $1022772.18   | 0.12%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corporation                                                              | Antero Resources Corporation                                                              | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      700000 | PA      | $708092.00    | 0.08%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                     | Ardagh Metal Packaging Finance Public Limited Company                                     | CUSIP: 03969YAA6<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |      201000 | PA      | $192855.48    | 0.02%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                                    | Compass Group Diversified Holdings LLC                                                    | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       52000 | PA      | $48230.00     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Company                                                                        | DTE Energy Company                                                                        | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      388000 | PA      | $388147.25    | 0.04%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                       | Expedia Group, Inc.                                                                       | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        4539 | NS      | $1285944.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                                        | Ford Motor Company                                                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       23821 | NS      | $312531.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                   | Fresenius SE & Co. KGaA                                                                   | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |        1637 | NS      | $93849.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group S.A.                                                                 | Naturgy Energy Group S.A.                                                                 | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |         415 | NS      | $12643.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                           | Telefonaktiebolaget LM Ericsson                                                           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |         216 | NS      | $2116.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corporation                                                         | Realtek Semiconductor Corporation                                                         | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       22000 | NS      | $342072.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co., Ltd.                                                            | Daiwa House Industry Co., Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2400 | NS      | $79677.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                                        | Galaxy Entertainment Group Limited                                                        | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       48000 | NS      | $236144.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                                        | Japan Tobacco Inc.                                                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        4400 | NS      | $158471.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corporation                                                                        | Kajima Corporation                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1800 | NS      | $67151.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                        | Newell Brands Inc.                                                                        | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      776000 | PA      | $757585.52    | 0.09%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Nissan Motor Acceptance Company LLC                                                       | Nissan Motor Acceptance Company LLC                                                       | CUSIP: 65480CAC9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |      499000 | PA      | $486165.72    | 0.06%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| SMC Corporation                                                                           | SMC Corporation                                                                           | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         200 | NS      | $69725.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                    | Tokyo Electron Limited                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        1800 | NS      | $397406.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                  | Spectrum Management Holding Company, LLC                                                  | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      430000 | PA      | $377678.29    | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Universal Display Corporation                                                             | Universal Display Corporation                                                             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         901 | NS      | $105218.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                                                               | Western Digital Corporation                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        6070 | NS      | $1045678.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                                                         | Admiral Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |         918 | NS      | $39320.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                               | Reckitt Benckiser Group PLC                                                               | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        2685 | NS      | $217298.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                   | Macquarie Group Limited                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        1425 | NS      | $192486.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                                   | Siemens Healthineers AG                                                                   | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        1073 | NS      | $56212.37     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wiwynn Corporation                                                                        | Wiwynn Corporation                                                                        | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |        4057 | NS      | $579908.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      165000 | PA      | $157305.92    | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Capitaland Investment Limited                                                             | Capitaland Investment Limited                                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |        8600 | NS      | $18122.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                    | Southern Power Company                                                                    | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      650000 | PA      | $761175.86    | 0.09%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                                        | Best Buy Co., Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        1643 | NS      | $109965.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                                                        | Smith & Nephew PLC                                                                        | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        3472 | NS      | $57897.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                       | Calpine Corporation                                                                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      182000 | PA      | $181907.18    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gentex Corporation                                                                        | Gentex Corporation                                                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        8778 | NS      | $204264.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                  | Bayer Aktiengesellschaft                                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        3648 | NS      | $158021.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                  | Koninklijke Philips N.V.                                                                  | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        3153 | NS      | $85839.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co., Ltd.                                                                 | SCREEN Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |         300 | NS      | $29295.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Company Limited                                                | Henderson Land Development Company Limited                                                | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |        5000 | NS      | $18060.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA Corporation                                                                       | KYOCERA Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5800 | NS      | $81353.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co., Ltd.                                                                       | Osaka Gas Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |        1700 | NS      | $59071.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                                  | Mizrahi Tefahot Bank Ltd                                                                  | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |         558 | NS      | $38967.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Borse Aktiengesellschaft                                                         | Deutsche Borse Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |        5689 | NS      | $1490912.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                               | BNP Paribas                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        4072 | NS      | $386447.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                                                     | Swiss Life Holding AG                                                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         141 | NS      | $162391.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                             | Heineken N.V.                                                                             | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        9210 | NS      | $756109.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SRM Escrow Issuer, LLC                                                                    | SRM Escrow Issuer, LLC                                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      323000 | PA      | $323694.45    | 0.04%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Willscot Holdings Corporation                                                             | Willscot Holdings Corporation                                                             | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        9370 | NS      | $176437.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Funding Pty Ltd                                                                   | Goodman Funding Pty Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        7744 | NS      | $159352.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Limited                                                                              | SEEK Limited                                                                              | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |        1268 | NS      | $19481.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                                 | Orkla ASA                                                                                 | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        2632 | NS      | $29391.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        2285 | NS      | $430287.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                                      | United Utilities PLC                                                                      | CUSIP: N/A<br>LEI: 213800KYT12UFB2VE455       | Long             | EC               | CORP              | GB        |        2713 | NS      | $43682.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO Public Limited Company                                                              | SEGRO Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |        4927 | NS      | $47915.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Solar Holdings Limited                                                              | Xinyi Solar Holdings Limited                                                              | CUSIP: N/A<br>LEI: 529900QF7VIH03SB7Q08       | Long             | EC               | CORP              | KY        |      432000 | NS      | $164606.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SGH Limited                                                                               | SGH Limited                                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |         779 | NS      | $24082.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                                | Orsted A/S                                                                                | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        1803 | NS      | $34438.50     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ICG PLC                                                                                   | ICG PLC                                                                                   | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |        1135 | NS      | $31435.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                                      | Banca Mediolanum SpA                                                                      | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |         811 | NS      | $18444.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      923000 | PA      | $930346.25    | 0.11%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Millennium Escrow Corporation                                                             | Millennium Escrow Corporation                                                             | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      332000 | PA      | $318826.24    | 0.04%             | 2026-08-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Israel Discount Bank Limited                                                              | Israel Discount Bank Limited                                                              | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        4921 | NS      | $52272.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                                              | Shin-Etsu Chemical Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       28000 | NS      | $870802.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries, Ltd.                                                        | Sumitomo Electric Industries, Ltd.                                                        | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        3100 | NS      | $125449.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                           | London Stock Exchange Group PLC                                                           | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        1870 | NS      | $225514.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                              | Flutter Entertainment Public Limited Company                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        1420 | NS      | $305356.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                                               | Garmin Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        1474 | NS      | $299000.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                                                                  | Advance Auto Parts, Inc.                                                                  | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      564000 | PA      | $565057.50    | 0.06%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       11952 | NS      | $3740976.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                                | American Tower Corporation                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        5330 | NS      | $935788.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                                                               | Pearson PLC                                                                               | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |        2633 | NS      | $37251.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                              | Bausch Health Companies Inc.                                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |       82000 | PA      | $85076.64     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Carlisle Companies Incorporated                                                           | Carlisle Companies Incorporated                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         250 | NS      | $79965.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                                                  | Darden Restaurants, Inc.                                                                  | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        3920 | NS      | $721358.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                      | Frontier Communications Parent, Inc.                                                      | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      596000 | PA      | $597117.50    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                                 | Airbus SE                                                                                 | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        2329 | NS      | $542572.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                      | Henkel AG & Co. KGaA                                                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |         649 | NS      | $52732.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A + N Real Estate & Business Management Corporation                                       | A + N Real Estate & Business Management Corporation                                       | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      604000 | PA      | $588851.68    | 0.07%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                                            | Panasonic Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |        8800 | NS      | $113819.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                  | Palo Alto Networks, Inc.                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        3322 | NS      | $611912.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                                                                  | M3, Inc.                                                                                  | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |        1800 | NS      | $24375.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB (Publ)                                                        | Swedish Orphan Biovitrum AB (Publ)                                                        | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |         634 | NS      | $22804.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget SKF                                                                          | Aktiebolaget SKF                                                                          | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        1430 | NS      | $37936.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                                    | EQT AB                                                                                    | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        2789 | NS      | $109375.94    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                 | Woodside Energy Group Ltd                                                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        7552 | NS      | $118605.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                                   | Vestas Wind Systems A/S                                                                   | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        3992 | NS      | $108572.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   142800000 | PA      | $537022.45    | 0.06%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Prudential Public Limited Company                                                         | Prudential Public Limited Company                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       14704 | NS      | $227114.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Casey's General Stores, Inc.                                                              | Casey's General Stores, Inc.                                                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         612 | NS      | $338258.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                                      | Corning Incorporated                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        7903 | NS      | $691986.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                          | Deutsche Bank Aktiengesellschaft                                                          | CUSIP: 25161DAG8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |      151000 | PA      | $151542.66    | 0.02%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                                             | Fortescue Ltd                                                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |        6308 | NS      | $92223.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        7941 | NS      | $1409765.73   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Limited                                                                           | Infosys Limited                                                                           | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       16952 | NS      | $302776.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                                           | Sun Hung Kai Properties Limited                                                           | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |        7000 | NS      | $85200.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                            | Park Intermediate Holdings LLC                                                            | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      381000 | PA      | $380451.36    | 0.04%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LPP Spolka Akcyjna                                                                        | LPP Spolka Akcyjna                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |           5 | NS      | $28962.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Inc.                                                                             | Rayonier Inc.                                                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |        3916 | NS      | $84781.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies, Inc.                                                                    | Rocket Companies, Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      547000 | PA      | $564564.17    | 0.06%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                       | Take-Two Interactive Software, Inc.                                                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        2676 | NS      | $685136.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                                 | Orion Oyj                                                                                 | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |         426 | NS      | $31745.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                                                | ZOZO, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        1700 | NS      | $14005.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                | Vonovia SE                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        3267 | NS      | $94080.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                                         | Dassault Systemes                                                                         | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        2648 | NS      | $74061.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                                          | DSM-Firmenich AG                                                                          | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |         971 | NS      | $78374.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                                        | UBS Switzerland AG                                                                        | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     1596000 | PA      | $1908930.18   | 0.22%             | 2029-03-05      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      230000 | PA      | $272206.99    | 0.03%             | 2034-06-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Motiva Infraestrutura De Mobilidade S.A.                                                  | Motiva Infraestrutura De Mobilidade S.A.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       95832 | NS      | $262337.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                                                                         | CSC Holdings, LLC                                                                         | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $745008.81    | 0.08%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                                | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      623000 | PA      | $648698.75    | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Columbia Sportswear Company                                                               | Columbia Sportswear Company                                                               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        1645 | NS      | $90623.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S/A Petrobras.                                                        | Petroleo Brasileiro S/A Petrobras.                                                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |      116522 | NS      | $653899.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                                               | International Paper Company                                                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        1827 | NS      | $71965.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                                                                | Iron Mountain Incorporated                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      566000 | PA      | $563266.22    | 0.06%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                           | UPM-Kymmene Oyj                                                                           | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |        2095 | NS      | $60624.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust 2025-2                                                             | Lendmark Funding Trust 2025-2                                                             | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      449000 | PA      | $453486.63    | 0.05%             | 2029-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                                     | Eli Lilly and Company                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         932 | NS      | $1001601.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim B.M.                                                                        | Bank Hapoalim B.M.                                                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        5249 | NS      | $118795.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                                          | Cochlear Limited                                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |         248 | NS      | $43007.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co., Ltd.                                                                  | Fast Retailing Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         700 | NS      | $255461.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                  | Comstock Resources, Inc.                                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      803000 | PA      | $802172.91    | 0.09%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Herbalife International, Inc.                                                             | Herbalife International, Inc.                                                             | CUSIP: 40390DAD7<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |      591000 | PA      | $638327.28    | 0.07%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Sofina                                                                                    | Sofina                                                                                    | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |          62 | NS      | $17970.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                               | Swisscom AG                                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |         102 | NS      | $74124.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                                     | Origin Energy Limited                                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |        6854 | NS      | $52499.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                     | Neptune BidCo US Inc.                                                                     | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      910000 | PA      | $911001.00    | 0.10%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Lasertec Co., Ltd.                                                                        | Lasertec Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         300 | NS      | $56504.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                                                                 | Nexstar Media Group, Inc.                                                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |         614 | NS      | $124672.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Power Holdings Company Limited                                            | China Resources Power Holdings Company Limited                                            | CUSIP: N/A<br>LEI: 529900K60FC0AI053735       | Long             | EC               | CORP              | HK        |       68000 | NS      | $151240.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                             | Alfa Laval AB                                                                             | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        1080 | NS      | $54238.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand Parent, LLC                                                                          | Rand Parent, LLC                                                                          | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      513000 | PA      | $534038.13    | 0.06%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Scih Salt Holdings Inc.                                                                   | Scih Salt Holdings Inc.                                                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      574000 | PA      | $572576.48    | 0.06%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                              | UBS Group AG                                                                              | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400441.88    | 0.05%             | 2033-11-06      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                             | Univision Communications Inc.                                                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      474000 | PA      | $481550.82    | 0.05%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                               | Wayfair LLC                                                                               | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      196000 | PA      | $208363.68    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                                              | Wharf Real Estate Investment Company Limited                                              | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |        6000 | NS      | $18936.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $94005.42     | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                             | Departamento Administrativo De La Presidencia De La Republica                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   131400000 | PA      | $35301.39     | 0.00%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                      | Thailand, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     3900000 | PA      | $135186.75    | 0.02%             | 2040-06-17      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      702000 | PA      | $225836.35    | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| IBIDEN Co., Ltd.                                                                          | IBIDEN Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |        1000 | NS      | $43164.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                               | Tokio Marine Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        7700 | NS      | $285813.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                  | Mitsui Fudosan Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       10800 | NS      | $122787.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                               | ONEOK, Inc.                                                                               | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $515403.60    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tokyu Corporation                                                                         | Tokyu Corporation                                                                         | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |        2500 | NS      | $29163.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                          | ServiceNow, Inc.                                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1910 | NS      | $292592.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                                                | TransUnion                                                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        1949 | NS      | $167126.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHARF Commercial Mortgage Trust 2025-DC                                                   | WHARF Commercial Mortgage Trust 2025-DC                                                   | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102814.43    | 0.01%             | 2030-07-17      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JYP Entertainment Corporation                                                             | JYP Entertainment Corporation                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        3812 | NS      | $191295.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                      | Sompo Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        3600 | NS      | $122591.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                         | National Grid PLC                                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       19736 | NS      | $303708.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment Inc.                                                 | Advanced Micro-Fabrication Equipment Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        5310 | NS      | $207228.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia, Government of                                                                   | Malaysia, Government of                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2287000 | PA      | $576027.56    | 0.07%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                | Vonovia SE                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113215.24    | 0.01%             | 2030-04-07      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                                     | Kongsberg Gruppen ASA                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        1739 | NS      | $44408.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                      | IHO Verwaltungs GmbH                                                                      | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $124067.04    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CME Group Inc.                                                                            | CME Group Inc.                                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        5580 | NS      | $1523786.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                                         | Capital One Financial Corporation                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        2088 | NS      | $506047.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                           | Deere & Company                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         487 | NS      | $226732.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                           | EQT Corporation                                                                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      385000 | PA      | $385621.51    | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                                           | Arca Continental S.A.B. de C.V.                                                           | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |       23119 | NS      | $250452.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149062.50    | 0.02%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                                     | Howmet Aerospace Inc.                                                                     | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |        8676 | NS      | $1778753.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                                                       | Insmed Incorporated                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        5023 | NS      | $874202.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corporation                                                                   | Asahi Kasei Corporation                                                                   | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |        5100 | NS      | $45742.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                  | Trend Micro Incorporated                                                                  | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |         500 | NS      | $20766.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123229.75    | 0.01%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                                     | Resona Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        8800 | NS      | $83989.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co., Ltd.                                                                        | Mitsui & Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       10200 | NS      | $302745.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                          | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |        2746 | NS      | $1128002.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                                      | Progress Residential 2025-SFR3 Trust                                                      | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      415000 | PA      | $395328.83    | 0.04%             | 2030-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                                               | Sea Limited                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        2235 | NS      | $285118.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                               | Verizon Communications Inc.                                                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        2923 | NS      | $119053.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd                                                             | Weatherford International Ltd                                                             | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |      247000 | PA      | $252930.47    | 0.03%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| AGCO Corporation                                                                          | AGCO Corporation                                                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |         971 | NS      | $101294.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                                         | FedEx Corporation                                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         915 | NS      | $264306.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                                          | Gray Media, Inc.                                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      520000 | PA      | $558474.80    | 0.06%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Herbalife International, Inc.                                                             | Herbalife International, Inc.                                                             | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |      698000 | PA      | $656657.46    | 0.07%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| L'Oreal                                                                                   | L'Oreal                                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         962 | NS      | $413826.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                    | Icahn Enterprises L.P.                                                                    | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      362000 | PA      | $361819.00    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Infosys Limited                                                                           | Infosys Limited                                                                           | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       10791 | NS      | $192295.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Volkswagen Aktiengesellschaft                                                             | Volkswagen Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |         820 | NS      | $99257.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                      | M&T Bank Corporation                                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        2084 | NS      | $419884.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                                 | Kesko Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |         378 | NS      | $8543.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra and Mahindra Limited                                                             | Mahindra and Mahindra Limited                                                             | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |       18736 | NS      | $773364.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                                | East Japan Railway Company                                                                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        4300 | NS      | $113453.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc.                                                                              | Shopify Inc.                                                                              | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        2812 | NS      | $452647.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      785000 | PA      | $809758.90    | 0.09%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WBI Operations LLC                                                                        | WBI Operations LLC                                                                        | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      527000 | PA      | $528844.50    | 0.06%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc.                                                                              | Walmart Inc.                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       24780 | NS      | $2760739.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                      | Schindler Holding AG                                                                      | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EP               | CORP              | CH        |         162 | NS      | $60894.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co., Ltd.                                                                           | NEXON Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        1600 | NS      | $38672.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1225000 | PA      | $254337.32    | 0.03%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                           | Sandoz Group AG                                                                           | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |        1646 | NS      | $119348.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                 | Sampo Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       10055 | NS      | $121103.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      495000 | PA      | $116927.07    | 0.01%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      163000 | PA      | $186640.31    | 0.02%             | 2034-11-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                               | Axalta Coating Systems Ltd.                                                               | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |        3977 | NS      | $128496.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                                            | TechnipFMC PLC                                                                            | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |       10413 | NS      | $464003.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G&L Beijer Ref AB                                                                         | G&L Beijer Ref AB                                                                         | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |        1466 | NS      | $23623.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                           | National Australia Bank Limited                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      700000 | PA      | $832306.01    | 0.09%             | 2031-02-05      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Halma Public Limited Company                                                              | Halma Public Limited Company                                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        1534 | NS      | $73052.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       68713 | NS      | $3779215.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                                     | Axon Enterprise, Inc.                                                                     | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      561000 | PA      | $577830.00    | 0.07%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.                                                      | Bellring Intermediate Holdings, Inc.                                                      | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |      520000 | PA      | $537596.80    | 0.06%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                        | Cipher Compute LLC                                                                        | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      639000 | PA      | $651664.98    | 0.07%             | 2030-11-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                   | Exxon Mobil Corporation                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       29388 | NS      | $3536551.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                                                      | Global Payments Inc.                                                                      | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119343.08    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                         | Clarios Global LP                                                                         | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      447000 | PA      | $457482.15    | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                                     | Cleveland-Cliffs Inc.                                                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       13808 | NS      | $183370.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                             | ION Platform Finance S.a r.l.                                                             | CUSIP: 46206AAB8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |      614000 | PA      | $621595.18    | 0.07%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Storebrand ASA                                                                            | Storebrand ASA                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |        1644 | NS      | $28106.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                            | Constellium SE                                                                            | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | US        |      455000 | PA      | $438806.55    | 0.05%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corporation                                                                       | Danaher Corporation                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        5661 | NS      | $1295916.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa S.A.                                                                               | Itausa S.A.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |      127912 | NS      | $271308.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners, LP                                                              | Delek Logistics Partners, LP                                                              | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      536000 | PA      | $560757.84    | 0.06%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                                | Encore Capital Group, Inc.                                                                | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      206000 | PA      | $220739.30    | 0.03%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       57487 | NS      | $368409.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                     | Keurig Dr Pepper Inc.                                                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        4226 | NS      | $118370.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                                | Mauser Packaging Solutions Holding Company                                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      987000 | PA      | $983407.32    | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Flowserve Corporation                                                                     | Flowserve Corporation                                                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        8814 | NS      | $611515.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                                                              | GoDaddy Inc.                                                                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        2231 | NS      | $276822.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adidas AG                                                                                 | Adidas AG                                                                                 | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |         712 | NS      | $140406.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario Societa' Per Azioni                               | Mediobanca Banca di Credito Finanziario Societa' Per Azioni                               | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |         448 | NS      | $9291.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO Corporation                                                                         | DISCO Corporation                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         400 | NS      | $123432.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                                                              | Natera, Inc.                                                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2384 | NS      | $546150.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                                    | ASM International N.V.                                                                    | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         172 | NS      | $104217.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                           | Chugai Pharmaceutical Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        2600 | NS      | $136366.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                                                   | Delta Electronics, Inc.                                                                   | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |       25357 | NS      | $774891.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                                       | Gold Fields Limited                                                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |       15154 | NS      | $656331.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co., Ltd                                                         | Yuanta Financial Holding Co., Ltd                                                         | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               | CORP              | TW        |      211170 | NS      | $263694.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                                        | ITOCHU Corporation                                                                        | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       28000 | NS      | $353457.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corporation                                                                         | S-Oil Corporation                                                                         | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |        3269 | NS      | $188317.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                           | PRA Group, Inc.                                                                           | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      438000 | PA      | $454451.28    | 0.05%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                       | Petroleos Mexicanos                                                                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      800000 | PA      | $797693.28    | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bumrungrad Hospital Public Company Limited                                                | Bumrungrad Hospital Public Company Limited                                                | CUSIP: N/A<br>LEI: 5299000I7GZFH7G1KQ65       | Long             | EC               | CORP              | TH        |       29700 | NS      | $148268.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RITHM Capital Corp.                                                                       | RITHM Capital Corp.                                                                       | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      245000 | PA      | $251012.30    | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                       | Nissan Motor Acceptance Company LLC                                                       | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      237000 | PA      | $236796.18    | 0.03%             | 2030-09-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                               | Oversea-Chinese Banking Corporation Limited                                               | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       12900 | NS      | $198190.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corporation                                                       | China Construction Bank Corporation                                                       | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |      895000 | NS      | $883923.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                                                  | Nice Ltd                                                                                  | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         247 | NS      | $27851.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                                       | Owens-Brockway Glass Container Inc.                                                       | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      313000 | PA      | $313532.10    | 0.04%             | 2027-05-13      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                           | Inter-American Development Bank                                                           | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $357396.01    | 0.04%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Biomerieux S.A.                                                                           | Biomerieux S.A.                                                                           | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |         175 | NS      | $22674.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16798.13     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL - SPA                                                                                | ENEL - SPA                                                                                | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       30874 | NS      | $321789.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                  | Presidencia da Republica                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2215000 | PA      | $374737.86    | 0.04%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                                             | NetEase, Inc.                                                                             | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       30500 | NS      | $839013.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                            | Quest Diagnostics Incorporated                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        1452 | NS      | $251965.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies B.V.                                                                 | Sensata Technologies B.V.                                                                 | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |      337000 | PA      | $328858.08    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    13126500 | PA      | $735659.07    | 0.08%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NIBE Industrier AB                                                                        | NIBE Industrier AB                                                                        | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |        6410 | NS      | $24611.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                                  | Mowi ASA                                                                                  | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        1763 | NS      | $42400.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                                               | Al Rajhi Banking and Investment Corporation                                               | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |       33871 | NS      | $879751.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of India                                                                       | Government of India                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IN        |    46880000 | PA      | $522242.41    | 0.06%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                                | Recruit Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        5700 | NS      | $322962.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     2536625 | PA      | $166778.87    | 0.02%             | 2042-03-31      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| SBI Life Insurance Company Limited                                                        | SBI Life Insurance Company Limited                                                        | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |       14911 | NS      | $337104.29    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kuhne & Nagel International AG                                                            | Kuhne & Nagel International AG                                                            | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         187 | NS      | $40054.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPC Eurobond B.V.                                                                         | WPC Eurobond B.V.                                                                         | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106775.15    | 0.01%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Allegro.eu                                                                                | Allegro.eu                                                                                | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | LU        |        2441 | NS      | $21029.80     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Express Company                                                                  | American Express Company                                                                  | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      600000 | PA      | $593435.16    | 0.07%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                               | Avis Budget Car Rental, LLC                                                               | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      706000 | PA      | $730618.22    | 0.08%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Company, The                                                                    | Coca-Cola Company, The                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       26417 | NS      | $1846812.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                              | UBS Group AG                                                                              | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199174.34    | 0.02%             | 2031-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                           | AstraZeneca PLC                                                                           | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        9347 | NS      | $1736787.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                          | Cloudflare, Inc.                                                                          | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        1025 | NS      | $202078.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope, LLC.                                                                           | CommScope, LLC.                                                                           | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      144000 | PA      | $143730.00    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                    | GFL Environmental Inc.                                                                    | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |      424000 | PA      | $416156.42    | 0.05%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                  | HCA Inc.                                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      350000 | PA      | $345451.86    | 0.04%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ING Bank Slaski Spolka Akcyjna                                                            | ING Bank Slaski Spolka Akcyjna                                                            | CUSIP: N/A<br>LEI: 259400YLRTOBISHBVX41       | Long             | EC               | CORP              | PL        |         128 | NS      | $12160.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO Group, Inc., The                                                                      | GEO Group, Inc., The                                                                      | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      442000 | PA      | $464376.25    | 0.05%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                            | Goldman Sachs Group, Inc., The                                                            | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      408000 | PA      | $405346.74    | 0.05%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Japan Bank For International Cooperation                                                  | Japan Bank For International Cooperation                                                  | CUSIP: 471048CV8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | US        |      688000 | PA      | $688139.66    | 0.08%             | 2026-01-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz Spolka Akcyjna                                                          | KGHM Polska Miedz Spolka Akcyjna                                                          | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |         544 | NS      | $42394.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                                      | Kontoor Brands, Inc.                                                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        8652 | NS      | $528550.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Islamic Bank                                                                    | Abu Dhabi Islamic Bank                                                                    | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |       48278 | NS      | $272963.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                         | BHP Group Limited                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       19219 | NS      | $579604.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                       | Navient Corporation                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      723000 | PA      | $715719.39    | 0.08%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Bank Leumi Le-Israel B.M.                                                                 | Bank Leumi Le-Israel B.M.                                                                 | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        5962 | NS      | $131418.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                                | Mohegan Escrow Issuer, LLC                                                                | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $493055.20    | 0.06%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| EDP, S.A.                                                                                 | EDP, S.A.                                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       11044 | NS      | $50775.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.B. Hunt Transport Services, Inc.                                                        | J.B. Hunt Transport Services, Inc.                                                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         916 | NS      | $178015.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corporation                                                                           | Kao Corporation                                                                           | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        1900 | NS      | $76006.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Sumitomo Metal Mining Co., Ltd.                                                           | Sumitomo Metal Mining Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |        1000 | NS      | $40673.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC Co., Ltd.                                                                            | OBIC Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1300 | NS      | $40858.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Holdings Limited                                                               | Transurban Holdings Limited                                                               | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       12285 | NS      | $116226.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                                     | Advantest Corporation                                                                     | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        2700 | NS      | $338405.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                       | Petroleos Mexicanos                                                                       | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      825000 | PA      | $739913.38    | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc.                                                                           | Murphy USA Inc.                                                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         257 | NS      | $103704.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings, Inc.                                                                        | SBI Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |        2400 | NS      | $51785.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group, Inc.                                                           | Interactive Brokers Group, Inc.                                                           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        6126 | NS      | $393963.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                                                | Verbund AG                                                                                | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |         269 | NS      | $19556.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                     | Telecom Italia S.p.A.                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |       48489 | NS      | $29199.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                             | Sabine Pass Liquefaction, LLC                                                             | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17182.75     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      626000 | PA      | $640028.66    | 0.07%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Zillow Group, Inc.                                                                        | Zillow Group, Inc.                                                                        | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        2615 | NS      | $178395.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                             | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       12842 | NS      | $1204065.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corporation                                                                            | KT Corporation                                                                            | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |        3723 | NS      | $135554.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Limited                                                                      | Petronet LNG Limited                                                                      | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |       66788 | NS      | $210924.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                         | InterContinental Hotels Group PLC                                                         | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |         614 | NS      | $86507.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                                    | RWE Aktiengesellschaft                                                                    | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        2643 | NS      | $140255.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                                   | Mid-America Apartment Communities, Inc.                                                   | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        1419 | NS      | $197113.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ministry of Finance People's Republic of China                                            | Ministry of Finance People's Republic of China                                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      980000 | PA      | $161860.89    | 0.02%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                                      | Straumann Holding AG                                                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |         428 | NS      | $50005.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                  | AGC Inc.                                                                                  | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |         800 | NS      | $26554.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd.                                                                        | IndusInd Bank Ltd.                                                                        | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |       14067 | NS      | $134795.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1172000 | PA      | $1398262.98   | 0.16%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Benteler International Aktiengesellschaft                                                 | Benteler International Aktiengesellschaft                                                 | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $125936.78    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Daikin Industries, Ltd.                                                                   | Daikin Industries, Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        1200 | NS      | $154024.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni S.P.A.                                                                                | Eni S.P.A.                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        7581 | NS      | $143430.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co., Ltd.                                                            | Japan Post Insurance Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |        1000 | NS      | $30090.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                                 | CK Asset Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |        9500 | NS      | $47918.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest, Inc.                                                                           | Pinterest, Inc.                                                                           | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10183 | NS      | $263637.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                                  | State Street Corporation                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        2661 | NS      | $343295.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                                             | Chubb Limited                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |         501 | NS      | $156372.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Hotels Company Limited, The                                                        | Indian Hotels Company Limited, The                                                        | CUSIP: N/A<br>LEI: 33580076CH5SBY5HWA22       | Long             | EC               | CORP              | IN        |       20810 | NS      | $171012.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander (Brasil) S.A.                                                             | Banco Santander (Brasil) S.A.                                                             | CUSIP: N/A<br>LEI: 549300D1H731B30TSI43       | Long             | EC               | CORP              | BR        |       61387 | NS      | $379030.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                                               | Swiss Re AG                                                                               | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        1199 | NS      | $200044.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                                   | Sika AG                                                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         637 | NS      | $129420.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corporation                                                                        | Xiaomi Corporation                                                                        | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |      126400 | NS      | $636806.62    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ministry of Finance People's Republic of China                                            | Ministry of Finance People's Republic of China                                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2220000 | PA      | $324678.83    | 0.04%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Limited                                                                        | ICICI Bank Limited                                                                        | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |       14854 | NS      | $221402.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     9475000 | PA      | $12793543.18  | 1.45%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Minebeamitsumi Inc.                                                                       | Minebeamitsumi Inc.                                                                       | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |        1500 | NS      | $30172.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                                 | Primo Water Holdings Inc.                                                                 | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48674.50     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Roblox Corporation                                                                        | Roblox Corporation                                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2694 | NS      | $218294.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                             | Tallgrass Energy Partners, LP                                                             | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      499000 | PA      | $515212.51    | 0.06%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal                                                                             | ArcelorMittal                                                                             | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        1677 | NS      | $77009.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co., Ltd.                                                                 | Japan Post Bank Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        7200 | NS      | $101567.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                             | Univision Communications Inc.                                                             | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      655000 | PA      | $676863.90    | 0.08%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                                          | Ping An Insurance (Group) Company of China, Ltd.                                          | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |      100000 | NS      | $835522.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                          | Raiffeisen Bank International AG                                                          | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |         573 | NS      | $25576.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                | Bandai Namco Holdings Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2600 | NS      | $69285.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI                                                                                     | VINCI                                                                                     | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        1998 | NS      | $281925.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Central People's Government of the People's Republic of China                         | The Central People's Government of the People's Republic of China                         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1660000 | PA      | $237142.35    | 0.03%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                         | Siemens Energy AG                                                                         | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        2677 | NS      | $374671.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                  | Svenska Handelsbanken AB                                                                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |          31 | NS      | $779.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1190000 | PA      | $236447.80    | 0.03%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| China International Capital Corporation Limited                                           | China International Capital Corporation Limited                                           | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |      124800 | NS      | $313816.03    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                                                             | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        2322 | NS      | $784255.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                                                                    | Chart Industries, Inc.                                                                    | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       97000 | PA      | $101071.09    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                     | Cleveland-Cliffs Inc.                                                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      689000 | PA      | $713115.00    | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                                            | Rheinmetall Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         177 | NS      | $324605.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                     | MVC Acquisition Corp.                                                                     | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      517000 | PA      | $518576.85    | 0.06%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WHSP Holdings Ltd                                                                         | WHSP Holdings Ltd                                                                         | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |        1250 | NS      | $30943.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                              | ON Semiconductor Corporation                                                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      324000 | PA      | $316525.32    | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                     | Telecom Italia S.p.A.                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EP               | CORP              | IT        |       23557 | NS      | $17233.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                                                        | Henry Schein, Inc.                                                                        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        5034 | NS      | $380469.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                                             | Starwood Property Trust, Inc.                                                             | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      248000 | PA      | $261414.32    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                             | Thermo Fisher Scientific Inc.                                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         872 | NS      | $505280.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      366000 | PA      | $363489.24    | 0.04%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                              | Dai-ichi Life Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       14700 | NS      | $122484.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                    | Banca Monte dei Paschi di Siena S.p.A.                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |        7689 | NS      | $82094.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank, The                                                                | Toronto-Dominion Bank, The                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1194931.60   | 0.14%             | 2029-02-16      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Alstom                                                                                    | Alstom                                                                                    | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $791733.41    | 0.09%             | 2027-07-27      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC                                                                       | Big River Steel LLC                                                                       | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71257.73     | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                               | Caesars Entertainment, Inc.                                                               | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      443000 | PA      | $424358.56    | 0.05%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Hannover Ruck SE                                                                          | Hannover Ruck SE                                                                          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         240 | NS      | $74771.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                               | Crescent Energy Finance LLC                                                               | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      425000 | PA      | $437996.50    | 0.05%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Schneider Electric SE                                                                     | Schneider Electric SE                                                                     | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        2157 | NS      | $596156.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                   | E.ON SE                                                                                   | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |        8794 | NS      | $166915.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                       | Deutsche Telekom AG                                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       13238 | NS      | $430372.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                          | Telia Company AB                                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |        9213 | NS      | $39337.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                              | Mondelez International, Inc.                                                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        4421 | NS      | $237982.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corporation Limited                                                                   | MTR Corporation Limited                                                                   | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |        6000 | NS      | $22952.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| FANUC Corporation                                                                         | FANUC Corporation                                                                         | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        3700 | NS      | $144157.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                        | JFE Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2500 | NS      | $31837.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                        | Venture Global Calcasieu Pass, LLC                                                        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      785000 | PA      | $795365.61    | 0.09%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                              | TK Elevator U.S. Newco, Inc.                                                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      306000 | PA      | $306278.46    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6445695 | PA      | $387039.97    | 0.04%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WH Group Limited                                                                          | WH Group Limited                                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |       30940 | NS      | $34470.07     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| H World Group Limited                                                                     | H World Group Limited                                                                     | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |       90000 | NS      | $426932.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2955000 | PA      | $673924.61    | 0.08%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                            | The Philippines, Government of                                                            | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     8690000 | PA      | $151168.97    | 0.02%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                                      | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        4773 | NS      | $1294437.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group, The                                                                          | Cigna Group, The                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        1006 | NS      | $276881.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                                                | Corpay Inc                                                                                | CUSIP: 219948106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1780 | NS      | $535655.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                          | Fortune Brands Innovations, Inc.                                                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        1039 | NS      | $51970.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                                | Genmab A/S                                                                                | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         249 | NS      | $76954.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                                   | Heidelberg Materials AG                                                                   | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |         509 | NS      | $131910.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                              | Marriott International, Inc.                                                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        4289 | NS      | $1330619.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics N.V.                                                                   | STMicroelectronics N.V.                                                                   | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        2520 | NS      | $66115.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                             | FUJIFILM Holdings Corporation                                                             | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |        5000 | NS      | $106899.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       19229 | NS      | $6034060.20   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco P.L.C.                                                           | British American Tobacco P.L.C.                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |        7791 | NS      | $441709.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                                   | Burlington Stores, Inc.                                                                   | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        2623 | NS      | $757653.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                            | AutoZone, Inc.                                                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         197 | NS      | $668125.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                                                             | Coupang, Inc.                                                                             | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |        6439 | NS      | $151896.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                      | Clear Channel Outdoor Holdings, Inc.                                                      | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      481000 | PA      | $481000.00    | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                                     | Excelerate Energy Limited Partnership                                                     | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      505000 | PA      | $533037.60    | 0.06%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |      350000 | PA      | $359625.00    | 0.04%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                                | Encore Capital Group, Inc.                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      322000 | PA      | $339565.10    | 0.04%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Repsol S.A.                                                                               | Repsol S.A.                                                                               | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |        4507 | NS      | $84401.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Capcom Co., Ltd.                                                                          | Capcom Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |        1300 | NS      | $30365.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        6816 | NS      | $457864.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| D'Ieteren Group                                                                           | D'Ieteren Group                                                                           | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |          80 | NS      | $14433.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                          | NRG Energy, Inc.                                                                          | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9562.34      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Subaru Corporation.                                                                       | Subaru Corporation.                                                                       | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        2300 | NS      | $50001.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                               | Swedbank AB                                                                               | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        3860 | NS      | $134093.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                                        | Lennar Corporation                                                                        | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        5022 | NS      | $516261.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi S.p.A.                                                                              | Buzzi S.p.A.                                                                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |         309 | NS      | $18755.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co., Ltd.                                                                    | DB Insurance Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |        2620 | NS      | $237394.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Limited                                                         | Insurance Australia Group Limited                                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |        9499 | NS      | $50430.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Chemicals & Fibre Corporation                                                     | Formosa Chemicals & Fibre Corporation                                                     | CUSIP: N/A<br>LEI: 254900OJX8UZOAIVSU82       | Long             | EC               | CORP              | TW        |      194000 | NS      | $197746.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings                                                                     | Capitec Bank Holdings                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |        1119 | NS      | $280261.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA Corporation                                                                          | HOYA Corporation                                                                          | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        1400 | NS      | $212386.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co., Ltd.                                                                 | Nitori Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2000 | NS      | $34964.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                                | Singapore Airlines Limited                                                                | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |        5450 | NS      | $27116.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| OneMain Finance Corporation                                                               | OneMain Finance Corporation                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      767000 | PA      | $759090.31    | 0.09%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha, Ltd.                                                                  | Toyo Suisan Kaisha, Ltd.                                                                  | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         400 | NS      | $27477.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                    | Yara International ASA                                                                    | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |         635 | NS      | $25980.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porto Seguro S/A                                                                          | Porto Seguro S/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       18282 | NS      | $161080.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Limited                                                                          | Brambles Limited                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        5459 | NS      | $83476.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                        | Aktiebolaget Volvo                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       42700 | NS      | $1363232.98   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                          | PG&E Corporation                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       16390 | NS      | $263387.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                          | Philip Morris International Inc.                                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        6369 | NS      | $1021587.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                                                       | Navient Corporation                                                                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       54000 | PA      | $59920.56     | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                                             | ICL Group Ltd                                                                             | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |        2821 | NS      | $16255.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corporation, The                                                              | Progressive Corporation, The                                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        2830 | NS      | $644447.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                                                        | Roblox Corporation                                                                        | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      586000 | PA      | $560802.00    | 0.06%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica                                                                          | EssilorLuxottica                                                                          | CUSIP: N/A<br>LEI: 9695005W553B1E61P457       | Long             | EC               | CORP              | FR        |        1241 | NS      | $393833.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                           | U.S. Foods Inc.                                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      127000 | PA      | $126160.53    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Aktiebolaget Industrivarden                                                               | Aktiebolaget Industrivarden                                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         625 | NS      | $28038.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                 | Otsuka Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1900 | NS      | $107443.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                                       | Tronox Incorporated                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      812000 | PA      | $568400.00    | 0.06%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11334000 | PA      | $11335328.34  | 1.29%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                  | Rolls-Royce Holdings PLC                                                                  | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |       33289 | NS      | $516189.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                                             | Coloplast A/S                                                                             | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |         546 | NS      | $46919.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Limited                                                                               | ITC Limited                                                                               | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |       42973 | NS      | $192532.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp., Ltd.                                                        | China Minsheng Banking Corp., Ltd.                                                        | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |      471000 | NS      | $237833.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                   | SSAB AB                                                                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |         838 | NS      | $6381.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                   | DSV A/S                                                                                   | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |         761 | NS      | $192938.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen Aktiebolag                                                                         | Holmen Aktiebolag                                                                         | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |         310 | NS      | $11909.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                      | Urzad Rady Ministrow                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2453000 | PA      | $575669.22    | 0.07%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                    | Atlas Copco Aktiebolag                                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       63611 | NS      | $1136749.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRATON Finance Luxembourg S.A.                                                            | TRATON Finance Luxembourg S.A.                                                            | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118533.02    | 0.01%             | 2031-01-14      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Government of the Province of British Columbia                                            | Government of the Province of British Columbia                                            | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      160000 | PA      | $87473.97     | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                  | Svenska Handelsbanken AB                                                                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        5413 | NS      | $78727.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                                       | Coles Group Limited                                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        5302 | NS      | $75848.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                           | Medtronic, Inc.                                                                           | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |       20784 | NS      | $1996511.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                    | AAR Escrow Issuer, LLC                                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      471000 | PA      | $487678.11    | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                             | Acrisure, LLC                                                                             | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      495000 | PA      | $481328.10    | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $544720.26    | 0.06%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III, LLC                                                          | Colgate Energy Partners III, LLC                                                          | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      619000 | PA      | $621123.17    | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing II LP                                                             | Hertz Vehicle Financing II LP                                                             | CUSIP: 428040DC0<br>LEI: 549300FPK70TCB78NG05 | Long             | DBT              | CORP              | US        |      459000 | PA      | $462465.45    | 0.05%             | 2029-07-15      | Fixed         | 12.63%                | Yes           |                  2 | On Loan: No      |
| HubSpot, Inc.                                                                             | HubSpot, Inc.                                                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         844 | NS      | $338697.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corporation                                                                            | LY Corporation                                                                            | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       10900 | NS      | $28987.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                       | Rakuten Group, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |        6000 | NS      | $38429.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha, Ltd.                                                               | Kawasaki Kisen Kaisha, Ltd.                                                               | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        1400 | NS      | $19505.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta, Inc.                                                                                | Okta, Inc.                                                                                | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        1093 | NS      | $94511.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Limited                                                                  | Sonic Healthcare Limited                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        1817 | NS      | $27392.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                           | Prime Healthcare Services, Inc.                                                           | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      681000 | PA      | $716207.70    | 0.08%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ageas SA/NV                                                                               | Ageas SA/NV                                                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |         676 | NS      | $47473.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                                                 | Genting Singapore Limited                                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |       13800 | NS      | $7769.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPC Eurobond B.V.                                                                         | WPC Eurobond B.V.                                                                         | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      350000 | PA      | $397639.49    | 0.05%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government of India                                                                       | Government of India                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IN        |    82440000 | PA      | $943102.29    | 0.11%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    20760000 | PA      | $1069361.50   | 0.12%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                     | Cellnex Telecom, S.A.                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |        2278 | NS      | $73429.19     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                                   | Arch Capital Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |        1000 | NS      | $95920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                                  | Ministerio De Hacienda Y Credito Publico                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1900900000 | PA      | $489392.61    | 0.06%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                           | BAE Systems PLC                                                                           | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       11652 | NS      | $269201.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                                     | American Homes 4 Rent                                                                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |        3879 | NS      | $124515.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                                        | BJ's Wholesale Club Holdings, Inc.                                                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        6944 | NS      | $625168.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Upstream Midstream, LLC                                                               | BKV Upstream Midstream, LLC                                                               | CUSIP: 05619CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      354000 | PA      | $358697.58    | 0.04%             | 2030-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bollore SE                                                                                | Bollore SE                                                                                | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |        1789 | NS      | $10066.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                        | Telekom Austria Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |         389 | NS      | $4107.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                                                               | Kinsale Capital Group, Inc.                                                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |         211 | NS      | $82526.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                                         | Loews Corporation                                                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        2535 | NS      | $266960.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                            | Murata Manufacturing Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        7300 | NS      | $151641.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corporation                                                                        | Taisei Corporation                                                                        | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         600 | NS      | $56987.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                               | Equinor ASA                                                                               | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        2657 | NS      | $62545.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                      | Royal Bank of Canada                                                                      | CUSIP: 78015JSL2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |      250000 | PA      | $250443.38    | 0.03%             | 2026-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                                       | Simmons Foods, Inc.                                                                       | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |      292000 | PA      | $281342.00    | 0.03%             | 2029-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Kone Corporation                                                                          | Kone Corporation                                                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        1409 | NS      | $99693.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company, Limited                                                           | Daiichi Sankyo Company, Limited                                                           | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        7400 | NS      | $158351.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                                              | Wilmar International Limited                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |        7000 | NS      | $16760.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Godrej Consumer Products Limited                                                          | Godrej Consumer Products Limited                                                          | CUSIP: N/A<br>LEI: 335800P4GUWLGZFK2D63       | Long             | EC               | CORP              | IN        |       18512 | NS      | $251841.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                                    | Budweiser Brewing Company APAC Limited                                                    | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |        6700 | NS      | $6532.11      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Eternal Limited                                                                           | Eternal Limited                                                                           | CUSIP: N/A<br>LEI: 335800T4VOF9ETHF8W59       | Long             | EC               | CORP              | IN        |       50180 | NS      | $155048.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia, Government of                                                                   | Malaysia, Government of                                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      789000 | PA      | $202847.66    | 0.02%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance People's Republic of China                                            | Ministry of Finance People's Republic of China                                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1260000 | PA      | $183216.08    | 0.02%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Axfood AB                                                                                 | Axfood AB                                                                                 | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |         370 | NS      | $11661.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                    | APH Somerset Inv 2 LLC                                                                    | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      508000 | PA      | $513882.64    | 0.06%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      719684 | PA      | $756740.34    | 0.09%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                           | Hess Infrastructure Partners LP                                                           | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |      332000 | PA      | $337930.81    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hermes International                                                                      | Hermes International                                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         136 | NS      | $338577.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |      615000 | PA      | $630344.25    | 0.07%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corporation                                                               | Range Resources Corporation                                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       10098 | NS      | $356055.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins, SGPS S.A.                                                               | Jeronimo Martins, SGPS S.A.                                                               | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |        8063 | NS      | $191962.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                            | COMMERZBANK Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        3468 | NS      | $146157.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sieyuan Electric Co., Ltd.                                                                | Sieyuan Electric Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       11300 | NS      | $249846.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc.                                                                          | KE Holdings Inc.                                                                          | CUSIP: N/A<br>LEI: 254900RHVY072XPAZE03       | Long             | EC               | CORP              | KY        |       61187 | NS      | $325834.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                             | NN Group N.V.                                                                             | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        1065 | NS      | $82231.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    42600000 | PA      | $259880.67    | 0.03%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| uniQure N.V.                                                                              | uniQure N.V.                                                                              | CUSIP: N/A<br>LEI: 967600V5WH1JCD6HRG94       | Long             | EC               | CORP              | NL        |        1884 | NS      | $45084.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                        | Alliant Holdings Intermediate, LLC                                                        | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      627000 | PA      | $638148.06    | 0.07%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                              | Fidelity National Information Services, Inc.                                              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       15846 | NS      | $1053125.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KeHE Distributors, LLC                                                                    | KeHE Distributors, LLC                                                                    | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |      542000 | PA      | $568400.82    | 0.06%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Endesa, S.A.                                                                              | Endesa, S.A.                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        1237 | NS      | $44507.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                         | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        1712 | NS      | $180205.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Sprungli AG                                                     | Chocoladefabriken Lindt & Sprungli AG                                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EP               | CORP              | CH        |           5 | NS      | $73035.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                               | Mozart Debt Merger Sub Inc.                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1368000 | PA      | $1335681.00   | 0.15%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                                | Aristocrat Leisure Limited                                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        2486 | NS      | $96114.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Limited                                                                | Singapore Exchange Limited                                                                | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |        3400 | NS      | $44910.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co., Ltd.                                                                        | Nintendo Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        4600 | NS      | $310976.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coreweave, Inc.                                                                           | Coreweave, Inc.                                                                           | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      791000 | PA      | $735630.00    | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                           | EQT Corporation                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       12542 | NS      | $672251.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                               | Federal National Mortgage Association, Inc.                                               | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      154806 | PA      | $160444.37    | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                                         | Nippon Sanso Holdings Corporation                                                         | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |         800 | NS      | $23895.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                                       | Shimizu Corporation                                                                       | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        2400 | NS      | $40956.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                              | ON Semiconductor Corporation                                                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        6217 | NS      | $336650.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corporation                                                                      | Unicharm Corporation                                                                      | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |        4400 | NS      | $25143.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain                                                                 | Compagnie de Saint-Gobain                                                                 | CUSIP: N/A<br>LEI: 213800LNEAQECBWERP38       | Long             | EC               | CORP              | FR        |        1805 | NS      | $184388.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                                   | Robinhood Markets, Inc.                                                                   | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        5756 | NS      | $651003.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman International, Inc.                                                     | Williams Scotsman International, Inc.                                                     | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |      582000 | PA      | $579625.44    | 0.07%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Experian PLC                                                                              | Experian PLC                                                                              | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        3655 | NS      | $165707.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Province of British Columbia                                            | Government of the Province of British Columbia                                            | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      280000 | PA      | $214977.09    | 0.02%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                                                                   | MatsukiyoCocokara & Co.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1600 | NS      | $27703.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                 | Commonwealth of Australia                                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1935000 | PA      | $1201420.45   | 0.14%             | 2054-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance PLC                                                                        | Cadent Finance PLC                                                                        | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      885000 | PA      | $937638.07    | 0.11%             | 2030-03-19      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                                        | GreenSaif Pipelines Bidco S.a r.l.                                                        | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | US        |      250000 | PA      | $261623.25    | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corporation                                                                       | Magnera Corporation                                                                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      469000 | PA      | $433731.20    | 0.05%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Lotus Bakeries                                                                            | Lotus Bakeries                                                                            | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |           2 | NS      | $18475.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe S.A.                                                                      | Publicis Groupe S.A.                                                                      | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         888 | NS      | $92468.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                    | Lowe`s Companies, Inc.                                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        8833 | NS      | $2130166.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co., Ltd.                                                                 | Zensho Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |         500 | NS      | $28667.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                                        | Otsuka Corporation                                                                        | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |         900 | NS      | $18579.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf (Holdings) Limited, The                                                             | Wharf (Holdings) Limited, The                                                             | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |        4000 | NS      | $11152.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corporation                                                                           | IHI Corporation                                                                           | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |        4200 | NS      | $74111.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                                         | Mitsubishi Heavy Industries, Ltd.                                                         | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       13400 | NS      | $329084.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Limited                                                                    | Qantas Airways Limited                                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        2898 | NS      | $19977.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                             | Organon & Co.                                                                             | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      811000 | PA      | $789492.28    | 0.09%             | 2028-04-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                      | Weyerhaeuser Company                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |        4613 | NS      | $109281.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                                                                  | Yum China Holdings, Inc.                                                                  | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       25288 | NS      | $1207249.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget SKF                                                                          | Aktiebolaget SKF                                                                          | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |          31 | NS      | $828.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Limited                                                                  | Swire Properties Limited                                                                  | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |        4400 | NS      | $11835.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Brasil S.A.                                                                    | Telefonica Brasil S.A.                                                                    | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |       55899 | NS      | $336408.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                             | Republic of Indonesia, The Government of, The                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 26862000000 | PA      | $1666330.00   | 0.19%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Credito Emiliano S.P.A.                                                                   | Credito Emiliano S.P.A.                                                                   | CUSIP: N/A<br>LEI: 8156004B244AA70DE787       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $715640.38    | 0.08%             | 2029-04-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                     | ZF Friedrichshafen AG                                                                     | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123533.50    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Group Public Limited Company                                                      | Ashtead Group Public Limited Company                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |        1688 | NS      | $115539.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52700.66     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                                             | Credit Acceptance Corporation                                                             | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      603000 | PA      | $604555.74    | 0.07%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      758000 | PA      | $761683.88    | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging Holding Company                                                         | Graphic Packaging Holding Company                                                         | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3481 | NS      | $52423.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       61204 | NS      | $423014.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                        | Hewlett Packard Enterprise Company                                                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       34665 | NS      | $832653.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                                                                  | ITT Inc.                                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        3662 | NS      | $635393.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Limited                                                                       | Pro Medicus Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         216 | NS      | $31653.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                     | Nomura Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       11300 | NS      | $93945.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                                            | Santos Limited                                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       12192 | NS      | $49950.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA                                                                                       | AXA                                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        6867 | NS      | $330553.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shutterfly, LLC                                                                           | Shutterfly, LLC                                                                           | CUSIP: 719245AD4<br>LEI: 549300I1C8WJQ5FZE154 | Long             | DBT              | CORP              | US        |       34000 | PA      | $28900.00     | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                        | Ryder System, Inc.                                                                        | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        2450 | NS      | $468905.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                                                               | Southwestern Energy Company                                                               | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26020.60     | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Valaris Limited                                                                           | Valaris Limited                                                                           | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      569000 | PA      | $590639.07    | 0.07%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ziprecruiter, Inc.                                                                        | Ziprecruiter, Inc.                                                                        | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |      511000 | PA      | $401083.90    | 0.05%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CWT Travel Group Incorporated                                                             | CWT Travel Group Incorporated                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1115 | NS      | $4460.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                          | TotalEnergies SE                                                                          | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        7925 | NS      | $519501.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                  | Relx PLC                                                                                  | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        7278 | NS      | $295138.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries, Ltd.                                                          | Korea Aerospace Industries, Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        3909 | NS      | $309649.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil S.A.                                                                        | Raia Drogasil S.A.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       52968 | NS      | $225707.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari N.V.                                                                              | Ferrari N.V.                                                                              | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |         502 | NS      | $185841.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5662000 | PA      | $6525627.02   | 0.74%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Galderma Group AG                                                                         | Galderma Group AG                                                                         | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         534 | NS      | $108513.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Central People's Government of the People's Republic of China                         | The Central People's Government of the People's Republic of China                         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1750000 | PA      | $244100.73    | 0.03%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADT Security Corporation, The                                                             | ADT Security Corporation, The                                                             | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      583000 | PA      | $568407.51    | 0.06%             | 2029-08-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                                   | Boyd Gaming Corporation                                                                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      317000 | PA      | $316064.85    | 0.04%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                               | Carvana Co.                                                                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        1074 | NS      | $453249.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26141.25     | 0.00%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                       | American Axle & Manufacturing, Inc.                                                       | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      487000 | PA      | $468474.52    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avianca MidCo 2 PLC                                                                       | Avianca MidCo 2 PLC                                                                       | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      713000 | PA      | $718639.83    | 0.08%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                              | Bristol-Myers Squibb Company                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       39883 | NS      | $2151289.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calpine Corporation                                                                       | Calpine Corporation                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47880.00     | 0.01%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Elastic N.V.                                                                              | Elastic N.V.                                                                              | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | US        |      278000 | PA      | $268778.74    | 0.03%             | 2029-07-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of Korea, The                                                          | Export-Import Bank of Korea, The                                                          | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1044617.60   | 0.12%             | 2026-05-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      549000 | PA      | $555258.60    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                      | Emerson Electric Co.                                                                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       14668 | NS      | $1946736.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                                               | Telenor ASA                                                                               | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        2475 | NS      | $35974.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                       | Magic Mergeco, Inc.                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      552000 | PA      | $530692.80    | 0.06%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                             | Equinix, Inc.                                                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         960 | NS      | $735513.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                                                | Assicurazioni Generali Societa' Per Azioni                                                | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |        3552 | NS      | $148630.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                             | Carlsberg A/S                                                                             | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |         369 | NS      | $48469.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                    | Hilton Domestic Operating Company Inc.                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37853.40     | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       58521 | NS      | $690677.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                               | Bayerische Motoren Werke Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |        1138 | NS      | $124024.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Aktiengesellschaft                                                              | Sartorius Aktiengesellschaft                                                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |         100 | NS      | $28792.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi, Ltd.                                                                             | Hitachi, Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       18200 | NS      | $571417.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                       | Erste Group Bank AG                                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        1190 | NS      | $142711.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki - Spolka Akcyjna                                                  | Bank Polska Kasa Opieki - Spolka Akcyjna                                                  | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |         836 | NS      | $47576.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                          | Gen Digital Inc.                                                                          | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      633000 | PA      | $642235.47    | 0.07%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Swire Pacific Limited                                                                     | Swire Pacific Limited                                                                     | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        2000 | NS      | $16100.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                             | Regions Financial Corporation                                                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       25427 | NS      | $689071.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio Inc.                                                                      | Sirius XM Radio Inc.                                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      834000 | PA      | $814809.66    | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                | Siemens Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        7372 | NS      | $2053337.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                                          | KDDI Corporation                                                                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       11500 | NS      | $198693.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                         | Star Parent, Inc.                                                                         | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      549000 | PA      | $586008.09    | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                  | Wesco Distribution, Inc.                                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      231000 | PA      | $234012.24    | 0.03%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                                | Xerox Holdings Corporation                                                                | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      312000 | PA      | $143910.00    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                      | Urzad Rady Ministrow                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2302000 | PA      | $652511.20    | 0.07%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                                             | Hankyu Hanshin Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1000 | NS      | $25157.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong And China Gas Company Limited -The-                                             | Hong Kong And China Gas Company Limited -The-                                             | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |       42995 | NS      | $38710.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                | Bundesrepublik Deutschland                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     8135000 | PA      | $9452125.47   | 1.07%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                                   | Meridian Energy Limited                                                                   | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |        5028 | NS      | $16198.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM Societa' Per Azioni                                                             | Banco BPM Societa' Per Azioni                                                             | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        5180 | NS      | $78792.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Co., Ltd.                                                                            | AEON Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |       10600 | NS      | $167854.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                               | ONEOK, Inc.                                                                               | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214375.54    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                                 | Toyota Tsusho Corporation                                                                 | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        2800 | NS      | $94493.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                              | United Overseas Bank Limited                                                              | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        5300 | NS      | $144263.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                       | Post Holdings, Inc.                                                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        1754 | NS      | $173733.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                                                               | Twilio Inc.                                                                               | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        2194 | NS      | $312074.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Wholesale Mortgage, LLC                                                            | United Wholesale Mortgage, LLC                                                            | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      591000 | PA      | $591726.93    | 0.07%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Schindler Holding AG                                                                      | Schindler Holding AG                                                                      | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |          83 | NS      | $29353.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                                   | Legrand                                                                                   | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        1039 | NS      | $155033.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                   | SSAB AB                                                                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        2281 | NS      | $17156.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Star Limited                                                                         | Blue Star Limited                                                                         | CUSIP: N/A<br>LEI: 335800CWJUVEKQ1TE879       | Long             | EC               | CORP              | IN        |       10488 | NS      | $201589.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co., Ltd.                                                                        | MonotaRO Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         800 | NS      | $12756.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Holding, S.A.                                                                  | Amadeus IT Holding, S.A.                                                                  | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |        1732 | NS      | $127688.48    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   120090000 | PA      | $6424774.65   | 0.73%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                         | Epiroc Aktiebolag                                                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        2476 | NS      | $56066.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                                  | BPCE SFH                                                                                  | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $720548.02    | 0.08%             | 2029-03-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co., Ltd.                                                 | Jiangsu Hengrui Pharmaceuticals Co., Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       31300 | NS      | $266652.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                      | Maxam Prill S.a r.l.                                                                      | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119743.48    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Post Holdings Co., Ltd.                                                             | Japan Post Holdings Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |        7100 | NS      | $74876.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Necessity Retail Reit, Inc. , The                                                         | Necessity Retail Reit, Inc. , The                                                         | CUSIP: 02608AAA7<br>LEI: 549300GN4H0K3IUS8983 | Long             | DBT              | CORP              | US        |      236000 | PA      | $230785.49    | 0.03%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BioNTech SE                                                                               | BioNTech SE                                                                               | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |         388 | NS      | $36937.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                    | Clarivate Science Holdings Corporation                                                    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      611000 | PA      | $576295.20    | 0.07%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                                  | Darling Ingredients Inc.                                                                  | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      126000 | PA      | $127814.40    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank For International Cooperation                                                  | Japan Bank For International Cooperation                                                  | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | US        |      272000 | PA      | $265878.10    | 0.03%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| U C B                                                                                     | U C B                                                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         479 | NS      | $134104.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                                  | Oracle Corporation Japan                                                                  | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |         100 | NS      | $8409.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Limited                                                                     | Computershare Limited                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        2202 | NS      | $49982.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                            | Commonwealth Bank of Australia                                                            | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        6662 | NS      | $711358.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                     | Honda Motor Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       15500 | NS      | $152056.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Limited                                                               | Reliance Industries Limited                                                               | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |        7378 | NS      | $516785.37    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wulf Compute LLC                                                                          | Wulf Compute LLC                                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      623000 | PA      | $642063.80    | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| XCEL Energy Inc.                                                                          | XCEL Energy Inc.                                                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        2810 | NS      | $207546.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas                                                                            | Bureau Veritas                                                                            | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        1240 | NS      | $39581.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co.,Ltd.                                                      | XCMG Construction Machinery Co.,Ltd.                                                      | CUSIP: N/A<br>LEI: 300300QGG1VFJ0WTJE78       | Long             | EC               | CORP              | CN        |      144600 | NS      | $239172.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                                                      | Sigma Healthcare Ltd                                                                      | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |       22133 | NS      | $43375.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                            | Moncler S.p.A.                                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |         853 | NS      | $54526.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1175000 | PA      | $269351.53    | 0.03%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                               | Informa PLC                                                                               | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        4972 | NS      | $59193.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo                                                                                   | Syensqo                                                                                   | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |         278 | NS      | $22345.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                        | Anglo American PLC                                                                        | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        4250 | NS      | $176819.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS Corporation                                                                         | ASICS Corporation                                                                         | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |        2800 | NS      | $67303.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co.,Ltd.                                                                        | Tokyo Gas Co.,Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |        1500 | NS      | $59447.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                           | Regeneron Pharmaceuticals, Inc.                                                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        1147 | NS      | $885334.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik Aktiebolag                                                                        | Sandvik Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        3873 | NS      | $125613.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co.,Ltd.                                                               | Montage Technology Co.,Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       16813 | NS      | $282910.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $125908.58    | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                             | Republic of Indonesia, The Government of, The                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1885000000 | PA      | $119340.00    | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'italia S.P.A.                                                            | Autostrade per l'italia S.P.A.                                                            | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $758709.11    | 0.09%             | 2033-06-14      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg S.A.                                              | Heidelberg Materials Finance Luxembourg S.A.                                              | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      711000 | PA      | $904793.93    | 0.10%             | 2033-11-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                             | Alnylam Pharmaceuticals, Inc.                                                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        1495 | NS      | $594486.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                                  | American Express Company                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        6712 | NS      | $2483104.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer Inc.                                                                         | Arches Buyer Inc.                                                                         | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      544000 | PA      | $534039.52    | 0.06%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ciena Corporation                                                                         | Ciena Corporation                                                                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        2229 | NS      | $521296.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                                              | Cummins Inc.                                                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         400 | NS      | $204180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                          | Deutsche Bank Aktiengesellschaft                                                          | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      360000 | PA      | $354152.05    | 0.04%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      888472 | PA      | $920483.75    | 0.10%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                       | Kinetik Holdings LP                                                                       | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      750000 | PA      | $770880.00    | 0.09%             | 2028-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                                 | MGM Resorts International                                                                 | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      526000 | PA      | $540512.34    | 0.06%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Quanta Computer Inc.                                                                      | Quanta Computer Inc.                                                                      | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |       38000 | NS      | $327776.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Company                                                             | Central Japan Railway Company                                                             | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        4000 | NS      | $110584.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                                | Mitsubishi HC Capital Inc.                                                                | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |        2800 | NS      | $23457.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corporation Limited                                            | Fisher & Paykel Healthcare Corporation Limited                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        2195 | NS      | $47571.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                     | Takeda Pharmaceutical Company Limited                                                     | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        6000 | NS      | $185466.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Santander Bank Polska Spolka Akcyjna                                                      | Santander Bank Polska Spolka Akcyjna                                                      | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |         150 | NS      | $22715.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99820.31     | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                             | USA Compression Finance Corp.                                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $55823.04     | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       34945 | NS      | $3256874.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PT. Bank Central Asia Tbk                                                                 | PT. Bank Central Asia Tbk                                                                 | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     1620100 | NS      | $792688.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                 | Orion Oyj                                                                                 | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |         105 | NS      | $7796.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                           | Koninklijke Ahold Delhaize N.V.                                                           | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        3466 | NS      | $142150.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                       | Investor Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |        7224 | NS      | $258056.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     2000000 | PA      | $134939.94    | 0.02%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PB Fintech Limited                                                                        | PB Fintech Limited                                                                        | CUSIP: N/A<br>LEI: 98450083AC6B01HF1F87       | Long             | EC               | CORP              | IN        |       10278 | NS      | $208569.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                    | Banca Monte dei Paschi di Siena S.p.A.                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      700000 | PA      | $842284.64    | 0.10%             | 2029-04-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Vend Marketplaces ASA                                                                     | Vend Marketplaces ASA                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |         793 | NS      | $21954.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co., Ltd.                                                               | Samsung Biologics Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         153 | NS      | $180214.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer