# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001410368-25-012450
**Filing Date:** 2025-9
**Character Count:** 656462
**Document Hash:** 377256e512ef2947e027e39d2102c959
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012450.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012450

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 251350326

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

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

## Series and Classes Contracts Data

### SA JPMorgan Diversified Balanced Portfolio (Series ID: S000008103)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022032 | Class 1      |  |
| C000022033 | Class 2      |  |
| C000022034 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

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

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

- **a. Name of Series:** SA JPMorgan Diversified Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000008103

- **c. LEI of Series:** 5493008P2IRWVEUD4E71

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $433657330.63

**Total Liabilities:** $4342921.74

**Net Assets:** $429314408.89

**Delayed Delivery Securities:** $250000.00

**Cash Not Reported:** $3787001.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -229.21000000 | **1-Year:** -5597.68000000 | **5-Year:** -14611.49000000 | **10-Year:** -10429.83000000 | **30-Year:** -4223.81000000

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

- **3-Month:** -57.81000000 | **1-Year:** -1220.61000000 | **5-Year:** -1909.98000000 | **10-Year:** -722.74000000 | **30-Year:** -52.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022034 | 3.24%                | 3.45%                | 0.65%                |
| Class ID C000022032 | 3.31%                | 3.46%                | 0.69%                |
| Class ID C000022033 | 3.27%                | 3.42%                | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1170741.29              | $12694001.81                               |
| Month 2  | $6285765.95              | $6668179.81                                |
| Month 3  | $2430880.61              | $829563.53                                 |

**Designated Index Information**

- **Index Name:** 60%World,40%GvCre

- **Index Identifier:** 60% NDDUWI, 40% LUGCTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tokyu Corp                                                | Tokyu Corp                                                                      | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |       600 | NS      | $6787.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120574.46    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     21100 | NS      | $1147732.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42619.47     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327389.62    | 0.08%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ING Bank Slaski SA                                        | ING Bank Slaski SA                                                              | CUSIP: 000000000<br>LEI: 259400YLRTOBISHBVX41 | Long             | EC               | CORP              | PL        |        38 | NS      | $3381.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                                   | GCI LLC                                                                         | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33782.54     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-RPL2 LLC                                                              | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356682 | PA      | $344066.92    | 0.08%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34908.26     | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                        | Freddie Mac Mscr Trust Mn11                                                     | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |    204000 | PA      | $204000.18    | 0.05%             | 2045-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $74721.65     | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    385000 | PA      | $341675.62    | 0.08%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ZOZO, Ltd.                                                | ZOZO, Ltd.                                                                      | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       500 | NS      | $4956.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                        | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      1085 | NS      | $31425.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2024-SFR5 Trust                                            | CUSIP: 74332HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $453470.00    | 0.11%             | 2029-08-09      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd                               | Square Enix Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |       100 | NS      | $6810.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                  | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $197500.00    | 0.05%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140J87F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42408 | PA      | $42690.72     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      2168 | NS      | $1168650.79   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1200 | NS      | $267804.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35908.97     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      1959 | NS      | $6998.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    342000 | PA      | $365543.16    | 0.09%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      3194 | NS      | $13799.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1603 | NS      | $109132.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                        | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |       104 | NS      | $5084.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       162 | NS      | $8260.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3854 | NS      | $995603.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1942 | NS      | $1524722.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       949 | NS      | $37022.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $173072.27    | 0.04%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                        | Weir Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |       298 | NS      | $10492.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                      | Washington H Soul Pattinson & Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |       286 | NS      | $7458.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                   | Asbury Automotive Group Inc                                                     | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98337.21     | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                  | Allison Transmission Inc                                                        | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19798.93     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                      | Sigma Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |      6381 | NS      | $11851.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       407 | NS      | $25053.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                              | Castellum AB                                                                    | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |       479 | NS      | $5465.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      7107 | NS      | $19438.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91714.81     | 0.02%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                      | FREMF 2017-K70 Mortgage Trust                                                   | CUSIP: 35708VAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    420000 | PA      | $410015.59    | 0.10%             | 2049-12-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                           | Bermuda Government International Bond                                           | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $200910.00    | 0.05%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        23 | NC      | $6596.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      5788 | NS      | $23699.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       141 | NS      | $22132.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                         | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15621.62     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                   | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301352.34    | 0.07%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      8500 | NS      | $447151.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453212.29    | 0.11%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108823.63    | 0.03%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp                                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     32300 | NS      | $46822.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136ACAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5307 | PA      | $109.06       | 0.00%             | 2028-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       278 | NS      | $123522.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     14230 | NS      | $6555.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1351 | NS      | $249732.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129000 | PA      | $132407.56    | 0.03%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                       | Mapletree Pan Asia Commercial Trust                                             | CUSIP: 000000000<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               |  | SG        |      1700 | NS      | $1689.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32626.97     | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79889.56     | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      3993 | NS      | $20065.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET SOUND ENERGY INC                                    | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34424.26     | 0.01%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       423 | NS      | $23061.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Inc                                     | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60013.06     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colruyt Group N.V                                         | Colruyt Group N.V                                                               | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |         3 | NS      | $128.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                                  | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $34946.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        35 | NC      | $6307.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4181 | NS      | $329002.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $250413.95    | 0.06%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       326 | NS      | $10020.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533990 | PA      | $475970.01    | 0.11%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      1600 | NS      | $34419.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       781 | NS      | $306339.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290492.53    | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                       | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $35703.53     | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137FRE31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105273 | PA      | $12074.40     | 0.00%             | 2050-02-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140EXCM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14511 | PA      | $14234.97     | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50161.11     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |        70 | NS      | $5196.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                            | NCR Voyix Corp                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147547.80    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BioNTech SE                                               | BioNTech SE                                                                     | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |       109 | NS      | $11717.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       955 | NS      | $199155.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co Ltd                                      | Yakult Honsha Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |       300 | NS      | $4838.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     58000 | PA      | $57054.99     | 0.01%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       800 | NS      | $39045.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      6077 | NS      | $636361.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      1000 | NS      | $7251.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                          | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |       407 | NS      | $9508.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26203 | NS      | $1123584.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    505000 | PA      | $488027.27    | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                           | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95131.84     | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                       | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115093.04    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                   | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46091.87     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     57063 | NS      | $1639156.79   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264790.02    | 0.06%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                   | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       112 | NS      | $13931.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       921 | NS      | $222918.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        60 | NS      | $40699.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      1057 | NS      | $202711.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 000000000<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      1311 | NS      | $21590.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1367 | NS      | $624541.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                    | Edgewell Personal Care Co                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124060.06    | 0.03%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     10933 | NS      | $639033.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     10958 | NS      | $708873.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                        | Kontoor Brands Inc                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2052 | NS      | $114214.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140X4EN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14516 | PA      | $13848.21     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1135 | NS      | $251935.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                                      | Swire Properties Ltd                                                            | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |      1400 | NS      | $3763.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       376 | NS      | $8761.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222663.98    | 0.05%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       714 | NS      | $32138.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      1900 | NS      | $39222.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     16030 | NS      | $2640782.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291423.20    | 0.07%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |        57 | NS      | $8772.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        48 | NS      | $3818.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      9116 | NS      | $2735438.12   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179592.53    | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25801.65     | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148772.01    | 0.03%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |       217 | NS      | $9768.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      9587 | NS      | $135726.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      3358 | NS      | $80002.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2006-FM1                                                            | CUSIP: 362334PJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128339 | PA      | $85061.50     | 0.02%             | 2036-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | Consumer Portfolio Services Auto Trust 2025-B                                   | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $220662.62    | 0.05%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       165 | NS      | $11184.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2366 | NS      | $590458.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      2460 | NS      | $14244.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       600 | NS      | $8351.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                              | Ricoh Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |       600 | NS      | $5293.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     18004 | NS      | $96237.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 31283H6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10522 | PA      | $10607.14     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                       | TOPPAN Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       400 | NS      | $10856.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                              | Entegris Inc                                                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150115.86    | 0.03%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       523 | NS      | $5391.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |        69 | NS      | $14124.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49064.06     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1620 | NS      | $1133464.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132428.14    | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3074 | NS      | $504289.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                      | Dycom Industries Inc                                                            | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77543.10     | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       574 | NS      | $506807.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73278.64     | 0.02%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146259.82    | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                     | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12289 | PA      | $11912.09     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      4947 | NS      | $364925.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99871.32     | 0.02%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                    | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61098.42     | 0.01%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                             | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42122.61     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                        | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |       590 | NS      | $7404.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1618687.50   | 0.38%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    250000 | PA      | $248496.37    | 0.06%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      2273 | NS      | $121274.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         1 | NS      | $14749.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |       793 | NS      | $6048.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       417 | NS      | $58254.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100095.19    | 0.02%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $680149.28    | 0.16%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $388495.57    | 0.09%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rightmove PLC                                             | Rightmove PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |       894 | NS      | $9664.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     53778 | NS      | $4336120.14   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3012 | NS      | $391560.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    382000 | PA      | $320640.51    | 0.07%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |       361 | NS      | $5458.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    105500 | NS      | $1476510.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                         | Lithia Motors Inc                                                               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123061.03    | 0.03%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      5953 | NS      | $14346.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                                     | Scripps Escrow II Inc                                                           | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $150921.68    | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50990.82     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                            | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       128 | NS      | $15623.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       900 | NS      | $2689.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        26 | NS      | $35258.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     26963 | NS      | $1915990.78   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA9                                                 | CUSIP: 02146YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79392 | PA      | $61835.59     | 0.01%             | 2046-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2024-1 Receivables Funding LLC                                 | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46130 | PA      | $46389.40     | 0.01%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       467 | NS      | $125193.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      8500 | NS      | $25531.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193275.40    | 0.05%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30559.30     | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      7675 | NS      | $43118.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51015.50     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust             | Bridgecrest Lending Auto Securitization Trust 2024-3                            | CUSIP: 10805NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438000 | PA      | $442264.50    | 0.10%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                             | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      4082 | NS      | $267615.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2015-PS1                                          | CUSIP: 17324VAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80435 | PA      | $79771.05     | 0.02%             | 2042-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                  | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169823.25    | 0.04%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       123 | NS      | $10555.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      1613 | NS      | $15558.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       500 | NS      | $9358.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       300 | NS      | $5704.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $273906.25    | 0.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138W9B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12985 | PA      | $12667.80     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2024-1                                 | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251927.85    | 0.06%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |      1200 | NS      | $6284.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                         | Lotus Bakeries NV                                                               | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |         1 | NS      | $8490.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14039 | NS      | $2653651.78   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2023-1 LLC                                                | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $440654.50    | 0.10%             | 2032-05-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137929.66    | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2021-2                                                   | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $570148.02    | 0.13%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                    | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118658.15    | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |      2738 | NS      | $15431.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                                  | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      1800 | NS      | $22905.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       260 | NS      | $23796.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136841.51    | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                | Bank Polska Kasa Opieki SA                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       237 | NS      | $12945.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2021-D                                         | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86014 | PA      | $79977.05     | 0.02%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Tokyo Century Corp                                        | Tokyo Century Corp                                                              | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |       200 | NS      | $2303.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      1302 | NS      | $71749.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36180C3X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50510 | PA      | $45254.79     | 0.01%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2843 | NS      | $165503.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                   | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14245.11     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446000 | PA      | $449664.20    | 0.10%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                             | SDR Commercial Mortgage Trust 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299251.29    | 0.07%             | 2039-05-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      1921 | NS      | $219635.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                               | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |       200 | NS      | $5140.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp                                                | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $151027.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                       | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $446820.34    | 0.10%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       900 | NS      | $11090.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                                           | Hillenbrand Inc                                                                 | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147980.93    | 0.03%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       427 | NS      | $30651.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        57 | NS      | $15600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1179 | NS      | $337444.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1145 | NS      | $158639.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51279.75     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132144.38    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       493 | NS      | $39619.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      1300 | NS      | $15616.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144762.90    | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       900 | NS      | $61770.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BK AG N Y BRH INSTL C                            | DEUTSCHE BK AG N Y BRH INSTL C                                                  | CUSIP: 25161DAG8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    151000 | PA      | $150925.54    | 0.04%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                           | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        34 | NS      | $35404.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                              | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |       300 | NS      | $6674.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       469 | NS      | $219341.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1064 | NS      | $191754.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262655.71    | 0.06%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       567 | NS      | $45360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       356 | NS      | $10298.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $224974.10    | 0.05%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |      2000 | NS      | $7197.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                               | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       700 | NS      | $23228.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      3763 | NS      | $330203.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                                           | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |        41 | NS      | $4978.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1388 | NS      | $149112.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      2000 | NS      | $17363.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EKG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31243 | PA      | $29881.63     | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5982091.68   | 1.39%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2859 | NS      | $205161.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                               | Columbia Banking System Inc                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5669 | NS      | $134922.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1188 | NS      | $108540.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                        | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       800 | NS      | $18413.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      1512 | NS      | $28482.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        41 | NC      | $121615.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                             | Commonbond Student Loan Trust 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19152 | PA      | $17448.55     | 0.00%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                   | UDR Inc                                                                         | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    305000 | PA      | $246474.29    | 0.06%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5011 | NS      | $601420.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      2604 | NS      | $8996.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1947 | NS      | $167558.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      6122 | NS      | $913524.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     68300 | NS      | $1667643.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      1625 | NS      | $326457.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      3800 | NS      | $91472.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                      | BANK 2020-BNK28                                                                 | CUSIP: 06540YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85967.16     | 0.02%             | 2063-03-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     35461 | NS      | $1269603.67   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8225.37      | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 SEP25                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        17 | NC      | $-23038.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96736.72     | 0.02%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312943.96    | 0.07%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39467.01     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93814 | PA      | $83742.25     | 0.02%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36296UWV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10499 | PA      | $10035.19     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd                                    | Ramsay Health Care Ltd                                                          | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |       204 | NS      | $5082.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    130000 | PA      | $127755.14    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      4203 | NS      | $300094.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                        | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       311 | NS      | $7595.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       141 | NS      | $5231.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      7379 | NS      | $442371.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                  | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      1800 | NS      | $22273.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       454 | NS      | $235921.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                            | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |       400 | NS      | $10281.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     45200 | NS      | $407189.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 31292HJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2363 | PA      | $2420.29      | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $409996.19    | 0.10%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $50379.12     | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                        | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39369.62     | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112636.77    | 0.03%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Investment AB Latour                                      | Investment AB Latour                                                            | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |       164 | NS      | $4196.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       543 | NS      | $157458.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                                                      | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |        75 | NS      | $5242.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                  | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    295000 | PA      | $261048.41    | 0.06%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2015-GC29                                   | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117435 | PA      | $106407.85    | 0.02%             | 2048-04-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      1716 | NS      | $31856.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202426.46    | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       803 | NS      | $213630.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33816 | PA      | $33553.41     | 0.01%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70529.06     | 0.02%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |       400 | NS      | $10281.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syensqo SA                                                | Syensqo SA                                                                      | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |        82 | NS      | $6546.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38382KWX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120517 | PA      | $19859.75     | 0.00%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                       | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $90592.36     | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44773 | PA      | $42101.06     | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2060 | NS      | $148423.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                          | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $134828.34    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    345000 | PA      | $338100.00    | 0.08%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                                | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       304 | NS      | $10635.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428000 | PA      | $431465.56    | 0.10%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1507 | NS      | $286736.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2024-SFR2 Trust                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259497 | PA      | $259357.51    | 0.06%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       160 | NS      | $9913.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd                                                              | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |       700 | NS      | $10219.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       446 | NS      | $279436.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     25443 | NS      | $445835.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       947 | NS      | $295094.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3059 | NS      | $315229.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71339.07     | 0.02%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5553000 | PA      | $5549659.54   | 1.29%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      1646 | NS      | $16469.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     37280 | NS      | $1375604.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $134044.51    | 0.03%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2774 | NS      | $203722.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                              | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     55000 | PA      | $37546.88     | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                      | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |       933 | NS      | $5392.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Co Holdings Inc                      | Tokyo Electric Power Co Holdings Inc                                            | CUSIP: 000000000<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |      1700 | NS      | $6482.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                                           | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132111.07    | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                 | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       400 | NS      | $5683.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2023-A LLC                                                         | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    110060 | PA      | $110670.06    | 0.03%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | BP CURRENCY FUT SEP25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        37 | NC      | $-69214.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                  | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    120150 | PA      | $93548.47     | 0.02%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15434.25     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                       | CUSIP: 31397VGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23277 | PA      | $1027.31      | 0.00%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       773 | NS      | $182335.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2019-EXP1 Trust                                                             | CUSIP: 67448QAT8<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |     35262 | PA      | $35229.44     | 0.01%             | 2059-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                       | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109672.64    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $336645.03    | 0.08%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                      | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124491.42    | 0.03%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                     | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106820.88    | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                    | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94969.43     | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      2000 | NS      | $43832.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178385.67    | 0.04%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    565000 | PA      | $388448.68    | 0.09%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kikkoman Corp                                             | Kikkoman Corp                                                                   | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |      1000 | NS      | $8779.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51876.23     | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     40000 | PA      | $40354.72     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                      | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944980 | PA      | $935940.20    | 0.22%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       492 | NS      | $13061.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |       814 | NS      | $5091.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |        70 | NS      | $9314.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    129000 | PA      | $129050.87    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       231 | NS      | $15922.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                     | Dexus                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      1213 | NS      | $5511.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc                                      | Toray Industries Inc                                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |      1700 | NS      | $11701.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      5204 | NS      | $1372971.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       530 | NS      | $273336.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38382LXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116090 | PA      | $19239.20     | 0.00%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254271.88    | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                | Casey's General Stores Inc                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       329 | NS      | $171122.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                            | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      3207 | NS      | $463058.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2024-SFR4 Trust                                            | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    704203 | PA      | $662326.32    | 0.15%             | 2041-07-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                                         | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |       328 | NS      | $9434.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $483671.88    | 0.11%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                 | Buzzi SpA                                                                       | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |        90 | NS      | $4695.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                   | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       188 | NS      | $11817.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      2002 | NS      | $30489.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      2050 | NS      | $113570.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA                                     | Vend Marketplaces ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |        75 | NS      | $2980.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       482 | NS      | $188061.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      1827 | NS      | $120382.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57350.18     | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-35495.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149796.35    | 0.03%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       808 | NS      | $51600.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        50 | NS      | $24393.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | EURO FX CURR FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        22 | NC      | $-15029.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                              | Graphic Packaging Holding Co                                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12451 | NS      | $278404.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $-45186.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      5300 | NS      | $165080.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      1100 | NS      | $35253.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    189000 | PA      | $167979.65    | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                                | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      8029 | NS      | $227381.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners LP                                       | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157308.24    | 0.04%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         8 | NC      | $25862.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12124 | NS      | $1094069.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2025-1                                                 | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305877 | PA      | $307225.29    | 0.07%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                       | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      1200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25088 | PA      | $24687.75     | 0.01%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       132 | NS      | $21459.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276429.98    | 0.06%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84203 | PA      | $6512.62      | 0.00%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       783 | NS      | $58652.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12127 | PA      | $11031.39     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        26 | NS      | $641.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                      | Coterra Energy, Inc.                                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      6230 | NS      | $151949.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3150000 | PA      | $3134619.15   | 0.73%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $389230.97    | 0.09%             | 2027-06-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |       200 | NS      | $10906.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                           | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    396000 | PA      | $392891.40    | 0.09%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                          | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |       500 | NS      | $12324.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                                    | WillScot Holdings Corp                                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     10694 | NS      | $313868.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2101 | NS      | $380407.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Home Equity Loan Trust                        | Renaissance Home Equity Loan Trust 2005-2                                       | CUSIP: 75970NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102011 | PA      | $90481.22     | 0.02%             | 2035-08-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    264000 | PA      | $264715.85    | 0.06%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |       500 | NS      | $7727.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1655000 | PA      | $1594941.61   | 0.37%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      7031 | NS      | $1956586.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |       261 | NS      | $9321.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                                          | Knife River Corp                                                                | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110172.72    | 0.03%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                          | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205830.45    | 0.05%             | 2028-02-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       103 | NS      | $27716.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                           | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435925 | PA      | $435216.45    | 0.10%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4355 | NS      | $1196187.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    120000 | PA      | $116550.00    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46163.29     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       500 | NS      | $90616.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     10813 | NS      | $280056.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp                                              | Shimizu Corp                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |       700 | NS      | $7800.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140KSA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49935 | PA      | $45704.64     | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316335.51    | 0.07%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245561.68    | 0.06%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11300 | NS      | $2168470.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217134.74    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2024-2                                                 | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334477 | PA      | $332480.88    | 0.08%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      1475 | NS      | $4952.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54411.55     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142994.57    | 0.03%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44807 | PA      | $41439.73     | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        18 | NC      | $59702.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                      | GCAT 2021-NQM2 Trust                                                            | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72014 | PA      | $61250.67     | 0.01%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       622 | NS      | $9613.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co Ltd                                              | Nexon Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |       500 | NS      | $9197.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      3594 | NS      | $383767.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       100 | NS      | $10291.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       185 | NS      | $14267.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     68829 | NS      | $70719.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co Ltd                                                    | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     12530 | NS      | $11189.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265686.72    | 0.06%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        86 | NS      | $18900.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    310000 | PA      | $303708.99    | 0.07%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                               | Kubota Corp                                                                     | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      1300 | NS      | $14564.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                | Fortum Oyj                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       493 | NS      | $9052.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     16912 | NS      | $349909.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       194 | NS      | $13228.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     26326 | NS      | $2487280.48   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $108674.88    | 0.03%             | 2053-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                 | Metso Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |       790 | NS      | $9975.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199625.18    | 0.05%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70881.02     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33163.70     | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        88 | NS      | $14604.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      6631 | NS      | $22488.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       843 | NS      | $8887.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       792 | NS      | $250690.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286715.79    | 0.07%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      1401 | NS      | $28370.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2013-2                                                   | CUSIP: 81745MAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7107 | PA      | $6941.21      | 0.00%             | 2043-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2024-SFR2 Trust                                            | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123000 | PA      | $116112.62    | 0.03%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      1389 | NS      | $15926.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       511 | NS      | $354996.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       597 | NS      | $8873.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      1100 | NS      | $31366.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36202CVA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1135 | PA      | $1165.90      | 0.00%             | 2027-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |       311 | NS      | $16787.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      8352 | NS      | $289730.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      2898 | NS      | $31140.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE CAPITAL INC                                     | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67739.73     | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $24214.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       535 | NS      | $26149.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       300 | NS      | $37052.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      1134 | NS      | $30246.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       400 | NS      | $13392.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64222 | NS      | $2893201.10   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $595857.53    | 0.14%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NTT Inc                                                   | NTT Inc                                                                         | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     31500 | NS      | $31896.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                    | Group 1 Automotive Inc                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110879.67    | 0.03%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      7200 | NS      | $1539144.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       685 | NS      | $16898.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4262 | PA      | $4196.86      | 0.00%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-66529.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       682 | NS      | $106214.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |      4000 | NS      | $6298.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       639 | NS      | $106796.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56400.03     | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     13034 | NS      | $714526.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                             | Coherent Corp                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48934.51     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $16153.05     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      1211 | NS      | $6557.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    170000 | PA      | $108325.17    | 0.03%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1748 | NS      | $263021.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2024-RPL2 Trust                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305447 | PA      | $289734.78    | 0.07%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                      | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |       500 | NS      | $18375.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67357.26     | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175227.62    | 0.04%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      2341 | NS      | $138973.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       390 | NS      | $3408.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                              | Rayonier Inc                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      5987 | NS      | $139556.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52331.34     | 0.01%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     15756 | NS      | $757598.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133290 | PA      | $22754.85     | 0.01%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      2203 | NS      | $49806.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-5010.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4266 | NS      | $476725.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292837.24    | 0.07%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2025-1                                        | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543000 | PA      | $551653.19    | 0.13%             | 2035-07-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2016-4                                                 | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22564 | PA      | $20297.75     | 0.00%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                  | Santander Bank Polska SA                                                        | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |        38 | NS      | $5570.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2559 | NS      | $8913.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31371HLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       570 | PA      | $599.31       | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       589 | NS      | $7963.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     55298 | NS      | $384864.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    124000 | PA      | $117909.75    | 0.03%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                 | Esab Corp                                                                       | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102175.80    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      3105 | NS      | $10176.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                             | Trelleborg AB                                                                   | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |       239 | NS      | $8696.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS COMPANY                                       | Amer Sports Co                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135187.78    | 0.03%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     11684 | NS      | $2612191.88   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                                         | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       262 | NS      | $1514.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      2100 | NS      | $51803.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      2130 | NS      | $110719.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1121745.70   | 0.26%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       908 | NS      | $23936.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $58548.32     | 0.01%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         3 | NS      | $5907.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      1300 | NS      | $26853.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      7297 | NS      | $379174.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                   | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      3100 | NS      | $11409.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39789.62     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                | National Bank of Greece SA                                                      | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |     20285 | NS      | $284504.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECH INC                                          | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76552.26     | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31375TK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       433 | PA      | $446.73       | 0.00%             | 2026-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2023-SFR2 Trust                                            | CUSIP: 74331GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98332.27     | 0.02%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EC               | CORP              | DE        |        28 | NS      | $5992.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $292196.47    | 0.07%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      8200 | NS      | $370305.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        41 | NS      | $4048.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254478.51    | 0.06%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $349077.28    | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                       | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |       400 | NS      | $6358.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170736.26    | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77274.12     | 0.02%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2120000 | PA      | $2116356.25   | 0.49%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       300 | NS      | $20639.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138WD7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16715 | PA      | $16135.89     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16816.76     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     29649 | NS      | $15817741.50  | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340703.19    | 0.08%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      3300 | NS      | $21992.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      8900 | NS      | $78541.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        37 | NC      | $-14046.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    725000 | PA      | $753197.18    | 0.18%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr Ing hc F Porsche AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |       114 | NS      | $5807.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1184 | NS      | $152747.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $50322.27     | 0.01%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | AUDUSD CRNCY FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        16 | NC      | $-18745.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1271 | NS      | $60788.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175796 | PA      | $29222.21     | 0.01%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36202DYM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13143 | PA      | $13486.41     | 0.00%             | 2033-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       734 | NS      | $18809.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                   | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99384.26     | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      2100 | NS      | $23604.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359731.35    | 0.08%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        90 | NC      | $44079.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      3922 | NS      | $817305.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                          | Harley-Davidson Motorcycle Trust 2024-A                                         | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356000 | PA      | $359195.74    | 0.08%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                       | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       483 | NS      | $7625.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        79 | NS      | $19518.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuStar Logistics LP                                       | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70354.46     | 0.02%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       208 | NS      | $18536.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                 | APA Group                                                                       | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |      1495 | NS      | $8060.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    115000 | PA      | $113761.65    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       898 | NS      | $173987.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       501 | NS      | $93115.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       711 | NS      | $131414.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      4200 | NS      | $33519.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 31298EPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5838 | PA      | $5855.42      | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124036.23    | 0.03%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2025-1                                                   | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136323.53    | 0.03%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135333.33    | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $551836.14    | 0.13%             | 2051-08-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      1976 | NS      | $14819.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60036.66     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36225BRJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6567 | PA      | $6874.04      | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                | Keppel Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |      1500 | NS      | $9785.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       110 | NS      | $7820.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       121 | NS      | $9707.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2021-3                                                   | CUSIP: 81748VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66870 | PA      | $59317.50     | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan High Yield Fund                                  | JPMorgan High Yield Fund                                                        | CUSIP: 4812C0126<br>LEI: 15QB5UY3VV3GNSMNPX63 | Long             | EC               | RF                | US        |   1990344 | NS      | $13016849.40  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2779 | NS      | $1091396.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                        | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |       341 | NS      | $8232.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        50 | NS      | $99027.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                     | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |       765 | NS      | $10835.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      4087 | NS      | $1790432.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                                | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      1500 | NS      | $10513.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $254882.64    | 0.06%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                                 | SEAGATE DATA STORAGE TECH                                                       | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     75000 | PA      | $84466.94     | 0.02%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148837.63    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138E9AW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42944 | PA      | $41086.11     | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2024-1                                        | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632000 | PA      | $648811.64    | 0.15%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    765000 | PA      | $759603.48    | 0.18%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        33 | NS      | $56888.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                       | CapitaLand Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      2100 | NS      | $4496.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       917 | NS      | $153175.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M3 Inc                                                    | M3 Inc                                                                          | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |       500 | NS      | $6235.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       170 | NS      | $15743.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     80985 | NS      | $14404801.95  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                          | Dentsu Group Inc                                                                | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       300 | NS      | $5945.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2279 | NS      | $148271.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3677 | NS      | $557580.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99293.11     | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                    | Lumen Technologies Inc                                                          | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     90985 | PA      | $88611.20     | 0.02%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                          | Spirax Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |        83 | NS      | $6955.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp                                             | Shimadzu Corp                                                                   | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |       400 | NS      | $8912.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                               | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73474.48     | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $332381.23    | 0.08%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |      1500 | NS      | $9878.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                                            | Brink's Co/The                                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133900.52    | 0.03%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $242712.90    | 0.06%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      2177 | NS      | $37200.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360548.65    | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |      4000 | NS      | $4611.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36154 | PA      | $36712.28     | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                   | Crown Castle Towers LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245330.25    | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd/The                                                          | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |      1000 | NS      | $2847.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                           | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       800 | NS      | $21098.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    358000 | PA      | $363203.35    | 0.08%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174142.66    | 0.04%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36297JPT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7108 | PA      | $6929.01      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1439 | NS      | $320508.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      2012 | NS      | $97997.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       300 | NS      | $11263.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                  | CVC Capital Partners PLC                                                        | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |       893 | NS      | $17232.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      4652 | NS      | $87117.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      5425 | NS      | $490582.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       160 | NS      | $8245.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213632.03    | 0.05%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                             | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35550.00     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $253236.09    | 0.06%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $427344.19    | 0.10%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29146.29     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                     | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357000 | PA      | $359567.62    | 0.08%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                | AMSR 2024-SFR1 Trust                                                            | CUSIP: 00179CAE8<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $191015.36    | 0.04%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       744 | NS      | $29631.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132LNZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11072 | PA      | $10576.96     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5607 | NS      | $1081366.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Trust                                    | Invitation Homes 2024-SFR1 Trust                                                | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320879 | PA      | $310942.73    | 0.07%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       383 | NS      | $11896.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $65903.64     | 0.02%             | 2025-09-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234185.76    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1207 | NS      | $322727.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Business Jet Securities, LLC                              | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608916 | PA      | $606731.82    | 0.14%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33197 | PA      | $30902.01     | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       264 | NS      | $11916.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $326497.02    | 0.08%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       612 | NS      | $100511.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                            | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        21 | NS      | $6528.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                 | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      2688 | NS      | $9587.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79416.49     | 0.02%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                           | Pirelli & C SpA                                                                 | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |       420 | NS      | $2837.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3318 | NS      | $626106.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245527.01    | 0.06%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                       | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $121075.00    | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                      | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      1690 | NS      | $206602.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2839 | NS      | $195351.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                 | Wuxi Biologics Cayman Inc                                                       | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |      4000 | NS      | $16407.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                                  | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    694400 | NS      | $349204.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2970 | NS      | $184437.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49797.67     | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                          | WFRBS Commercial Mortgage Trust 2014-C22                                        | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $158809.00    | 0.04%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| IHI Corp                                                  | IHI Corp                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      3300 | NS      | $371687.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111033.06    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       205 | NS      | $39314.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        58 | NS      | $25032.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |      2000 | NS      | $6356.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |       522 | NS      | $26747.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |       354 | NS      | $10923.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                        | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236562.46    | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     29933 | NS      | $3565319.63   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                     | Encompass Health Corp                                                           | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47754.40     | 0.01%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    126340 | NS      | $403526.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       853 | NS      | $21641.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       815 | NS      | $375111.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                     | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |       200 | NS      | $6058.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      3531 | NS      | $17858.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       783 | NS      | $171289.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38380AZ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70756 | PA      | $8199.53      | 0.00%             | 2046-10-20      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       600 | NS      | $11059.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1024 | NS      | $415877.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237946.88    | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dino Polska SA                                            | Dino Polska SA                                                                  | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |       530 | NS      | $7016.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      2000 | NS      | $23821.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     13953 | NS      | $1367114.94   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      3000 | NS      | $61671.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2025-SL1                                    | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573605 | PA      | $575650.91    | 0.13%             | 2067-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       140 | NS      | $12701.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                     | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137731.73    | 0.03%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SCSK Corp                                                 | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       200 | NS      | $6251.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     12546 | NS      | $441560.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36178DJA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35748 | PA      | $33079.57     | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                        | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123498.38    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AXEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69003 | PA      | $3767.14      | 0.00%             | 2032-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      2000 | NS      | $20935.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $57941.13     | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |      3872 | NS      | $8320.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      1000 | NS      | $15352.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co Ltd                                              | Eisai Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       300 | NS      | $8500.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $28498.43     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147089.13    | 0.03%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                                    | Zensho Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |       100 | NS      | $5302.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133GAQ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70748 | PA      | $64920.73     | 0.02%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      3518 | NS      | $451403.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                           | CBL & Associates Properties Inc                                                 | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |      5513 | NS      | $149181.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       820 | NS      | $222990.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2025-SFR1 Trust                                            | CUSIP: 74334NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278125 | PA      | $259451.02    | 0.06%             | 2042-02-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138W0VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19978 | PA      | $18595.86     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |       300 | NS      | $5986.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                            | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      2730 | NS      | $13682.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HFN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54807 | PA      | $51424.93     | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      1500 | NS      | $18019.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80112.18     | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       115 | NS      | $5543.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2024-SFR4 Trust                                              | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196272.42    | 0.05%             | 2041-11-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                          | WFRBS Commercial Mortgage Trust 2014-C22                                        | CUSIP: 92890KBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $132772.20    | 0.03%             | 2057-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      1200 | NS      | $27938.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                     | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45148.66     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                         | Japan Tobacco Inc                                                               | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $155988.80    | 0.04%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1805 | NS      | $171817.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 31283HJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       192 | PA      | $191.91       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35025.52     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HAL Trust                                                 | HAL Trust                                                                       | CUSIP: 000000000<br>LEI: 5493000O3IE3DNOY3R07 | Long             | EC               | CORP              | BM        |        43 | NS      | $6114.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AMW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91547 | PA      | $18793.91     | 0.00%             | 2045-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     26711 | NS      | $2982016.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                  | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    139000 | PA      | $133944.90    | 0.03%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       656 | NS      | $23207.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       400 | NS      | $6982.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $116491.80    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      3385 | NS      | $280644.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      4653 | NS      | $917568.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $97826.75     | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514843.01    | 0.12%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                        | Subway Funding LLC                                                              | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774150 | PA      | $783845.92    | 0.18%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      9335 | NS      | $817135.73    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd                             | Concordia Financial Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $8715.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    295000 | PA      | $275913.59    | 0.06%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        25 | NC      | $58231.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      3000 | NS      | $14675.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     12687 | NS      | $199439.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        45 | NS      | $5197.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      2300 | NS      | $841909.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      2048 | NS      | $67743.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                       | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       643 | NS      | $144218.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EAFE SEP25                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        60 | NC      | $-47570.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                   | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       180 | NS      | $5357.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       304 | NS      | $6619.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       266 | NS      | $41496.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96725.95     | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                   | A2A SpA                                                                         | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |      1751 | NS      | $4262.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |        63 | NS      | $459.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |       242 | NS      | $5132.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        41 | NS      | $31497.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       500 | NS      | $12632.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    715000 | PA      | $614693.59    | 0.14%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $581905.86    | 0.14%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |       600 | NS      | $20168.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |       196 | NS      | $15037.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       200 | NS      | $12238.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                                       | DT Auto Owner Trust 2021-3                                                      | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322510 | PA      | $318516.11    | 0.07%             | 2027-05-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    270000 | PA      | $222261.65    | 0.05%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $6366.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $576482.74    | 0.13%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155467.34    | 0.04%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    645000 | PA      | $555436.41    | 0.13%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                          | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |       700 | NS      | $8121.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48395.75     | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $159657.02    | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| McDonald's Holdings Co Japan Ltd                          | McDonald's Holdings Co Japan Ltd                                                | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |       100 | NS      | $4005.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |       500 | NS      | $17957.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      1118 | NS      | $27318.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      1500 | NS      | $10499.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      9520 | NS      | $494973.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40242 | PA      | $40469.89     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                         | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2102 | NS      | $222412.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                   | Central Garden & Pet Co                                                         | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144375.09    | 0.03%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |      2900 | NS      | $16217.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      2200 | NS      | $33080.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       495 | NS      | $284565.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    880000 | PA      | $789474.30    | 0.18%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      1209 | NS      | $39990.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      3476 | NS      | $425087.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       768 | NS      | $272417.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                          | DSM-Firmenich AG                                                                | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       286 | NS      | $27585.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138A8RJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48765 | PA      | $48145.26     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2769 | NS      | $344823.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38380FQP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14613 | PA      | $606.46       | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       800 | NS      | $16663.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     18732 | NS      | $419415.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       174 | NS      | $4513.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      1114 | NS      | $17948.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90766.01     | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      1303 | NS      | $19747.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66086.44     | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                               | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137309.26    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       500 | NS      | $19956.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |       545 | NS      | $15076.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                    | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |       302 | NS      | $7354.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36194CS46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47444 | PA      | $43064.42     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      2500 | NS      | $23027.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1744 | NS      | $822958.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2025-2 Receivables Funding LLC                                 | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139999.55    | 0.03%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                     | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153309.57    | 0.04%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      1131 | NS      | $20749.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2024-SFR4 Trust                                              | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368628 | PA      | $361390.49    | 0.08%             | 2041-11-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1754 | NS      | $438938.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust             | Bridgecrest Lending Auto Securitization Trust 2024-1                            | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304320.30    | 0.07%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       218 | NS      | $48811.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Foods Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |       200 | NS      | $3807.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 31298FT36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2902 | PA      | $2907.81      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        68 | NS      | $20673.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     17961 | NS      | $108532.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      1600 | NS      | $96042.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    536000 | PA      | $309655.83    | 0.07%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155828.97    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       242 | NS      | $482731.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $639083.14    | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     59801 | NS      | $912661.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      1300 | NS      | $27741.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    290258 | PA      | $292054.55    | 0.07%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       691 | NS      | $801145.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $477617.19    | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-2                                                   | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $238233.74    | 0.06%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp                         | Japan Real Estate Investment Corp                                               | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               |  | JP        |         8 | NS      | $6519.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7844 | NS      | $1173073.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      4442 | NS      | $19871.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTL INC                                       | Somnigroup International Inc                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94971.22     | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       839 | NS      | $22591.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      1300 | NS      | $29310.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Investors Auto Owner Trust                          | First Investors Auto Owner Trust 2023-1                                         | CUSIP: 320986AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $484016.25    | 0.11%             | 2029-12-17      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | CHF CURRENCY FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -27 | NC      | $11769.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Government International Bonds                      | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $166800.29    | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       793 | NS      | $381504.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                         | Herc Holdings Inc                                                               | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89637.71     | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137AV7B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114702 | PA      | $12794.46     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                                | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      1100 | NS      | $31154.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA                                      | KGHM Polska Miedz SA                                                            | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |       154 | NS      | $5251.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |       498 | NS      | $7607.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                          | Powszechny Zaklad Ubezpieczen SA                                                | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       646 | NS      | $10863.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       184 | NS      | $43629.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBNA Auto Lease Trust                                     | SBNA Auto Lease Trust 2024-B                                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170861.39    | 0.04%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       472 | NS      | $22612.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50489.20     | 0.01%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5033 | NS      | $2851043.51   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2017-3                                                 | CUSIP: 46647SCS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132152 | PA      | $122172.28    | 0.03%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    639164 | PA      | $78173.50     | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEEK Ltd                                                  | SEEK Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |       359 | NS      | $5592.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     23060 | NS      | $632074.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      1040 | NS      | $5370.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |        86 | NS      | $3493.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      5528 | NS      | $570040.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      4873 | NS      | $150721.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     19500 | NS      | $568318.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWU21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50312 | PA      | $49548.31     | 0.01%             | 2052-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52919.60     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       485 | NS      | $14530.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust 2024-1                                    | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131054.01    | 0.03%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     12538 | NS      | $3682410.60   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      2100 | NS      | $19530.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      3944 | NS      | $85720.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                                      | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       100 | NS      | $5024.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     43567 | NS      | $2059412.09   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |       397 | NS      | $9841.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      1349 | NS      | $24862.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      1253 | NS      | $30588.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera US Finance LP                                       | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $70188.14     | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nitori Holdings Co Ltd                                    | Nitori Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $8584.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      2823 | NS      | $3186.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     13200 | NS      | $236033.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       324 | NS      | $31014.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       327 | NS      | $14246.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2660000 | PA      | $2349216.40   | 0.55%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                              | Nippon Paint Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |      1100 | NS      | $9380.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    380000 | PA      | $334686.79    | 0.08%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      2200 | NS      | $27091.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |       237 | NS      | $24915.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252620.97    | 0.06%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      2282 | NS      | $20216.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc                                  | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |        10 | NS      | $9197.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536218.82    | 0.12%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7620 | NS      | $2349017.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49362.32     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                  | Alcon AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       565 | NS      | $49957.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                        | CUSIP: 86960JYJ8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |    201000 | PA      | $198343.81    | 0.05%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552189 | PA      | $510551.04    | 0.12%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     20994 | NS      | $943890.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |       397 | NS      | $25844.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group/The                                             | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      2158 | NS      | $7072.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $41504.10     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      1000 | NS      | $14240.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                         | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      1400 | NS      | $40087.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38379RTT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27526 | PA      | $22984.19     | 0.01%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        31 | NS      | $21582.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     13898 | NS      | $499285.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $51551.50     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319663.52    | 0.07%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1189928.91   | 0.28%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      3472 | NS      | $29740.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2023-SFR2 Trust                                              | CUSIP: 895978AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $219235.90    | 0.05%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137ALMB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144981 | PA      | $5810.40      | 0.00%             | 2041-06-15      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      3460 | NS      | $80905.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2024-SFR3 Trust                                            | CUSIP: 74331VAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    349252 | PA      | $327499.12    | 0.08%             | 2041-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2023-SFR2 Trust                                            | CUSIP: 74331GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    699300 | PA      | $693711.96    | 0.16%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       688 | NS      | $252846.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78185.57     | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3622A23X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34151 | PA      | $31009.25     | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey PLC                                                               | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |      3982 | NS      | $5377.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        35 | NS      | $12345.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189503.82    | 0.04%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       727 | NS      | $24640.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36212KXG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2144 | PA      | $2153.86      | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    294000 | PA      | $303383.03    | 0.07%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11068 | PA      | $11150.20     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      3700 | NS      | $8406.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $365412.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    560000 | PA      | $555143.67    | 0.13%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      1006 | NS      | $11125.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |       631 | NS      | $13679.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                   | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78653.81     | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                      | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       400 | NS      | $13488.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Ltd                                         | Atlas Arteria Ltd                                                               | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |      1191 | NS      | $3949.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52450.90     | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391308.97    | 0.09%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    184000 | PA      | $175109.65    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                      | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1035 | NS      | $117058.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97753.39     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $149947.43    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1226 | NS      | $72916.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |       400 | NS      | $4484.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                       | Silgan Holdings Inc                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      4241 | NS      | $197333.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       476 | NS      | $9079.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2021-C20 Commercial Mortgage Trust                                        | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $304293.57    | 0.07%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |      5127 | NS      | $8687.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2025-SFR2 Trust                                            | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $370038.61    | 0.09%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       208 | NS      | $8580.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      4900 | NS      | $50982.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit Risk                        | Freddie Mac Mscr Trust Mn8                                                      | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $156854.09    | 0.04%             | 2044-05-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                    | Yum China Holdings Inc                                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     24396 | NS      | $1138805.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2024-A                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359000 | PA      | $363079.25    | 0.08%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260892.37    | 0.06%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31416WTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38198 | PA      | $36629.13     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     42200 | NS      | $414164.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      1122 | NS      | $65813.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |       784 | NS      | $10509.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                   | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $312347.91    | 0.07%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3622A3AU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32495 | PA      | $30399.45     | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      3777 | NS      | $205997.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                    | Energizer Holdings Inc                                                          | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58287.95     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     28093 | NS      | $393863.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      1015 | NS      | $40077.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78109.63     | 0.02%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                      | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |        77 | NS      | $5742.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                            | Var Energi ASA                                                                  | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |       917 | NS      | $3162.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBALR Commercial Mortgage 2020-RR1 Trust                  | SBALR Commercial Mortgage 2020-RR1 Trust                                        | CUSIP: 78397EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748030 | PA      | $648473.03    | 0.15%             | 2053-02-13      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Credit Industriel et Commercial/New York                  | Credit Industriel et Commercial/New York                                        | CUSIP: 22536WJM9<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | US        |    250000 | PA      | $250076.95    | 0.06%             | 2025-11-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                   | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20806.95     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    655000 | PA      | $666918.77    | 0.16%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38380JJX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17923 | PA      | $15020.52     | 0.00%             | 2060-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238225.58    | 0.06%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2016-CD1 Mortgage Trust                                                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $135786.59    | 0.03%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    232000 | PA      | $236567.99    | 0.06%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1454000 | PA      | $825940.16    | 0.19%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50405.20     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6309 | NS      | $796132.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass-Through Trust                                    | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36775 | PA      | $39010.54     | 0.01%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       800 | NS      | $26037.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137AQEE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2072 | PA      | $37.86        | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      4628 | NS      | $686327.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1350 | NS      | $301711.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AYAY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3962 | PA      | $3943.25      | 0.00%             | 2045-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                              | Jardine Cycle & Carriage Ltd                                                    | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |       100 | NS      | $2029.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124806.09    | 0.03%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) SEP25                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -11 | NC      | $44455.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    156000 | PA      | $108689.17    | 0.03%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2015-2                                      | CUSIP: 64829EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33275 | PA      | $32977.34     | 0.01%             | 2055-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129585.30    | 0.03%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                               | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $12576.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                                     | West Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |       500 | NS      | $11011.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                  | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9678.38      | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       881 | NS      | $197978.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      1965 | NS      | $7873.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co Ltd/Tokyo                                         | Toho Co Ltd/Tokyo                                                               | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       100 | NS      | $6324.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46690.12     | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214207.04    | 0.05%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       999 | NS      | $36527.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                             | Budweiser Brewing Co APAC Ltd                                                   | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | KY        |      2300 | NS      | $2420.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      1006 | NS      | $49549.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      4072 | NS      | $38337.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       184 | NS      | $6815.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EQB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23159 | PA      | $21356.91     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mirvac Group                                              | Mirvac Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      4448 | NS      | $6431.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $342275.78    | 0.08%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       796 | NS      | $560556.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $233905.05    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38380KDR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82345 | PA      | $11088.83     | 0.00%             | 2047-11-20      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     16017 | NS      | $569244.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356083.83    | 0.08%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |       782 | NS      | $11644.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $76907.77     | 0.02%             | 2049-11-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay Inc                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       780 | NS      | $251979.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | CUSIP: 61764XBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192194 | PA      | $182007.73    | 0.04%             | 2048-03-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      1100 | NS      | $21248.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHARF Commercial Mortgage Trust                           | WHARF Commercial Mortgage Trust 2025-DC                                         | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264000 | PA      | $268197.26    | 0.06%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                            | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      5548 | NS      | $201780.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      8491 | NS      | $238257.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       568 | NS      | $410999.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138276.55    | 0.03%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       231 | NS      | $12038.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125373.28    | 0.03%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       459 | NS      | $24760.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                                         | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |       600 | NS      | $12680.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc                                                           | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $87227.87     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      1791 | NS      | $24269.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       700 | NS      | $14954.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144356.74    | 0.03%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                | Driven Brands Funding LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183915 | PA      | $180963.50    | 0.04%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    830000 | PA      | $796868.48    | 0.19%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      1500 | NS      | $8228.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       205 | NS      | $193339.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      1500 | NS      | $28209.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co Ltd                                            | Niterra Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |       200 | NS      | $6928.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                                | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $109373.46    | 0.03%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343860.86    | 0.08%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $208434.55    | 0.05%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       555 | NS      | $96622.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |       150 | NS      | $508.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |        86 | NS      | $10874.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      3527 | NS      | $88194.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                  | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176090.69    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2024-2                                             | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126561 | PA      | $128223.69    | 0.03%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |      1375 | NS      | $9301.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      1400 | NS      | $29299.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      4400 | NS      | $112480.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160323.65    | 0.04%             | 2027-03-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55991.43     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      1731 | NS      | $25808.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     17764 | NS      | $1410639.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       492 | NS      | $32994.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       227 | NS      | $15432.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-34098.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       359 | NC      | $411718.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                         | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1698 | NS      | $246549.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Park Equipment Leasing LLC                        | Granite Park Equipment Leasing 2023-1 LLC                                       | CUSIP: 387422AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93478 | PA      | $95116.76     | 0.02%             | 2032-09-20      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       475 | NS      | $27327.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15291 | PA      | $15395.82     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        10 | NS      | $41994.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53872.68     | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      1444 | NS      | $82790.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Private Credit Student Loan Trust 2006-B                                    | CUSIP: 78443CCY8<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |     38192 | PA      | $37126.90     | 0.01%             | 2039-12-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |      9184 | NS      | $9254.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1000 | NS      | $32261.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 05253AYR5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |    250000 | PA      | $246489.20    | 0.06%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2929 | NS      | $136901.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      9013 | NS      | $664760.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                  | Weekley Homes LLC / Weekley Finance Corp                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $125092.15    | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       107 | NS      | $13388.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                    | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |        24 | NS      | $2347.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138WA4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43683 | PA      | $43642.77     | 0.01%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      2200 | NS      | $24312.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                      | Fastighets AB Balder                                                            | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |       802 | NS      | $5431.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1953 | NS      | $1024094.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       337 | NS      | $60678.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       165 | NS      | $113067.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                               | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      1000 | NS      | $12238.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2634 | NS      | $591675.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       738 | NS      | $60537.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $283739.49    | 0.07%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                      | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2026 | NS      | $31159.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        36 | NS      | $12090.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     18530 | NS      | $1810936.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                               | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |       282 | NS      | $3314.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      4803 | NS      | $56435.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147630.05    | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21099.38     | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Orica Ltd                                                 | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       543 | NS      | $7460.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                   | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      5168 | NS      | $26681.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KJX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100489 | PA      | $80080.18     | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $578.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Industriel et Commercial/New York                  | Credit Industriel et Commercial/New York                                        | CUSIP: 22536MEC8<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |    186000 | PA      | $179678.70    | 0.04%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31386PUB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1332 | PA      | $1339.54      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |        22 | NS      | $390.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       443 | NS      | $175527.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                                       | Flowco Holdings Inc                                                             | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3325 | NS      | $62177.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | CCUBS Commercial Mortgage Trust 2017-C1                                         | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $54359.83     | 0.01%             | 2050-11-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      1768 | NS      | $395148.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11103 | NS      | $8587504.32   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      4700 | NS      | $597785.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100520.86    | 0.02%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      2540 | NS      | $46247.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138ERN55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33328 | PA      | $31120.76     | 0.01%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      6362 | NS      | $868667.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                                                  | Hera SpA                                                                        | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |      1047 | NS      | $4475.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                   | ITT Inc                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1969 | NS      | $334651.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2024-3                                        | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404000 | PA      | $406640.99    | 0.09%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79936.61     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                        | SG Holdings Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $4460.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        10 | NS      | $6783.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    521000 | PA      | $452824.12    | 0.11%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26814.51     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     17109 | NS      | $641179.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |      1849 | NS      | $8522.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39874 | PA      | $36476.22     | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     60000 | PA      | $61064.46     | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP Global Inc                                                                  | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      1228 | NS      | $252849.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |       663 | NS      | $14632.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingspire Equipment Finance LLC                           | Wingspire Equipment Finance 2024-1 LLC                                          | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304572 | PA      | $304237.48    | 0.07%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    395000 | PA      | $342080.70    | 0.08%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      6370 | NS      | $272381.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp                                     | Yaskawa Electric Corp                                                           | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |       300 | NS      | $6330.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      5548 | NS      | $139942.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                  | Generali                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      1038 | NS      | $38758.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                       | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |       496 | NS      | $6730.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       338 | NS      | $9811.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7647 | NS      | $1940579.19   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196095.33    | 0.05%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204195.44    | 0.05%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       135 | NS      | $29341.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $10291.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      2180 | NS      | $39169.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3425 | NS      | $99188.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      1054 | NS      | $55734.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MRCD Mortgage Trust                                       | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $114915.00    | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                               | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       300 | NS      | $9354.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2302 | NS      | $362726.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                    | Columbia Sportswear Co                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       640 | NS      | $36204.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9614 | NS      | $762486.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Select Receivables Trust                         | GLS Auto Select Receivables Trust 2023-2                                        | CUSIP: 36269EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $472407.39    | 0.11%             | 2030-01-15      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138AP5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18643 | PA      | $18749.02     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112987.80    | 0.03%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                          | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |       805 | NS      | $27030.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC Trust 2015-1                                                               | CUSIP: 12649NAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26781 | PA      | $25742.13     | 0.01%             | 2045-01-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98577.56     | 0.02%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138WRS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52459 | PA      | $48595.74     | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      2364 | NS      | $40224.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36183A5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41468 | PA      | $38676.06     | 0.01%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                           | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |        10 | NS      | $7910.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138W6EE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48499 | PA      | $42984.67     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES SEP25                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -9 | NC      | $-26326.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     49000 | PA      | $53337.38     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2016-667M Mortgage Trust                                                   | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93288.09     | 0.02%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36209SDH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1410 | PA      | $1415.25      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                         | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      1200 | NS      | $23232.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        23 | NS      | $4561.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       323 | NS      | $25942.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       166 | NS      | $7824.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       697 | NS      | $316835.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44948.27     | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $300922.35    | 0.07%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                        | Baytex Energy Corp                                                              | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111940.76    | 0.03%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                  | Hess Midstream Operations LP                                                    | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75326.25     | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                      | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |        50 | NS      | $7178.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52657.48     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      8048 | NS      | $1391982.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $40425.82     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |       569 | NS      | $3253.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       219 | NS      | $6286.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       142 | NS      | $62437.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238852.01    | 0.06%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                           | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5379.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       242 | NS      | $12963.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                          | ANA Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |       200 | NS      | $3724.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp SA                                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       464 | NS      | $8975.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |       636 | NS      | $17227.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1916000 | PA      | $1152893.13   | 0.27%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                         | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114776.81    | 0.03%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1940 | NS      | $351411.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME Mortgage Trust                                      | LHOME Mortgage Trust 2024-RTL4                                                  | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $385677.91    | 0.09%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                      | FREMF 2017-K62 Mortgage Trust                                                   | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    580000 | PA      | $570778.12    | 0.13%             | 2050-01-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $170168.36    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Konami Group Corp                                         | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       100 | NS      | $13607.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1507 | NS      | $431122.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2019-L2                                          | CUSIP: 61768HBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $171965.72    | 0.04%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |       700 | NS      | $28459.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38382MHP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139894 | PA      | $20203.78     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                    | Lumen Technologies Inc                                                          | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     90994 | PA      | $88630.40     | 0.02%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418CZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6724 | PA      | $6554.81      | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $604263.67    | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       146 | NS      | $33739.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      1100 | NS      | $86147.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                          | Raiffeisen Bank International AG                                                | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |       165 | NS      | $4790.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20252.47     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      1100 | NS      | $32620.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1052 | NS      | $32834.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222221 | PA      | $198072.57    | 0.05%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                | Hiscox Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |       390 | NS      | $6654.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     11793 | NS      | $809235.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                           | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      1972 | NS      | $407607.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    797624 | PA      | $756888.70    | 0.18%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459646.78    | 0.11%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        39 | NS      | $95734.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38382MX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188580 | PA      | $31299.98     | 0.01%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      4532 | NS      | $407753.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       600 | NS      | $7748.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMOLA MERGER CORP                                         | Imola Merger Corp                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58213.78     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      2400 | NS      | $53188.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       194 | NS      | $28980.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-RCF4 LLC                                                              | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143363 | PA      | $140293.25    | 0.03%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                     | GM Financial Automobile Leasing Trust 2024-2                                    | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159000 | PA      | $160039.34    | 0.04%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1768 | NS      | $306924.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $401259.61    | 0.09%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    283000 | PA      | $189741.26    | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |        40 | NS      | $782.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veros Auto Receivables Trust                              | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161989.26    | 0.04%             | 2028-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    215000 | PA      | $220428.07    | 0.05%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                        | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      3200 | NS      | $16840.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31371FCL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $9.25         | 0.00%             | 2025-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2024-SFR3 Trust                                            | CUSIP: 74331VAC0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $463085.62    | 0.11%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                  | Allison Transmission Inc                                                        | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110701.58    | 0.03%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36180NDA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19812 | PA      | $18290.46     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                             | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12339 | PA      | $12339.32     | 0.00%             | 2038-04-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       777 | NS      | $31841.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON IAQ LLC                                           | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154829.74    | 0.04%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      4390 | NS      | $638788.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147843.31    | 0.03%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1529 | NS      | $220252.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       576 | NS      | $79931.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     16361 | NS      | $80227.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16506.78     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3040000 | PA      | $2072781.26   | 0.48%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $799366.63    | 0.19%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      2689 | NS      | $288475.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-7 Trust                             | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6701 | PA      | $6186.26      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Omron Corp                                                | Omron Corp                                                                      | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |       200 | NS      | $5197.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT SEP25                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |      -192 | NC      | $-228858.24   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36202CUQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        77 | PA      | $78.99        | 0.00%             | 2027-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4815 | NS      | $694082.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                        | Barratt Redrow PLC                                                              | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |      1477 | NS      | $7297.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                            | Storebrand ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |       489 | NS      | $6967.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         4 | NS      | $7947.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYNE USA INC                                             | Boyne USA Inc                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135668.16    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $258539.28    | 0.06%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $578138.08    | 0.13%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173616.14    | 0.04%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239761.63    | 0.06%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       100 | NS      | $7944.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244798.25    | 0.06%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       652 | NS      | $18968.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp                                    | Toyota Industries Corp                                                          | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |       200 | NS      | $21584.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       435 | NS      | $7664.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      1400 | NS      | $35835.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                                     | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23480 | PA      | $22239.06     | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                                         | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       638 | NS      | $3617.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |       400 | NS      | $6513.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        47 | NS      | $17081.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                            | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |       362 | NS      | $4279.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      1475 | NS      | $8782.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EP               | CORP              | IT        |      6795 | NS      | $3505.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      3000 | NS      | $19643.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp                                             | Unicharm Corp                                                                   | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      1500 | NS      | $10404.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                  | Hughes Satellite Systems Corp                                                   | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $117253.76    | 0.03%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95712.88     | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | DJ US REAL ESTATE SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |       -58 | NC      | $9726.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        -5 | NC      | $-27144.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd/The                                        | Chiba Bank Ltd/The                                                              | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |       800 | NS      | $7538.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       212 | NS      | $3919.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        73 | NS      | $11456.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271204.38    | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490979.16    | 0.11%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nordnet AB publ                                           | Nordnet AB publ                                                                 | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |       204 | NS      | $5522.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15098 | PA      | $15560.41     | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AGC Inc                                                   | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       100 | NS      | $3014.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140115.97    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |       500 | NS      | $3525.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219990.33    | 0.05%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136BDS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144598 | PA      | $25050.55     | 0.01%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       715 | NS      | $14574.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      1787 | NS      | $20407.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      1700 | NS      | $11482.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     11550 | NS      | $1645413.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $14729.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                                  | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64090.74     | 0.01%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1888.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138WJU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28319 | PA      | $26664.73     | 0.01%             | 2032-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       420 | NS      | $216304.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                                       | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |      2500 | NS      | $5331.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488000 | PA      | $496727.93    | 0.12%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2377 | NS      | $201165.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazil Government International Bonds                     | Brazil Government International Bonds                                           | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $200892.54    | 0.05%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113475.62    | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     17045 | NS      | $146588.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64094.58     | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224422.60    | 0.05%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |        57 | NS      | $11666.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                      | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |      2418 | NS      | $26664.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      3700 | NS      | $48073.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                                          | Lamar Media Corp                                                                | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $142398.53    | 0.03%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      2000 | NS      | $7006.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                     | Element Solutions Inc                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96334.85     | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                    | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $204722.98    | 0.05%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       147 | NS      | $18503.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                  | Angi Inc                                                                        | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      1969 | NS      | $31937.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     35400 | NS      | $521755.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                               | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      6551 | NS      | $173077.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2084 | NS      | $278547.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $3112.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1512 | NS      | $184781.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |       600 | NS      | $9855.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      7872 | NS      | $192640.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      7131 | NS      | $1830212.23   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      3441 | NS      | $67932.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147180 | PA      | $148687.59    | 0.03%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    755000 | PA      | $755776.00    | 0.18%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1501 | NS      | $192473.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     28305 | NS      | $1009749.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       308 | NS      | $20794.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31417B5S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7838 | PA      | $7699.32      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |       500 | NS      | $4525.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                                              | SK Hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2218 | NS      | $437426.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       800 | NS      | $18928.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112032.10    | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      1600 | NS      | $44596.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonbond Student Loan Trust                             | Commonbond Student Loan Trust 2018-C-GS                                         | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     14549 | PA      | $14029.37     | 0.00%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       142 | NS      | $535109.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                    | Toyo Suisan Kaisha Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $6409.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       330 | NS      | $98140.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44310.05     | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2863 | NS      | $161358.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AB5H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30153 | PA      | $618.82       | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      2500 | NS      | $23880.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd                                                           | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |      5000 | NS      | $2830.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     10342 | NS      | $49101.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      3350 | NS      | $2200529.29   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2209 | NS      | $1144681.71   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                            | Option One Mortgage Loan Trust 2004-3                                           | CUSIP: 68389FFU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11419 | PA      | $11963.77     | 0.00%             | 2034-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96839.01     | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       568 | NS      | $201066.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55235 | PA      | $54086.52     | 0.01%             | 2056-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94497.03     | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                              | Hulic Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |       700 | NS      | $6709.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | JPN YEN CURR FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -24 | NC      | $97904.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33009.35     | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                           | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    305000 | PA      | $302172.65    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      1086 | NS      | $48892.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc                                 | Mitsubishi HC Capital Inc                                                       | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |      1000 | NS      | $7407.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp                                               | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      1700 | NS      | $28870.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      3025 | NS      | $259212.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                                | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      3541 | NS      | $31449.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     11213 | NS      | $45128.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75548.54     | 0.02%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                     | ON Semiconductor Corp                                                           | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57981.04     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4160 | NS      | $188572.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2063 | NS      | $1189546.43   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                 | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114574.93    | 0.03%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      2953 | NS      | $21520.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      1100 | NS      | $29214.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258000 | PA      | $259655.15    | 0.06%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      1800 | NS      | $50132.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225064.16    | 0.05%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                 | Kinsale Capital Group Inc                                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       286 | NS      | $126037.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                                   | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      1504 | NS      | $19223.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                               | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       100 | NS      | $10991.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       450 | NS      | $312093.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9813.34      | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                     | Idemitsu Kosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      1000 | NS      | $6424.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      1539 | NS      | $26946.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $101650.34    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     15283 | NS      | $387118.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust             | Bridgecrest Lending Auto Securitization Trust 2025-1                            | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $410875.72    | 0.10%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       742 | NS      | $185403.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                          | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       176 | NS      | $17941.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2025-RPL3                                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143925 | PA      | $138438.20    | 0.03%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                          | ACCO Brands Corp                                                                | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106331.05    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing 2024-2 LLC                                           | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134000 | PA      | $136063.88    | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TIS Inc                                                   | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       300 | NS      | $9620.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $18241.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corp                                            | Hoshizaki Corp                                                                  | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |       100 | NS      | $3443.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                  | iHeartCommunications Inc                                                        | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     71250 | PA      | $59432.05     | 0.01%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        63 | NS      | $13032.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH Ltd                                                   | SGH Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |       229 | NS      | $7543.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      2840 | NS      | $84409.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31384WLM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1096 | PA      | $1119.71      | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1180 | NS      | $152220.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       441 | NS      | $7919.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       519 | NS      | $59405.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       601 | NS      | $15603.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group Inc                                         | Rakuten Group Inc                                                               | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |      1700 | NS      | $8702.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       448 | NS      | $283794.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                     | Pagaya AI Technology in Housing Trust 2023-1                                    | CUSIP: 69547YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $303033.37    | 0.07%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TPG Telecom Ltd                                           | TPG Telecom Ltd                                                                 | CUSIP: 000000000<br>LEI: 9845008F2E58CD6F7984 | Long             | EC               | CORP              | AU        |       802 | NS      | $2855.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     41620 | NS      | $8639063.40   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FNSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56046 | PA      | $51649.90     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1300 | NS      | $109396.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                  | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       614 | NS      | $100229.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137FGG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $29728.62     | 0.01%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       345 | NS      | $31713.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $745312.50    | 0.17%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1169 | NS      | $230480.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47358.63     | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    482000 | PA      | $504778.26    | 0.12%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2024-3                                             | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192171 | PA      | $192844.73    | 0.04%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                              | Drive Auto Receivables Trust 2024-1                                             | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $282679.43    | 0.07%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       769 | NS      | $25353.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140Q8NU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26152 | PA      | $25634.55     | 0.01%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      5975 | NS      | $265170.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8230.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $645258.42    | 0.15%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd                                              | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      1712 | NS      | $7594.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      3300 | NS      | $54390.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |       234 | NS      | $4139.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       518 | NS      | $11211.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       984 | NS      | $536732.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                      | FREMF 2017-K66 Mortgage Trust                                                   | CUSIP: 35708QAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310000 | PA      | $301364.21    | 0.07%             | 2027-07-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     22815 | NS      | $24713.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                      | Kaiser Aluminum Corp                                                            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73312.14     | 0.02%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 31283HJS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1059 | PA      | $1056.80      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                         | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       105 | NS      | $10155.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      2700 | NS      | $35755.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA                                     | Vend Marketplaces ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |       108 | NS      | $4069.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verdant Receivables LLC                                   | Verdant Receivables 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81849 | PA      | $82912.62     | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $182700.00    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      1000 | NS      | $16883.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200770.68    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                         | GreatAmerica Leasing Receivables Funding LLC                                    | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    142000 | PA      | $141732.95    | 0.03%             | 2032-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                       | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        15 | NS      | $4615.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     13098 | NS      | $3164738.76   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41319.80     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        32 | NC      | $78492.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88221.59     | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IAC Inc                                                   | IAC Inc                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      3795 | NS      | $149143.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                  | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $127525.74    | 0.03%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2017-GPTX                                     | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148495 | PA      | $130740.64    | 0.03%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      8532 | NS      | $1533797.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       274 | NS      | $107051.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConvaTec Group PLC                                        | ConvaTec Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |      1897 | NS      | $5847.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       944 | NS      | $29388.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $134656.92    | 0.03%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1045000 | PA      | $1044255.03   | 0.24%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      1968 | NS      | $280302.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                              | Kyocera Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $20314.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       108 | NS      | $256380.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2025-SFR3 Trust                                            | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $256681.54    | 0.06%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      5107 | NS      | $9649.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |      2400 | NS      | $5821.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94439.88     | 0.02%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       483 | NS      | $15169.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       346 | NS      | $8376.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                          | MGM Resorts International                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115401.84    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       300 | NS      | $8015.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      2655 | NS      | $9386.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION ELECTRIC CO                                         | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111147.25    | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136ATVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8474 | PA      | $141.66       | 0.00%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oscar Health Inc                                          | Oscar Health Inc                                                                | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7130 | NS      | $100176.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                            | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       354 | NS      | $128317.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138Y4PJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55361 | PA      | $52553.43     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |       143 | NS      | $4484.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    685000 | PA      | $645731.33    | 0.15%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                        | Telekom Austria AG                                                              | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |       125 | NS      | $1326.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORI                                  | Charles River Laboratories International Inc                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108331.45    | 0.03%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                    | Warehouses De Pauw CVA                                                          | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |       108 | NS      | $2529.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31378PCM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42 | PA      | $43.01        | 0.00%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3358 | NS      | $139592.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        30 | NS      | $6025.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      2819 | NS      | $35881.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                     | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29923.42     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      6783 | NS      | $786569.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |      1421 | NS      | $12149.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        88 | NS      | $108563.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      3464 | NS      | $50601.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Emerging Markets Equity Fund                     | JPMorgan Emerging Markets Equity Fund                                           | CUSIP: 48121L122<br>LEI: YGO3SVACG8PL3FXK2G86 | Long             | EC               | RF                | US        |    151334 | NS      | $5429881.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      5603 | NS      | $78435.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $52449.04     | 0.01%             | 2049-12-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197244 | PA      | $175809.06    | 0.04%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |       106 | NS      | $6663.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |       900 | NS      | $22428.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4526 | NS      | $1177846.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     66600 | NS      | $622731.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      1500 | NS      | $43756.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197479.79    | 0.05%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    335000 | PA      | $368282.73    | 0.09%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |       523 | NS      | $9279.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      6104 | NS      | $152905.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515752.93    | 0.12%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      2000 | NS      | $9184.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200634.28    | 0.05%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        67 | NS      | $5895.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust                              | Drive Auto Receivables Trust                                                    | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145316.90    | 0.03%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     30200 | NS      | $2115923.57   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $769648.44    | 0.18%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418BX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33618 | PA      | $32341.40     | 0.01%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                         | CUSIP: 3130ALDV3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    890000 | PA      | $681454.47    | 0.16%             | 2036-02-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $23541.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      4085 | NS      | $6484.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401062.27    | 0.09%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust 2019-INV1                                                             | CUSIP: 12555DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500 | PA      | $3401.51      | 0.00%             | 2049-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                   | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16982.62     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80826.30     | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd                     | Hitachi Construction Machinery Co Ltd                                           | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |       100 | NS      | $2911.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                               | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       200 | NS      | $12023.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hin Timeshare Trust                                       | HINNT 2024-A LLC                                                                | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112186 | PA      | $113286.96    | 0.03%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                                 | Ackermans & van Haaren NV                                                       | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |        24 | NS      | $5899.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                     | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |        91 | NS      | $7643.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                  | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211462.20    | 0.05%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137311.49    | 0.03%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394809.31    | 0.09%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                          | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    350000 | PA      | $358102.50    | 0.08%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $245834.08    | 0.06%             | 2027-02-02      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31 | NC      | $2012.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385G5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2083 | PA      | $2188.77      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       364 | NS      | $10835.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       132 | NS      | $726535.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137835.84    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                              | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       248 | NS      | $24036.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     32996 | NS      | $1077319.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3742 | PA      | $3682.23      | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2024-2 LLC                                                                  | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264845 | PA      | $262762.25    | 0.06%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2629 | NS      | $205377.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      6043 | NS      | $1996469.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       183 | NS      | $143686.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Kirin Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       300 | NS      | $5166.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                                    | LPP SA                                                                          | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |         2 | NS      | $8907.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro.eu SA                                             | Allegro.eu SA                                                                   | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | LU        |       705 | NS      | $6963.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        26 | NS      | $11999.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |       721 | NS      | $9731.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                             | Kawasaki Heavy Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |       200 | NS      | $14748.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                               | Hankyu Hanshin Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $7830.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                   | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       162 | NS      | $14944.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                       | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74671.39     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2018-MP                                          | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $216209.48    | 0.05%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co Ltd                                     | MEIJI Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |       300 | NS      | $6091.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co Ltd                                        | Kobe Bussan Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |       200 | NS      | $5391.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                             | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      9548 | NS      | $732999.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $652.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                         | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |       145 | NS      | $5001.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd                                                        | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      1395 | NS      | $13389.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $612504.37    | 0.14%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38378KXJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361815 | PA      | $4375.61      | 0.00%             | 2045-06-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2013-C12                             | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221325 | PA      | $212472.03    | 0.05%             | 2045-07-15      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       755 | NS      | $228206.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |       641 | NS      | $4432.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36202DYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18679 | PA      | $19025.88     | 0.00%             | 2033-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |       845 | NS      | $7409.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1568 | NS      | $24093.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/The                          | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      1200 | NS      | $14494.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1273 | NS      | $942109.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      2200 | NS      | $89342.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       177 | NS      | $20486.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1226 | NS      | $34778.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       771 | NS      | $89746.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47301 | PA      | $43955.26     | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      5155 | NS      | $1480773.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $14376.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6141 | NS      | $415438.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       216 | NS      | $5695.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     42334 | NS      | $9910812.74   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                       | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |       112 | NS      | $4164.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       619 | NS      | $161236.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                                 | Axfood AB                                                                       | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |       121 | NS      | $3610.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-10929.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    430000 | PA      | $427398.87    | 0.10%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       817 | NS      | $21154.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     11506 | NS      | $454779.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137B22H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18418 | PA      | $440.62       | 0.00%             | 2028-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $648875.39    | 0.15%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $389815.84    | 0.09%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       174 | NS      | $6464.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267000 | PA      | $271362.97    | 0.06%             | 2034-09-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       110 | NS      | $6326.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       711 | NS      | $10913.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                     | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21881 | PA      | $21763.88     | 0.01%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                  | Howden Joinery Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |       595 | NS      | $6914.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      4689 | NS      | $424542.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |      5657 | NS      | $12297.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       800 | NS      | $11822.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42172.49     | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                     | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37223.39     | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       500 | NS      | $17576.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       200 | NS      | $61511.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                        | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       657 | NS      | $14666.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4887.71      | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 1000 GSEP25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        16 | NC      | $238885.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1495429.68   | 0.35%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       181 | NS      | $11808.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $426896.33    | 0.10%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      1536 | NS      | $20472.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                                                | Denso Corp                                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      2200 | NS      | $29994.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                     | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2149 | NS      | $246081.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crossroads Asset Trust                                    | Crossroads Asset Trust 2025-A                                                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160083.23    | 0.04%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94245 | PA      | $77980.82     | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33918.67     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     26972 | NS      | $1168157.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                                    | LENDMARK FUNDING TRUST                                                          | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $675421.88    | 0.16%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                              | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63455 | PA      | $60647.99     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-RCF3 LLC                                                              | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148740 | PA      | $145784.27    | 0.03%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5793 | NS      | $1733902.83   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                         | Service Corp International/US                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39636.27     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      1238 | NS      | $16675.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    865000 | PA      | $841225.91    | 0.20%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       812 | NS      | $46425.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                          | JPMorgan Prime Money Market Fund                                                | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | EC               | RF                | US        |   4296874 | NS      | $4297303.89   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3146 | NS      | $676390.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       135 | NS      | $2939.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1390 | NS      | $124808.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |       760 | NS      | $5309.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      2083 | NS      | $60537.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       436 | NS      | $18725.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136APAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48207 | PA      | $3156.20      | 0.00%             | 2045-06-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57876.89     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      6603 | NS      | $110317.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      1100 | NS      | $14581.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      5156 | NS      | $1983616.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1976 | NS      | $221885.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      4400 | NS      | $87183.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      1591 | NS      | $19454.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVT OF BERMUDA                                           | Bermuda Government International Bond                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    260000 | PA      | $231103.60    | 0.05%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                      | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141416.69    | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       186 | NS      | $7499.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Ref AB                                             | Beijer Ref AB                                                                   | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |       431 | NS      | $7238.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA               | Powszechna Kasa Oszczednosci Bank Polski SA                                     | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       966 | NS      | $21234.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5693 | NS      | $542770.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corp                                | Nippon Sanso Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |       200 | NS      | $7127.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     20257 | NS      | $246871.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     12779 | NS      | $1007128.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer