# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-010064
**Filing Date:** 2025-12
**Character Count:** 726751
**Document Hash:** 3a8278debc890097269aaf15c74cb201
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-010064.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002071691-25-010064

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251606088

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

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

## Series and Classes Contracts Data

### JPMorgan Global Allocation Fund (Series ID: S000031462)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000097802 | Class A      | GAOAX           |
| C000097803 | Class C      | GAOCX           |
| C000097804 | Class I      | GAOSX           |
| C000097805 | Class R2     | GAONX           |
| C000195049 | Class R6     | GAOZX           |
| C000205203 | Class R5     | GAORX           |
| C000205204 | Class R4     | GAOFX           |
| C000205205 | Class R3     | GAOTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

- **b. EDGAR series identifier (if any):** S000031462

- **c. LEI of Series:** 05BPHY57BRZ28M05ST85

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $2930529363.74

**Total Liabilities:** $35408895.95

**Net Assets:** $2895120467.79

**Cash Not Reported:** $15001550.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 200.40376000 | **1-Year:** 5802.51148000 | **5-Year:** 66324.77580000 | **10-Year:** 83421.29840000 | **30-Year:** 34117.88597000

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

- **3-Month:** 459.21509000 | **1-Year:** 27291.71807000 | **5-Year:** 61976.00972000 | **10-Year:** 5300.00757000 | **30-Year:** 4433.09836000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195049 | 2.65%                | 2.22%                | 0.80%                |
| Class ID C000205204 | 2.58%                | 2.26%                | 0.72%                |
| Class ID C000205205 | 2.58%                | 2.20%                | 0.72%                |
| Class ID C000097804 | 2.60%                | 2.23%                | 0.76%                |
| Class ID C000097805 | 2.52%                | 2.22%                | 0.68%                |
| Class ID C000097803 | 2.51%                | 2.21%                | 0.65%                |
| Class ID C000205203 | 2.60%                | 2.24%                | 0.76%                |
| Class ID C000097802 | 2.58%                | 2.24%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18484862.69             | $29810598.62                               |
| Month 2  | $7647031.45              | $37743844.83                               |
| Month 3  | $19581658.75             | $-6651271.91                               |

**Designated Index Information**

- **Index Name:** 60% ACWIRNRUSD0, 40% 34556TRUSD0

- **Index Identifier:** IBXUSD007265

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                     | CBRE Group, Inc., Class A                                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        8181 | NS      | $1247029.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHARF Commercial Mortgage Trust                      | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                 | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177000 | PA      | $181813.71    | 0.01%             | 2040-07-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                    | MonotaRO Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 5299005JUER5ANXWTC33       | Long             | EC               | CORP              | JP        |        3000 | NS      | $41856.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund        | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares    | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |    17427435 | NS      | $17427434.88  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27577.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                          | Host Hotels & Resorts, Inc.                                              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       14648 | NS      | $234660.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11856.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                          | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1245885.61   | 0.04%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SKF AB                                               | SKF AB, Class B                                                          | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        4079 | NS      | $104553.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Intercontinental Exchange, Inc.                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       10002 | NS      | $1463192.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Aerospace Industries Ltd.                      | Korea Aerospace Industries Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       12426 | NS      | $900288.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                               | Sonic Automotive, Inc.                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      939000 | PA      | $913108.30    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Owens & Minor, Inc.                                  | Owens & Minor, Inc.                                                      | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      697000 | PA      | $530525.84    | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                      | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1299723.18   | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                            | CTS Eventim AG & Co. KGaA                                                | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |         746 | NS      | $66835.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation             | Japan Bank for International Cooperation                                 | CUSIP: 471048CV8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     2264000 | PA      | $2264502.72   | 0.08%             | 2026-01-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                            | Partners Group Holding AG                                                | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         272 | NS      | $333095.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                              | Credit Acceptance Corp.                                                  | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      534000 | PA      | $533743.68    | 0.02%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       13462 | NS      | $3535255.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Partners LP                                      | CVR Partners LP                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      852000 | PA      | $851194.43    | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     7000000 | PA      | $436969.49    | 0.02%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| China Yangtze Power Co. Ltd.                         | China Yangtze Power Co. Ltd., Class A                                    | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |      201000 | NS      | $792954.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                            | Orange SA                                                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       22328 | NS      | $357167.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                                          | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       18172 | NS      | $6933708.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                              | MEIJI Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |        2900 | NS      | $55824.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                      | Tidewater, Inc.                                                          | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $1098285.66   | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                          | INEOS Quattro Finance 2 plc                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      225000 | PA      | $240040.40    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                         | Mizuho Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       30100 | NS      | $1008213.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co. Ltd.                                      | Sanrio Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |        2100 | NS      | $97184.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadent Finance plc                                   | Cadent Finance plc                                                       | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     2325000 | PA      | $2426607.68   | 0.08%             | 2030-03-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications LLC                         | Discovery Communications LLC                                             | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1684410.00   | 0.06%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                     | LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ               | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                      | PRA Group, Inc.                                                          | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      474000 | PA      | $480969.22    | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                          | Adient Global Holdings Ltd.                                              | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      966000 | PA      | $988779.25    | 0.03%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       29600 | NS      | $727912.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Hotels Co. Ltd. (The)                         | Indian Hotels Co. Ltd. (The)                                             | CUSIP: N/A<br>LEI: 33580076CH5SBY5HWA22       | Long             | EC               | CORP              | IN        |       65830 | NS      | $549682.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China International Capital Corp. Ltd.               | China International Capital Corp. Ltd., Class H                          | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |      396000 | NS      | $1077336.80   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29305.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                          | Euronext NV                                                              | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |         935 | NS      | $133622.55    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79396.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                       | Olympus Water US Holding Corp.                                           | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191590.96    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sagax AB                                             | Sagax AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |        2628 | NS      | $58974.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                  | Bausch + Lomb Corp.                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     1429000 | PA      | $1493305.00   | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Norwegian Krone                                      | Norwegian Krone                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       96738 | OU      | $9550.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      134624 | NS      | $15395600.64  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                     | JPMorgan Prime Money Market Fund, Class Institutional                    | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    17518898 | NS      | $17525905.48  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                | Matador Resources Co.                                                    | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      420000 | PA      | $428002.26    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                    | Clarios Global LP                                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1686984.22   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                         | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1232338.38   | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Experian plc                                         | Experian plc                                                             | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       11018 | NS      | $513936.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       29644 | NS      | $8905946.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                         | Hess Midstream Operations LP                                             | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      623000 | PA      | $635827.57    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Novonesis Novozymes B                                | Novonesis Novozymes B                                                    | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        4225 | NS      | $252484.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                         | Performance Food Group, Inc.                                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      901000 | PA      | $878697.01    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-746.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2789.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                               | Arab Republic of Egypt                                                   | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      915000 | PA      | $892582.50    | 0.03%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                              | Idemitsu Kosan Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |        9300 | NS      | $64669.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                        | Walmart, Inc.                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       79652 | NS      | $8059189.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       16960 | NS      | $4502710.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                      | Interactive Brokers Group, Inc., Class A                                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       19798 | NS      | $1392987.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                 | Evonik Industries AG                                                     | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        3065 | NS      | $51363.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                | Quanta Computer, Inc.                                                    | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |      150000 | NS      | $1454734.52   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                         | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2450000 | PA      | $2400766.39   | 0.08%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1166.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                            | Trinidad Generation UnLtd                                                | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      200000 | PA      | $209600.00    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2544000 | PA      | $3291845.14   | 0.11%             | 2026-05-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc.                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      338000 | PA      | $339699.01    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                        | Scentre Group                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       62281 | NS      | $165906.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc., Class A                                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        3197 | NS      | $1736002.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Republic                                       | Czech Republic                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    78670000 | PA      | $3136645.07   | 0.11%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| uniQure NV                                           | uniQure NV                                                               | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |        5467 | NS      | $370061.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                | Aeroports de Paris SA                                                    | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |         414 | NS      | $56792.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SoftBank Group Corp.                                 | SoftBank Group Corp.                                                     | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       11500 | NS      | $2017889.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                             | Celanese US Holdings LLC                                                 | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      741000 | PA      | $760656.51    | 0.03%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                              | Talen Energy Supply LLC                                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1279000 | PA      | $1357189.11   | 0.05%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    19991680 | PA      | $1153850.70   | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                       | Enbridge, Inc.                                                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $448416.63    | 0.02%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                         | Evolution AB                                                             | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        1716 | NS      | $114332.92    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                    | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1110000 | PA      | $994560.00    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                              | Robinhood Markets, Inc., Class A                                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       18587 | NS      | $2728199.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                          | Loews Corp.                                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        5990 | NS      | $596364.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                             | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2350000 | PA      | $2314879.25   | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Keppel Ltd.                                          | Keppel Ltd.                                                              | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       17500 | NS      | $136856.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                         | AMETEK, Inc.                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        9348 | NS      | $1889324.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                           | FHLMC UMBS, 30 Year                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8510136 | PA      | $8599042.13   | 0.30%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4792600000 | PA      | $1239826.19   | 0.04%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                   | T&D Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        5900 | NS      | $126705.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                               | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        1617 | NS      | $447811.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                  | Hilton Domestic Operating Co., Inc.                                      | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      312000 | PA      | $318493.18    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG        | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)               | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        7183 | NS      | $4444078.40   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Corp.                                       | Westlake Corp.                                                           | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2581570.57   | 0.09%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd.                                   | Grab Holdings Ltd., Class A                                              | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |       28372 | NS      | $170515.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                        | Asbury Automotive Group, Inc.                                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1170423.85   | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $313.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8645.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                 | Star Leasing Co. LLC                                                     | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1067651.23   | 0.04%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      457000 | PA      | $560335.46    | 0.02%             | 2033-01-31      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                       | HarborView Mortgage Loan Trust, Series 2006-14, Class 1A1A               | CUSIP: 41162NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.12         | 0.00%             | 2047-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   579800000 | PA      | $3715483.01   | 0.13%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        2597 | NS      | $122240.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                    | Belimo Holding AG (Registered)                                           | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         118 | NS      | $127315.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                              | Siemens Healthineers AG                                                  | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        4058 | NS      | $227450.80    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                       | Rio Tinto Ltd.                                                           | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        4451 | NS      | $386464.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      375342 | NS      | $76003001.58  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                          | Telenor ASA                                                              | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        7363 | NS      | $109499.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                               | Goldman Sachs Bank USA                                                   | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |      320000 | PA      | $320501.12    | 0.01%             | 2027-03-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc.                                                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      866000 | PA      | $825347.97    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $90.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       52947 | NS      | $845034.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      163790 | NS      | $40000793.80  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10243.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp.                                         | Gentex Corp.                                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       25347 | NS      | $594387.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                        | Daiwa House Industry Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        6700 | NS      | $227317.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2420.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                              | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      715000 | PA      | $667557.25    | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                            | Province of Quebec                                                       | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    21435000 | PA      | $15658225.09  | 0.54%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37801.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                  | Carlisle Cos., Inc.                                                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         831 | NS      | $270116.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-132079.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                               | EQT AB                                                                   | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        4452 | NS      | $153850.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Sea Ltd.                                             | Sea Ltd.                                                                 | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        9548 | NS      | $1491875.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                                      | Advantest Corp.                                                          | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        9200 | NS      | $1377661.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                 | Infrastrutture Wireless Italiane SpA                                     | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |        3343 | NS      | $36734.08     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6270000 | PA      | $7261964.65   | 0.25%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9581.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                          | Jabil, Inc.                                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        1919 | NS      | $423887.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2500000 | PA      | $2497500.00   | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                           | National Bank of Greece SA                                               | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |       91118 | NS      | $1339299.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class B                                                  | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       18717 | NS      | $279990.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                              | Credit Acceptance Corp.                                                  | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      736000 | PA      | $771852.03    | 0.03%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                  | Ajinomoto Co., Inc.                                                      | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |       10900 | NS      | $309149.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Inflation Linked Notes                                     | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6553195 | PA      | $6607019.61   | 0.23%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40961.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                        | Trelleborg AB, Class B                                                   | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |        2420 | NS      | $100992.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                         | Indutrade AB                                                             | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |        3267 | NS      | $87334.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                   | Banco Santander SA                                                       | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $400350.61    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                              | GCI LLC                                                                  | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1060773.08   | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| South African Rand                                   | South African Rand                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |      134100 | OU      | $7734.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                     | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    14715000 | PA      | $17046322.36  | 0.59%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3671.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.               | Mauser Packaging Solutions Holding Co.                                   | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1268323.16   | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta plc                                      | Antofagasta plc                                                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        4715 | NS      | $173051.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                      | Hilton Worldwide Holdings, Inc.                                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        2844 | NS      | $730794.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1208555.18   | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1739.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                 | Icahn Enterprises LP                                                     | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $772820.51    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ryanair Holdings plc                                 | Ryanair Holdings plc                                                     | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |       10166 | NS      | $307781.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                             | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       36232 | NS      | $904701.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                               | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        1588 | NS      | $131326.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                  | Herc Holdings, Inc.                                                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1121475.28   | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   574850000 | PA      | $2351584.49   | 0.08%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3178.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                          | NN Group NV                                                              | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        3226 | NS      | $220770.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                             | Qatar National Bank QPSC                                                 | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |      193064 | NS      | $981921.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                         | Traton Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $468497.24    | 0.02%             | 2031-01-14      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Wharf Holdings Ltd. (The)                            | Wharf Holdings Ltd. (The)                                                | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |       13000 | NS      | $34162.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                               | RWE AG                                                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        7582 | NS      | $373265.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                           | Zalando SE                                                               | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |        2684 | NS      | $75212.59     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                   | Suncorp Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |       12985 | NS      | $166687.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                 | ENEOS Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       32600 | NS      | $205664.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        4718 | NS      | $604989.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1531623.84   | 0.05%             | 2029-02-16      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-122.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                         | Subaru Corp.                                                             | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        7000 | NS      | $148911.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd.                                   | Futu Holdings Ltd.                                                       | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         737 | NS      | $146692.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                   | BJ's Wholesale Club Holdings, Inc.                                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       19322 | NS      | $1705359.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                  | Banca Monte dei Paschi di Siena SpA                                      | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |     2150000 | PA      | $2552929.88   | 0.09%             | 2029-04-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                              | Level 3 Financing, Inc.                                                  | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      857000 | PA      | $791653.75    | 0.03%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                              | Vestas Wind Systems A/S                                                  | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       12110 | NS      | $247675.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                              | Mobius Merger Sub, Inc.                                                  | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      719000 | PA      | $598859.27    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                      | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        5000 | PA      | $5758.40      | 0.00%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Sony Group Corp.                                     | Sony Group Corp.                                                         | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      323200 | NS      | $9000986.78   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      123861 | NS      | $5706276.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                            | Sampo OYJ, Class A                                                       | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       29033 | NS      | $323611.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                         | Discovery Communications LLC                                             | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1403000 | PA      | $1357206.08   | 0.05%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                             | Dexia SA                                                                 | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |     4200000 | PA      | $5299664.03   | 0.18%             | 2026-12-10      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                      | Whirlpool Corp.                                                          | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1064439.90   | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                             | CSL Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        5806 | NS      | $676609.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                       | TechnipFMC plc                                                           | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |       33709 | NS      | $1393867.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                           | Alibaba Group Holding Ltd.                                               | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      400724 | NS      | $8526905.46   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3350.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2563 | NS      | $2211510.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       21783 | NS      | $4691622.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-317.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class A                                                  | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      392904 | NS      | $6583525.10   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                               | Toray Industries, Inc.                                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |       16600 | NS      | $101632.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                        | Stryker Corp.                                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        1175 | NS      | $418582.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $476.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9535.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                            | Link                                                                     | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       31200 | NS      | $162477.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                      | Prime Healthcare Services, Inc.                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1565435.52   | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Telstra Group Ltd.                                   | Telstra Group Ltd.                                                       | CUSIP: 8796VQZJ5<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |      250000 | PA      | $248658.00    | 0.01%             | 2025-12-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Adyen NV                                             | Adyen NV                                                                 | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         302 | NS      | $517472.30    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                               | Howmet Aerospace, Inc.                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       33917 | NS      | $6985206.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                      | CK Infrastructure Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        7500 | NS      | $48782.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                       | Nederlandse Waterschapsbank NV                                           | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     3120000 | PA      | $2026125.79   | 0.07%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meituan                                              | Meituan                                                                  | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       65000 | NS      | $855579.08    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                          | Kinsale Capital Group, Inc.                                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |         581 | NS      | $232092.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd.                                   | Bajaj Finance Ltd.                                                       | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |      145534 | NS      | $1709239.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       54683 | NS      | $15410763.06  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                           | Cloud Software Group, Inc.                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3974776.86   | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Goodman Group                                        | Goodman Group                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       24356 | NS      | $525314.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                          | Informa plc                                                              | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |       15649 | NS      | $199263.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Australia 10 Year Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          72 | NC      | $11164.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                  | PetroChina Co. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     1280000 | NS      | $1323159.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       20067 | NS      | $2251618.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2206.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                             | Service Properties Trust                                                 | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      404000 | PA      | $401318.77    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2635000 | PA      | $2390076.75   | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                          | McGraw-Hill Education, Inc.                                              | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     1213000 | PA      | $1210558.87   | 0.04%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                       | Nissin Foods Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |        2300 | NS      | $41519.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-369490.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                         | Neurocrine Biosciences, Inc.                                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       12542 | NS      | $1796139.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                        | Cummins, Inc.                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        3104 | NS      | $1358558.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                           | Warnermedia Holdings, Inc.                                               | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      119000 | PA      | $117802.86    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                        | Smyrna Ready Mix Concrete LLC                                            | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      858000 | PA      | $855224.20    | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                   | AMC Networks, Inc.                                                       | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1225166.78   | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc.                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      625000 | PA      | $618085.81    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Demant A/S                                           | Demant A/S                                                               | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |        1023 | NS      | $34035.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                              | National Bank of Canada                                                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $252538.66    | 0.01%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                  | Realty Income Corp.                                                      | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1981031.18   | 0.07%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                              | Nabors Industries, Inc.                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       51000 | PA      | $53592.33     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Beijer Ref AB                                        | Beijer Ref AB                                                            | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |        4602 | NS      | $72721.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed, Inc.                                         | Insmed, Inc.                                                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       16339 | NS      | $3097874.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                              | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       45026 | NS      | $942394.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                         | Intuit, Inc.                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        5247 | NS      | $3502634.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                      | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |        5402 | NS      | $412932.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                           | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7040000 | PA      | $1014483.31   | 0.04%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                        | JDE Peet's NV                                                            | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |        2043 | NS      | $74353.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                             | Jeronimo Martins SGPS SA                                                 | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |       25434 | NS      | $655053.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       16402 | NS      | $4274033.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos., Inc.                             | Bausch Health Cos., Inc.                                                 | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      964000 | PA      | $1010503.36   | 0.03%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                       | Hong Kong & China Gas Co. Ltd.                                           | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |      134452 | NS      | $125128.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                   | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7333000 | PA      | $2002427.25   | 0.07%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                               | Julius Baer Group Ltd.                                                   | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |        2470 | NS      | $166746.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        5511 | NS      | $850181.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2896000 | PA      | $2921395.39   | 0.10%             | 2030-11-25      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Prysmian SpA                                         | Prysmian SpA                                                             | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        3376 | NS      | $351994.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-591.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                             | Electricite de France SA                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $448454.62    | 0.02%             | 2027-12-01      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Halma plc                                            | Halma plc                                                                | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        4552 | NS      | $212116.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                      | Snowflake, Inc., Class A                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       10234 | NS      | $2813121.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                    | Asahi Kasei Corp.                                                        | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       14700 | NS      | $112633.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                           | Saia, Inc.                                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        1308 | NS      | $382590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                            | Danone SA                                                                | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        7762 | NS      | $685513.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                            | Sanofi SA                                                                | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       13250 | NS      | $1340407.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                   | Oversea-Chinese Banking Corp. Ltd.                                       | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       40600 | NS      | $531104.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1269.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                | Rocket Software, Inc.                                                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      404000 | PA      | $416313.21    | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                             | SBA Communications Corp.                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        2112 | NS      | $404405.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-84341.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                                             | Next plc                                                                 | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |        1400 | NS      | $263046.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                             | Japan Post Bank Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       21400 | NS      | $239788.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                   | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     6868000 | PA      | $1843220.19   | 0.06%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                       | Fortescue Ltd.                                                           | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       20306 | NS      | $282400.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13035.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co. Ltd.                 | XCMG Construction Machinery Co. Ltd., Class A                            | CUSIP: N/A<br>LEI: 300300QGG1VFJ0WTJE78       | Long             | EC               | CORP              | CN        |      459333 | NS      | $686058.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                              | GSK plc                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       48973 | NS      | $1146627.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                        | Brambles Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       16414 | NS      | $266720.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                            | Mondi plc                                                                | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |        5278 | NS      | $58996.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   296250000 | PA      | $1303857.56   | 0.05%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                   | Mettler-Toledo International, Inc.                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         537 | NS      | $760547.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                       | Sumitomo Corp.                                                           | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       13100 | NS      | $381091.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                            | Champions Financing, Inc.                                                | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1163252.76   | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Cleveland-Cliffs, Inc.                               | Cleveland-Cliffs, Inc.                                                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1592000 | PA      | $1634831.17   | 0.06%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                              | Japan Airlines Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |        1700 | NS      | $30626.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      198329 | NS      | $53622211.73  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                  | Lithia Motors, Inc.                                                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1138254.22   | 0.04%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fastighets AB Balder                                 | Fastighets AB Balder, Class B                                            | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |        8585 | NS      | $62969.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                    | Daito Trust Construction Co. Ltd.                                        | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |        3500 | NS      | $65436.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                               | Koninklijke Philips NV                                                   | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        9237 | NS      | $253049.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                          | Brenntag SE                                                              | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        1467 | NS      | $81475.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Logitech International SA                            | Logitech International SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        1824 | NS      | $219278.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                     | Clarivate Science Holdings Corp.                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1732000 | PA      | $1668011.95   | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank for International Cooperation             | Japan Bank for International Cooperation                                 | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |      674000 | PA      | $656332.91    | 0.02%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                             | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       24997 | NS      | $1280235.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                      | Permian Resources Operating LLC                                          | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1357000 | PA      | $1375690.40   | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Alta Equipment Group, Inc.                           | Alta Equipment Group, Inc.                                               | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $931491.15    | 0.03%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                 | Banco de Sabadell SA                                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1208261.99   | 0.04%             | 2030-09-13      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.               | Check Point Software Technologies Ltd.                                   | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |        1040 | NS      | $203507.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitec Bank Holdings Ltd.                           | Capitec Bank Holdings Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |        3996 | NS      | $884105.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                           | Province of Ontario                                                      | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     5800000 | PA      | $5854177.09   | 0.20%             | 2030-11-25      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7358.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                         | Holcim Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |     2108000 | PA      | $2126563.27   | 0.07%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                   | Southern Power Co.                                                       | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $172316.74    | 0.01%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                          | Swedbank AB, Class A                                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       10181 | NS      | $309103.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                       | DoorDash, Inc., Class A                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        9839 | NS      | $2502746.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       12250 | NS      | $816952.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co. Ltd.                                   | Sino Land Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |       44000 | NS      | $54653.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-120.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                     | Sabre GLBL, Inc.                                                         | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      318000 | PA      | $325552.50    | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| NMC Health plc                                       | NMC Health plc                                                           | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |        3112 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                 | NextEra Energy, Inc.                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       85054 | NS      | $6923395.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco Sarl                             | Eagle Funding Luxco Sarl                                                 | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $406044.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                        | Piraeus Financial Holdings SA                                            | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |      141425 | NS      | $1104559.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                            | Recruit Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       15900 | NS      | $788448.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                     | Raia Drogasil SA                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      162365 | NS      | $604196.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Thailand                                  | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    40405000 | PA      | $1434449.35   | 0.05%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                              | Kirin Holdings Co. Ltd.                                                  | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |        9300 | NS      | $130783.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                         | Komatsu Ltd.                                                             | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       11400 | NS      | $381341.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                              | MatsukiyoCocokara & Co.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3900 | NS      | $70668.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                               | Southwest Airlines Co.                                                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       46106 | NS      | $1397011.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                            | adidas AG                                                                | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        2050 | NS      | $387618.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                           | Entain plc                                                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        7265 | NS      | $75670.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        7756 | NS      | $1559111.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                             | Sartorius Stedim Biotech                                                 | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |         349 | NS      | $83470.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                         | Sartorius AG (Preference)                                                | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EC               | CORP              | DE        |         313 | NS      | $86115.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sika AG                                              | Sika AG (Registered)                                                     | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |        1828 | NS      | $358265.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                          | Export-Import Bank of Korea                                              | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1394000 | PA      | $1394000.00   | 0.05%             | 2026-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                      | Galaxy Entertainment Group Ltd.                                          | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |      150000 | NS      | $747349.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                  | Kinetik Holdings LP                                                      | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1838460.67   | 0.06%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ICITII                                               | ICITII                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        9250 | PA      | $4337.54      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                         | Dai-ichi Life Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       42200 | NS      | $296201.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread plc                                        | Whitbread plc                                                            | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |        2111 | NS      | $80366.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ United                                           | FDJ UNITED                                                               | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |        1329 | NS      | $38723.22     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                              | Ryohin Keikaku Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |        6000 | NS      | $123379.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust               | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2          | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106660 | PA      | $101742.53    | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                       | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       21435 | NS      | $5428203.15   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                | Sonic Healthcare Ltd.                                                    | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        5630 | NS      | $77922.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                         | Bankinter SA                                                             | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |     2300000 | PA      | $2627927.64   | 0.09%             | 2026-07-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                   | SBI Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |        3400 | NS      | $151935.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                         | Danish Krone                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |        6067 | OU      | $936.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group plc                                    | Compass Group plc                                                        | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       20354 | NS      | $673714.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                    | Nitto Denko Corp.                                                        | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        8500 | NS      | $211691.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                | Wharf Real Estate Investment Co. Ltd.                                    | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |       20000 | NS      | $56924.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18960.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4942.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                 | Credito Emiliano SpA                                                     | CUSIP: N/A<br>LEI: 8156004B244AA70DE787       | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2351860.65   | 0.08%             | 2029-04-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kweichow Moutai Co. Ltd.                             | Kweichow Moutai Co. Ltd., Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        3703 | NS      | $743787.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                   | Vodafone Group plc                                                       | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |      233499 | NS      | $282668.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso OYJ                                            | Metso OYJ                                                                | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |        7952 | NS      | $130404.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| D'ieteren Group                                      | D'ieteren Group                                                          | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |         257 | NS      | $46946.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $45765.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Baht                                        | Thailand Baht                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13965.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Canada 5 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          62 | NC      | $36889.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYT Holding LLC                                      | MYT Holding LLC                                                          | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23161 | NS      | $5790.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                  | U.S. Treasury Long Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          10 | NC      | $34358.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5666.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                     | Goodyear Tire & Rubber Co. (The)                                         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1531000 | PA      | $1457232.90   | 0.05%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                           | CapitaLand Investment Ltd.                                               | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |       28000 | NS      | $56729.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                   | New Zealand Dollar                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |         731 | OU      | $418.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                     | Sabre GLBL, Inc.                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1413720.00   | 0.05%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                             | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $2287074.80   | 0.08%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        4696 | NS      | $995552.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                               | AP Moller - Maersk A/S, Class B                                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          47 | NS      | $96628.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Leu                                         | Romanian Leu                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | RO        |          -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JYP Entertainment Corp.                              | JYP Entertainment Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       12056 | NS      | $683556.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                               | Mercedes-Benz Group AG                                                   | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        8660 | NS      | $561900.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp., Series N                                          | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247672.86    | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust        | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4 | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.08         | 0.00%             | 2036-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                            | Elisa OYJ                                                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        1701 | NS      | $74953.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                           | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3860000 | PA      | $540671.15    | 0.02%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       32305 | NS      | $11653382.65  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property REIT, Inc.                       | Brookfield Property REIT, Inc.                                           | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $100475.63    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                                      | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        3610 | NS      | $1322049.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                      | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $199156.25    | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                  | Rocket Mortgage LLC                                                      | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1751000 | PA      | $1718791.79   | 0.06%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7982.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc.                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       15072 | NS      | $1454448.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste OYJ                                            | Neste OYJ                                                                | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        5059 | NS      | $104825.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                    | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        4548 | NS      | $2980395.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1132.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                             | Svenska Handelsbanken AB, Class A                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       17490 | NS      | $228232.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                 | GNMA II, 30 Year                                                         | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5872474 | PA      | $5281487.03   | 0.18%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                            | Argenx SE                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         191 | NS      | $156327.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group plc                            | Marks & Spencer Group plc                                                | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |       24574 | NS      | $128419.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                        | Coloplast A/S, Class B                                                   | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        1508 | NS      | $136390.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                           | FHLMC UMBS, 30 Year                                                      | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6259312 | PA      | $6402289.35   | 0.22%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9033.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                | MGIC Investment Corp.                                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       48687 | NS      | $1334997.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Republic of China                           | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     9460000 | PA      | $1332066.96   | 0.05%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      116701 | NS      | $22041317.87  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert NV                          | Groupe Bruxelles Lambert NV                                              | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         958 | NS      | $84199.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                   | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2841000 | PA      | $813035.27    | 0.03%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                   | Tokyo Gas Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |        3800 | NS      | $133357.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       12177 | NS      | $1046978.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                    | Venture Global Calcasieu Pass LLC                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1503000 | PA      | $1423780.63   | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc., Class A                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       31739 | NS      | $17519610.61  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                                | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        4588 | NS      | $1067122.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      169587 | NS      | $909600.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                           | Province of Ontario                                                      | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    21944000 | PA      | $15941806.34  | 0.55%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                             | Lloyds Banking Group plc                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      718280 | NS      | $842175.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                           | AT&T, Inc.                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      204708 | NS      | $5066523.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                | American Homes 4 Rent, Class A                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       12782 | NS      | $403911.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                           | Tenaris SA                                                               | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        4499 | NS      | $89417.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2322353.53   | 0.08%             | 2029-07-19      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Swedish Krona                                        | Swedish Krona                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      149220 | OU      | $15706.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       11552 | NS      | $189140.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                             | Rexel SA                                                                 | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |        2675 | NS      | $92755.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                | Republic of Guatemala                                                    | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      611000 | PA      | $644794.41    | 0.02%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                            | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |        2042 | NS      | $134945.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                     | Delivery Hero SE                                                         | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |        2304 | NS      | $58521.02     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| NESCO Holdings II, Inc.                              | NESCO Holdings II, Inc.                                                  | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1204449.89   | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7833.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                  | PBF Holding Co. LLC                                                      | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      309000 | PA      | $327582.02    | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       12204 | NS      | $945297.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting New York LLC                                 | Genting New York LLC                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1048000 | PA      | $1084995.25   | 0.04%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5609.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                    | Sonova Holding AG (Registered)                                           | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         608 | NS      | $165844.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      755756 | NS      | $36548122.67  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                     | Paramount Global                                                         | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1097335.45   | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                        | United Wholesale Mortgage LLC                                            | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11818.13     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| China Resources Power Holdings Co. Ltd.              | China Resources Power Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 529900K60FC0AI053735       | Long             | EC               | CORP              | HK        |      212000 | NS      | $506955.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                              | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   448840000 | PA      | $1198925.04   | 0.04%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1536.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                           | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4520000 | PA      | $617012.04    | 0.02%             | 2045-04-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                       | BE Semiconductor Industries NV                                           | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |         876 | NS      | $149354.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                               | Tenet Healthcare Corp.                                                   | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3410000 | PA      | $3414395.49   | 0.12%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                              | Hyundai Glovis Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |        5451 | NS      | $720426.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                            | Kia Corp.                                                                | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       25930 | NS      | $2174972.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $715.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                | Yamaha Motor Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       11000 | NS      | $79252.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                           | EastGroup Properties, Inc.                                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        1248 | NS      | $217813.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                        | Industria de Diseno Textil SA                                            | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       13080 | NS      | $722282.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| United Mexican States                                | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   128410000 | PA      | $6521947.25   | 0.23%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                   | Vertiv Group Corp.                                                       | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      176000 | PA      | $173387.19    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lasertec Corp.                                       | Lasertec Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1000 | NS      | $203032.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   430000000 | PA      | $2370538.58   | 0.08%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                            | Legal & General Group plc                                                | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       68770 | NS      | $214900.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                             | Svenska Cellulosa AB SCA, Class B                                        | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |        7264 | NS      | $96757.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                 | Middleby Corp. (The)                                                     | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        2542 | NS      | $315792.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaspi.KZ JSC                                         | Kaspi.KZ JSC                                                             | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        6821 | NS      | $510142.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                    | Sumitomo Mitsui Trust Group, Inc.                                        | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        7700 | NS      | $211492.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                               | Cie de Saint-Gobain SA                                                   | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |        5386 | NS      | $522776.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp. Ltd. (The)                             | Lottery Corp. Ltd. (The)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       26614 | NS      | $95731.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                          | Tesla, Inc.                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       31622 | NS      | $14437340.32  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                               | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        5300 | NS      | $45815.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                          | Pandora A/S                                                              | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         947 | NS      | $126716.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                            | Kering SA                                                                | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |         893 | NS      | $317119.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                     | Deutsche Post AG                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       11512 | NS      | $528934.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5948.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10318.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                  | Auckland International Airport Ltd.                                      | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |       20185 | NS      | $93945.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9761.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                       | Entegris, Inc.                                                           | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      755000 | PA      | $766506.20    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                             | Spirit AeroSystems, Inc.                                                 | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1220302.23   | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                     | Terna - Rete Elettrica Nazionale                                         | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |       16824 | NS      | $172514.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                              | Regions Financial Corp.                                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       54531 | NS      | $1319650.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                | Range Resources Corp.                                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       32278 | NS      | $1147482.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                  | Banca Monte dei Paschi di Siena SpA                                      | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       23648 | NS      | $207404.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Swiss Life Holding AG                                | Swiss Life Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         342 | NS      | $371224.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1048136.46   | 0.04%             | 2031-02-13      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ipsen SA                                             | Ipsen SA                                                                 | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         451 | NS      | $63379.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                        | Shimano, Inc.                                                            | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |         900 | NS      | $94289.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG                                   | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          11 | NS      | $169095.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                         | Sun Hung Kai Properties Ltd.                                             | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       17500 | NS      | $212953.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                      | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35445000 | PA      | $35472922.15  | 1.23%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                        | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      857000 | PA      | $856437.82    | 0.03%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                          | Nippon Sanso Holdings Corp.                                              | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |        2100 | NS      | $69744.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    11260000 | PA      | $13016902.69  | 0.45%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Turkish Lira                                         | Turkish Lira                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.       | Charles River Laboratories International, Inc.                           | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      762000 | PA      | $730567.63    | 0.03%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                 | Honda Motor Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       47500 | NS      | $480094.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                           | Mitsubishi Estate Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       12700 | NS      | $269136.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd.                                       | CAR Group Ltd.                                                           | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |        4516 | NS      | $105446.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                         | Dai Nippon Printing Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        4700 | NS      | $78444.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                             | Ageas SA                                                                 | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        1784 | NS      | $118064.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                    | Lotus Bakeries NV                                                        | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |           5 | NS      | $43623.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Reworld Holding Corp.                                | Reworld Holding Corp.                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1094684.91   | 0.04%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                  | Medline Borrower LP                                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      679000 | PA      | $659517.05    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Orion OYJ                                            | Orion OYJ, Class B                                                       | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        1305 | NS      | $91132.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                | DB Insurance Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |        8312 | NS      | $738801.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co. Ltd.                          | Montage Technology Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       53186 | NS      | $1017961.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                           | LABL, Inc.                                                               | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      867000 | PA      | $618059.50    | 0.02%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15340.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $276.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                          | Delek Logistics Partners LP                                              | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      729000 | PA      | $760877.71    | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Aegon Ltd.                                           | Aegon Ltd.                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |       15810 | NS      | $120483.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                 | MS&AD Insurance Group Holdings, Inc.                                     | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |       15400 | NS      | $317462.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mexican Pesos                                    | New Mexican Pesos                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |          -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    28180000 | PA      | $1428263.45   | 0.05%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                | Athene Global Funding                                                    | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78546.55     | 0.00%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                       | Raising Cane's Restaurants LLC                                           | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |      946000 | PA      | $990348.48    | 0.03%             | 2029-05-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Thales SA                                            | Thales SA                                                                | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        1111 | NS      | $316804.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG (Registered)                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      123851 | NS      | $4739199.64   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                           | Hexagon AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       24896 | NS      | $303472.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                       | Hewlett Packard Enterprise Co.                                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      128894 | NS      | $3147591.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies LLC                            | ZoomInfo Technologies LLC                                                | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1131000 | PA      | $1066797.88   | 0.04%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                        | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $319709.48    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                        | Raymond James Financial, Inc.                                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1503 | NS      | $238481.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent plc                                     | Severn Trent plc                                                         | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        3246 | NS      | $118657.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                   | Banco do Brasil SA                                                       | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      185728 | NS      | $758108.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1983.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | XAK Technology Equity Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         109 | NC      | $2992919.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                                  | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       24527 | NS      | $452265.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                             | Vinci SA                                                                 | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        5930 | NS      | $792937.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                        | Novelis Corp.                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1179215.71   | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                              | RR Donnelley & Sons Co.                                                  | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     1281000 | PA      | $1313434.92   | 0.05%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Emaar Properties PJSC                                | Emaar Properties PJSC                                                    | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |      312294 | NS      | $1208466.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd.                                  | Contact Energy Ltd.                                                      | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |       10014 | NS      | $53382.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                   | Publicis Groupe SA                                                       | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        2745 | NS      | $275128.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                       | Teradyne, Inc.                                                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        8412 | NS      | $1528965.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc.                                                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     3122000 | PA      | $3257126.40   | 0.11%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                          | Wayfair LLC                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1200555.27   | 0.04%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Xinyi Solar Holdings Ltd.                            | Xinyi Solar Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 529900QF7VIH03SB7Q08       | Long             | EC               | CORP              | KY        |     1366000 | NS      | $629448.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                      | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       19562 | NS      | $13826875.22  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P E-Mini Communication Services Index                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         199 | NC      | $-771526.98   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                             | Panasonic Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       28000 | NS      | $325338.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                   | Teleperformance SE                                                       | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |         644 | NS      | $45987.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                             | RELX plc                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      134764 | NS      | $5956083.14   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82225.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                                     | NU Holdings Ltd., Class A                                                | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       58222 | NS      | $937956.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                       | Prudential plc                                                           | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      105608 | NS      | $1468805.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                | Mitsui OSK Lines Ltd.                                                    | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        4100 | NS      | $121817.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc.                                     | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1234976.33   | 0.04%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Scientific Games Holdings LP                         | Scientific Games Holdings LP                                             | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1094299.92   | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                  | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    24951000 | PA      | $902202.23    | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                            | Century Communities, Inc.                                                | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1009889.22   | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        4426 | NS      | $911756.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                  | Rakuten Group, Inc.                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       18200 | NS      | $119068.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                   | Azrieli Group Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         507 | NS      | $53489.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                     | Pro Medicus Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         687 | NS      | $117961.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      121559 | NS      | $582336.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                               | CK Asset Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |       22888 | NS      | $113232.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                            | Nexstar Media Group, Inc.                                                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |        1672 | NS      | $327260.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                 | Schindler Holding AG                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         487 | NS      | $173469.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                       | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100006.39    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                   | Koninklijke KPN NV                                                       | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       46633 | NS      | $215792.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24075000000 | PA      | $1527965.84   | 0.05%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                           | Grifols SA                                                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |        3567 | NS      | $46220.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                             | Bayer AG (Registered)                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       11780 | NS      | $366410.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        4179 | NS      | $1586306.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                             | Lifco AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |        2787 | NS      | $107604.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                           | Akbank TAS                                                               | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      377174 | NS      | $544596.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                             | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |         500 | NS      | $46094.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                             | QBE Insurance Group Ltd.                                                 | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       18107 | NS      | $234930.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                     | Transurban Finance Co. Pty. Ltd.                                         | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      324000 | PA      | $323218.38    | 0.01%             | 2036-03-24      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                            | Airbus SE                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        7125 | NS      | $1756819.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Bundesschatzanweisungen                                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    29275000 | PA      | $33850536.54  | 1.17%             | 2027-03-11      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                              | Daiichi Sankyo Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       20400 | NS      | $487317.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                               | AXA SA                                                                   | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       21253 | NS      | $922133.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSB Bank plc                                         | TSB Bank plc                                                             | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1498501.24   | 0.05%             | 2030-02-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Ultra Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -153 | NC      | $-46966.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                       | Comerica, Inc.                                                           | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       17597 | NS      | $1346170.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                            | IAC, Inc.                                                                | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        2361 | NS      | $76071.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                  | Kinetik Holdings LP                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78582.97     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Infosys Ltd.                                         | Infosys Ltd.                                                             | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       90712 | NS      | $1503097.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-136.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                         | VAT Group AG                                                             | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |         323 | NS      | $141156.45    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                 | HKT Trust & HKT Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       45000 | NS      | $65707.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                        | Notas do Tesouro Nacional                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     7065000 | PA      | $1258093.46   | 0.04%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2702.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc.                                               | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      457000 | PA      | $435443.49    | 0.02%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                  | Helvetia Holding AG (Registered)                                         | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |         444 | NS      | $109103.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        6574 | NS      | $1873129.41   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                              | Hungary Government Bond                                                  | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1158000 | PA      | $995116.18    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| OMV AG                                               | OMV AG                                                                   | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |        1761 | NS      | $96407.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12394.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                              | M&G plc                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |       27313 | NS      | $94562.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatari Rial                                          | Qatari Rial                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | QA        |       47861 | OU      | $13144.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                  | Tokyo Electron Ltd.                                                      | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        5400 | NS      | $1190539.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1599.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                   | Telstra Group Ltd.                                                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |       47782 | NS      | $152655.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                              | Bank Leumi Le-Israel BM                                                  | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |       17931 | NS      | $363927.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                     | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52851.49     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                | OneMain Finance Corp.                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      540000 | PA      | $555313.32    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                   | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       23982 | NS      | $10759524.30  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22273.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Financial Services Ltd.                          | Max Financial Services Ltd.                                              | CUSIP: N/A<br>LEI: 335800Y9FX8XGFB64S40       | Long             | EC               | CORP              | IN        |       57761 | NS      | $1005382.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11561.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6541.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                  | Hilton Domestic Operating Co., Inc.                                      | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      951000 | PA      | $952060.37    | 0.03%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                            | Williams Cos., Inc. (The)                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       36323 | NS      | $2102012.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1151718.10  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                       | Rheinmetall AG                                                           | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         550 | NS      | $1081181.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Affinity Interactive                                 | Affinity Interactive                                                     | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      738000 | PA      | $367236.18    | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                  | Haidilao International Holding Ltd.                                      | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |      280000 | NS      | $461415.27    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Scout24 SE                                           | Scout24 SE                                                               | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |         897 | NS      | $103734.71    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Victoria's Secret & Co.                              | Victoria's Secret & Co.                                                  | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1069415.27   | 0.04%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Getlink SE                                           | Getlink SE                                                               | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |        3617 | NS      | $66021.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13455.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd.                                 | Meridian Energy Ltd.                                                     | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |       15637 | NS      | $52937.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incora Intermediate LLC                              | Incora Intermediate II LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         427 | NS      | $5000.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hermes International SCA                             | Hermes International SCA                                                 | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         380 | NS      | $940295.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                     | Weyerhaeuser Co.                                                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       18019 | NS      | $414437.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Securities DAC                                  | Jazz Securities DAC                                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     1550000 | PA      | $1518683.96   | 0.05%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                      | Telefonaktiebolaget LM Ericsson, Class B                                 | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       33559 | NS      | $340485.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                | Claire's Stores, Inc.                                                    | CUSIP: N/A<br>LEI: 549300N5HNYXI6JY7625       | Long             | EC               | CORP              | US        |         326 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       24900 | NS      | $240062.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                            | Alstom SA                                                                | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |        4139 | NS      | $103506.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                            | Bank Central Asia Tbk. PT                                                | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     5122600 | NS      | $2622730.32   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                            | Amundi SA                                                                | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         737 | NS      | $54635.55     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                  | Fuyao Glass Industry Group Co. Ltd., Class H                             | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |      128000 | NS      | $1139882.08   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                             | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       54900 | NS      | $1875328.36   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp.                                             | KT Corp.                                                                 | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |       11699 | NS      | $402978.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                   | Banco Santander SA                                                       | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      178493 | NS      | $1818877.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                     | UWM Holdings LLC                                                         | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1149000 | PA      | $1170583.97   | 0.04%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                           | Travelers Cos., Inc. (The)                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        3261 | NS      | $875969.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                             | Enel SpA                                                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       97528 | NS      | $986569.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coforge Ltd.                                         | Coforge Ltd.                                                             | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |       28745 | NS      | $575328.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd.                                         | Genpact Ltd.                                                             | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       18473 | NS      | $704744.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                          | Mitsubishi HC Capital, Inc.                                              | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |       10600 | NS      | $82920.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                       | Eisai Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |        3100 | NS      | $92071.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                           | Eiffage SA                                                               | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         820 | NS      | $100900.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                | Westpac Banking Corp.                                                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       41034 | NS      | $1038344.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                          | Realtek Semiconductor Corp.                                              | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       72000 | NS      | $1202304.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                         | Chipotle Mexican Grill, Inc., Class A                                    | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42697 | NS      | $1353067.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                              | GFL Environmental, Inc.                                                  | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     1419000 | PA      | $1387765.11   | 0.05%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S, Class B                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      114445 | NS      | $5634323.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                       | Air Liquide SA                                                           | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        6937 | NS      | $1342579.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                        | Japan Post Insurance Co. Ltd.                                            | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |        2200 | NS      | $56897.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                | Regency Centers Corp.                                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       10075 | NS      | $694671.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                | Range Resources Corp.                                                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1313948.05   | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                          | Carvana Co.                                                              | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        3475 | NS      | $1065226.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                         | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      546000 | PA      | $479051.12    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| United Mexican States                                | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   290620000 | PA      | $15256630.98  | 0.53%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                  | Imperial Brands plc                                                      | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        9257 | NS      | $367820.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 1st Lien PIK Term Loan                                  | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      947616 | PA      | $646842.36    | 0.02%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| ITC Ltd.                                             | ITC Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |      135470 | NS      | $641251.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC Corp.                                          | NIDEC Corp.                                                              | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       10000 | NS      | $121667.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                   | Baloise Holding AG (Registered)                                          | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |         493 | NS      | $122432.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     1900000 | PA      | $2430261.98   | 0.08%             | 2031-08-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                 | Kennedy-Wilson, Inc.                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      398000 | PA      | $367584.64    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8607.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                       | Kawasaki Heavy Industries Ltd.                                           | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |        1800 | NS      | $144137.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Brasil SA                            | Banco Santander Brasil SA                                                | CUSIP: N/A<br>LEI: 549300D1H731B30TSI43       | Long             | EC               | CORP              | BR        |      194878 | NS      | $1129071.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federation of Malaysia                               | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6762000 | PA      | $1648649.23   | 0.06%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                           | Power Assets Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |       16500 | NS      | $104820.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                 | Banco de Sabadell SA                                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       60242 | NS      | $225841.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-674.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp.                                                | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47119.69     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                            | Gjensidige Forsikring ASA                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |        2391 | NS      | $64347.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                         | ROBLOX Corp., Class A                                                    | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6108 | NS      | $694601.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                         | Daiwa Securities Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       16000 | NS      | $123135.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                           | Performance Food Group Co.                                               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       10476 | NS      | $1013448.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                                  | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        6731 | NS      | $278496.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                        | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        2860 | NS      | $350594.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2147 | NS      | $740500.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                   | Imola Merger Corp.                                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1811000 | PA      | $1785112.41   | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                  | Shionogi & Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        9100 | NS      | $152630.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                   | Crown Americas LLC                                                       | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       96000 | PA      | $97475.33     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GEA Group AG                                         | GEA Group AG                                                             | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |        1752 | NS      | $125316.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA       | Recordati Industria Chimica e Farmaceutica SpA                           | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |        1375 | NS      | $81842.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                         | Wal-Mart de Mexico SAB de CV                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      308010 | NS      | $1019598.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings, Inc.                        | Duquesne Light Holdings, Inc.                                            | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2364125.54   | 0.08%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                | GEO Group, Inc. (The)                                                    | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     1022000 | PA      | $1078535.00   | 0.04%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                          | Deere & Co.                                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        1573 | NS      | $726143.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                         | Valaris Ltd.                                                             | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      845000 | PA      | $881256.42    | 0.03%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| China Shenhua Energy Co. Ltd.                        | China Shenhua Energy Co. Ltd., Class H                                   | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |      126500 | NS      | $658708.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                    | NFE Financing LLC                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      838000 | PA      | $204223.68    | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Toho Co. Ltd.                                        | Toho Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |        1300 | NS      | $76201.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                        | Alfa Laval AB                                                            | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        3460 | NS      | $164445.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                         | Ventas, Inc.                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       20334 | NS      | $1500445.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                  | CUSIP: 05571BY64<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |      250000 | PA      | $249835.83    | 0.01%             | 2025-11-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                               | Eurofins Scientific SE                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |        1416 | NS      | $99869.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                    | Shiseido Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |        4800 | NS      | $80850.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                        | Ferrellgas LP                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1578678.66   | 0.05%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Income Fund                                 | JPMorgan Income Fund, Class R6                                           | CUSIP: 46637K216<br>LEI: 549300J9G10ZQTTAFU03 | Long             |  | RF                | US        |    13249023 | NS      | $113809111.44 | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                                            | Tesco plc                                                                | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       78723 | NS      | $475067.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd.                                            | Nova Ltd.                                                                | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         351 | NS      | $121923.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                          | FANUC Corp.                                                              | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       11200 | NS      | $373760.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                         | Iberdrola SA                                                             | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       76110 | NS      | $1542463.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        6446 | NS      | $1275055.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                          | Randstad NV                                                              | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |        1298 | NS      | $50869.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                        | China Merchants Bank Co. Ltd., Class A                                   | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |      274700 | NS      | $1577849.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                           | AddTech AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |        3108 | NS      | $104710.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13464.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                  | Sirius XM Radio LLC                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1851509.81   | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Kyocera Corp.                                        | Kyocera Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       15400 | NS      | $204348.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                       | Coherent Corp.                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      552000 | PA      | $546094.70    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Knorr-Bremse AG                                      | Knorr-Bremse AG                                                          | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |         867 | NS      | $80672.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                    | Industrivarden AB, Class C                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        1869 | NS      | $77528.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADNOC Drilling Co. PJSC                              | ADNOC Drilling Co. PJSC                                                  | CUSIP: N/A<br>LEI: 254900JPRSQL1PM0JV19       | Long             | EC               | CORP              | AE        |      364907 | NS      | $554372.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                             | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1752967.88   | 0.06%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                               | Freeport-McMoRan, Inc.                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       16028 | NS      | $668367.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                             | Davide Campari-Milano NV                                                 | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |        7361 | NS      | $51246.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Arbor Realty SR, Inc.                                | Arbor Realty SR, Inc.                                                    | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |      687000 | PA      | $699070.52    | 0.02%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Natera, Inc.                                         | Natera, Inc.                                                             | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8836 | NS      | $1757745.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                   | Coca-Cola Europacific Partners plc                                       | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |        2763 | NS      | $245437.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                              | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $147545.19    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The)                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      175476 | NS      | $16501763.04  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                | Directv Financing LLC                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1796000 | PA      | $1785480.47   | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-636.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2568900000 | PA      | $549811.66    | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $314.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                       | Commerzbank AG                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        9234 | NS      | $336698.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                | Time Warner Cable LLC                                                    | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2377199.33   | 0.08%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                             | Snam SpA                                                                 | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       24112 | NS      | $148713.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                         | 3i Group plc                                                             | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       11672 | NS      | $675465.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9329.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                          | Moncler SpA                                                              | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |        2793 | NS      | $167550.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                              | Fast Retailing Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        2300 | NS      | $844375.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                               | BP plc                                                                   | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      190190 | NS      | $1114287.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                          | Swiss Franc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |        1612 | OU      | $2002.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2955000 | PA      | $3218945.15   | 0.11%             | 2028-05-19      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Associated British Foods plc                         | Associated British Foods plc                                             | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |        3897 | NS      | $117598.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Income ETF                                  | JPMorgan Income ETF                                                      | CUSIP: 46641Q159<br>LEI: 549300CYQ8KHPO2GR356 | Long             |  | RF                | US        |     2095298 | NS      | $97242780.18  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                            | Orkla ASA                                                                | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        8382 | NS      | $85130.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Chemicals & Fibre Corp.                      | Formosa Chemicals & Fibre Corp.                                          | CUSIP: N/A<br>LEI: 254900OJX8UZOAIVSU82       | Long             | EC               | CORP              | TW        |      614000 | NS      | $580993.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $43194.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8214.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                    | Singapore Telecommunications Ltd.                                        | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       89100 | NS      | $290826.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                           | Progress Residential Trust, Series 2025-SFR3, Class A                    | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1232780.56   | 0.04%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                    | Advantage Sales & Marketing, Inc.                                        | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $865424.64    | 0.03%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Zensho Holdings Co. Ltd.                             | Zensho Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |        1200 | NS      | $74719.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16544.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                           | Renault SA                                                               | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        2298 | NS      | $89298.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                | Coinbase Global, Inc.                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1279328.22   | 0.04%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                               | EDP SA                                                                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       37522 | NS      | $186527.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                 | ASM International NV                                                     | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         562 | NS      | $364650.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3364.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                             | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      548000 | PA      | $546017.56    | 0.02%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4779.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                    | Republic of India                                                        | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   183680000 | PA      | $2086665.22   | 0.07%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin, Inc.                                 | Hikari Tsushin, Inc.                                                     | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |         200 | NS      | $52977.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                            | TIS, Inc.                                                                | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |        2500 | NS      | $86127.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38919.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                                    | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |        6800 | NS      | $66352.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co. Ltd.                               | Nongfu Spring Co. Ltd., Class H                                          | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |      196200 | NS      | $1304250.08   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                         | Performance Food Group, Inc.                                             | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61013.05     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sandisk Corp.                                        | Sandisk Corp.                                                            | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4763 | NS      | $949408.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                               | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        3145 | NS      | $543102.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                            | Israel Discount Bank Ltd., Class A                                       | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       14701 | NS      | $146918.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                         | Telia Co. AB                                                             | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       28210 | NS      | $111053.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Vonovia SE                                           | Vonovia SE                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1265063.89   | 0.04%             | 2030-07-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                                | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        1058 | NS      | $58581.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Chinese Renminbi (Yuan)                              | Chinese Renminbi (Yuan)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |           6 | OU      | $0.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd.                                   | Computershare Ltd.                                                       | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        6242 | NS      | $149118.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                         | Traton Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $2472985.29   | 0.09%             | 2030-03-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                      | TD SYNNEX Corp.                                                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       21570 | NS      | $3375489.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                  | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71053.87     | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $681.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Bundesrepublik Deutschland                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    10185000 | PA      | $11705201.94  | 0.40%             | 2035-08-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                       | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       54000 | PA      | $47385.59     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                             | Celanese US Holdings LLC                                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2045000 | PA      | $2118249.86   | 0.07%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                           | BioMerieux                                                               | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |         495 | NS      | $63731.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co.                              | Columbia Sportswear Co.                                                  | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        5470 | NS      | $271476.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                            | Fresenius Medical Care AG                                                | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        2631 | NS      | $141251.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                           | SCSK Corp.                                                               | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |        1900 | NS      | $69818.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                   | Vail Resorts, Inc.                                                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      228000 | PA      | $230925.24    | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Japanese Yen                                         | Japanese Yen                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    49739105 | OU      | $322750.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                                       | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        1888 | NS      | $125756.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                      | Wesfarmers Ltd.                                                          | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       13607 | NS      | $746833.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                     | Sealed Air Corp.                                                         | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1150770.27   | 0.04%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         615 | NS      | $2259774.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.               | Washington H Soul Pattinson & Co. Ltd.                                   | CUSIP: N/A<br>LEI: 254900CV4BQYQLH2KI62       | Long             | EC               | CORP              | AU        |        4103 | NS      | $100816.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                  | Japan Tobacco, Inc.                                                      | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       14400 | NS      | $501593.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      220000 | PA      | $209210.52    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-153.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1462.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc.                                                          | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      850000 | PA      | $866767.95    | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nexi SpA                                             | Nexi SpA                                                                 | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |        6638 | NS      | $34999.64     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Avantor Funding, Inc.                                | Avantor Funding, Inc.                                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1140377.77   | 0.04%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11956.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3332300000 | PA      | $753721.87    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SMC Corp.                                            | SMC Corp.                                                                | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         700 | NS      | $239625.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                             | Darden Restaurants, Inc.                                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        7464 | NS      | $1344639.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infratil Ltd.                                        | Infratil Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |       11159 | NS      | $78872.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                        | Fresnillo plc                                                            | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |        2651 | NS      | $77523.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                          | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248137.63    | 0.01%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Republic of India                                    | Republic of India                                                        | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   285920000 | PA      | $3320783.11   | 0.11%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3495.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                              | Williams Scotsman, Inc.                                                  | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1334278.25   | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federation of Malaysia                               | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3228000 | PA      | $776180.62    | 0.03%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                            | Gecina SA                                                                | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         551 | NS      | $51205.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4556.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                         | Kajima Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5100 | NS      | $164412.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 2nd Lien PIK Term Loan                                  | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      343587 | PA      | $76104.44     | 0.00%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      317000 | NS      | $25749200.77  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19030.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staples, Inc.                                        | Staples, Inc.                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $1934281.13   | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Canada 10 Year Bond                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -100 | NC      | $-207865.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                   | Zillow Group, Inc., Class C                                              | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        8451 | NS      | $633655.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                           | Hoya Corp.                                                               | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        4100 | NS      | $665971.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                       | Hanwha Life Insurance Co. Ltd.                                           | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |      205000 | PA      | $215188.50    | 0.01%             | 2055-06-24      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                       | Czech Republic                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    64070000 | PA      | $3074407.02   | 0.11%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       35273 | NS      | $13037958.99  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     2050000 | PA      | $2454335.32   | 0.08%             | 2029-02-16      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                      | Canadian Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      306448 | OU      | $218493.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                       | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      450000 | PA      | $465070.50    | 0.02%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                 | Kyowa Kirin Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        2800 | NS      | $43355.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-372.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                     | DSM-Firmenich AG                                                         | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        2230 | NS      | $181765.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co. Ltd.                           | Samsung Biologics Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         751 | NS      | $642062.61    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                    | Tencent Music Entertainment Group                                        | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |       39556 | NS      | $882889.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        8637 | NS      | $547764.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                               | Genting Singapore Ltd.                                                   | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |       72300 | NS      | $40527.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                           | Arca Continental SAB de CV                                               | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |       73391 | NS      | $710188.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                   | Osaka Gas Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |        4300 | NS      | $135298.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                    | Sumitomo Electric Industries Ltd.                                        | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        8600 | NS      | $313533.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                             | ABB Ltd. (Registered)                                                    | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       18794 | NS      | $1397287.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                              | Scripps Escrow II, Inc.                                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1028048.56   | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group plc                      | London Stock Exchange Group plc                                          | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        5699 | NS      | $710245.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                      | BAE Systems plc                                                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       36123 | NS      | $889835.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                            | Commonwealth of Australia                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     5880000 | PA      | $3736366.80   | 0.13%             | 2054-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                      | Danske Bank A/S                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        8010 | NS      | $357992.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Metro Co. Ltd.                                 | Tokyo Metro Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 35380049N9IQPZ74JY58       | Long             | EC               | CORP              | JP        |        3500 | NS      | $36792.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                 | Kobe Bussan Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |        1800 | NS      | $41767.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                         | Northern Star Resources Ltd.                                             | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |       16239 | NS      | $261851.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                          | Investor AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       20755 | NS      | $683396.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                  | Teck Resources Ltd., Class B                                             | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       20450 | NS      | $877714.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Group Ltd.                                      | Absa Group Ltd.                                                          | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |       98289 | NS      | $1098269.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                            | Kao Corp.                                                                | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        5600 | NS      | $236989.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                              | International Paper Co.                                                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        5953 | NS      | $230023.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       41549 | NS      | $26938294.15  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                  | Toyota Tsusho Corp.                                                      | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        8300 | NS      | $253699.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       93614 | NS      | $8490789.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                        | Koninklijke Ahold Delhaize NV                                            | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       10886 | NS      | $445570.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Wholesale Mortgage LLC                        | United Wholesale Mortgage LLC                                            | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1348976.80   | 0.05%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Saab AB                                              | Saab AB, Class B                                                         | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        3841 | NS      | $211356.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                          | Capital One Financial Corp.                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        7157 | NS      | $1574468.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                  | Teva Pharmaceutical Industries Ltd.                                      | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       13753 | NS      | $281661.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                               | BWX Technologies, Inc.                                                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        5973 | NS      | $1275892.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                              | FUJIFILM Holdings Corp.                                                  | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       13400 | NS      | $310567.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                       | Community Health Systems, Inc.                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1905750.00   | 0.07%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Industriel et Commercial                      | Credit Industriel et Commercial                                          | CUSIP: 22536MEC8<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |      186000 | PA      | $182071.49    | 0.01%             | 2026-05-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| East Japan Railway Co.                               | East Japan Railway Co.                                                   | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |       11600 | NS      | $283330.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunt Cos., Inc.                                      | Hunt Cos., Inc.                                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1049202.98   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                        | Graphic Packaging Holding Co.                                            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37043 | NS      | $592317.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Star Ltd.                                       | Blue Star Ltd.                                                           | CUSIP: N/A<br>LEI: 335800CWJUVEKQ1TE879       | Long             | EC               | CORP              | IN        |       33303 | NS      | $725157.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                            | Argenx SE                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         543 | NS      | $444427.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $707.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                              | Republic of El Salvador                                                  | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |      267000 | PA      | $277192.73    | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Allegiant Travel Co.                                 | Allegiant Travel Co.                                                     | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      408000 | PA      | $412586.33    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                  | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1          | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255837 | PA      | $249562.70    | 0.01%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| TTM Technologies, Inc.                               | TTM Technologies, Inc.                                                   | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $986011.45    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                   | Southern Power Co., Series B                                             | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      370000 | PA      | $366069.30    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                               | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2726000 | PA      | $696314.65    | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                             | Yum China Holdings, Inc.                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      104830 | NS      | $4534945.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                        | HubSpot, Inc.                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        2768 | NS      | $1361634.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-268.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                            | Alstom SA                                                                | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221739.90    | 0.01%             | 2027-07-27      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Nokia OYJ                                            | Nokia OYJ                                                                | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       62151 | NS      | $423950.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                           | Phoenix Group Holdings plc                                               | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |        8397 | NS      | $74387.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                    | Lenovo Group Ltd.                                                        | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      812000 | NS      | $1184585.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                    | EDP Renovaveis SA                                                        | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |        3772 | NS      | $55149.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                          | Swisscom AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |         311 | NS      | $227814.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                   | Sekisui House Ltd.                                                       | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        7200 | NS      | $154477.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                          | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       12839 | NS      | $13574799.54  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                        | Navient Corp.                                                            | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       97000 | PA      | $106572.83    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27562 | PA      | $27561.69     | 0.00%             | 2026-06-30      | Variable      | 15.83%                | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       38032 | NS      | $5489158.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group plc (The)                                 | Sage Group plc (The)                                                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       11606 | NS      | $175429.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                  | Qantas Airways Ltd.                                                      | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        8866 | NS      | $59066.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                            | Darling Ingredients, Inc.                                                | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     1297000 | PA      | $1310874.01   | 0.05%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Shoprite Holdings Ltd.                               | Shoprite Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |       41564 | NS      | $695350.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC                                          | SCIL IV LLC                                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1133016.17   | 0.04%             | 2026-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Leonardo SpA                                         | Leonardo SpA                                                             | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        4853 | NS      | $285524.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                         | Kubota Corp.                                                             | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |       11700 | NS      | $151481.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                               | AP Moller - Maersk A/S, Class A                                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          35 | NS      | $72140.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                       | BPER Banca SpA                                                           | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       17536 | NS      | $210114.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Trinity Industries, Inc.                             | Trinity Industries, Inc.                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     1023000 | PA      | $1060333.36   | 0.04%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Initial plc                                 | Rentokil Initial plc                                                     | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |       30290 | NS      | $169062.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                              | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3895000 | PA      | $780858.42    | 0.03%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                        | Alnylam Pharmaceuticals, Inc.                                            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        5322 | NS      | $2427044.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                 | Investment AB Latour, Class B                                            | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |        1770 | NS      | $45098.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      130420 | NS      | $5399718.83   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                      | Mohegan Tribal Gaming Authority                                          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1119000 | PA      | $1161671.29   | 0.04%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                      | Kuehne + Nagel International AG (Registered)                             | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         578 | NS      | $110887.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                        | Al Rajhi Bank                                                            | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      107551 | NS      | $3039835.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                        | Midcap Financial Issuer Trust                                            | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1279857.94   | 0.04%             | 2028-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hang Seng Bank Ltd.                                  | Hang Seng Bank Ltd.                                                      | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |        9000 | NS      | $175454.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                  | Viking Cruises Ltd.                                                      | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1006000 | PA      | $1011689.76   | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                          | Reckitt Benckiser Group plc                                              | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        8153 | NS      | $623615.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                          | Canon, Inc.                                                              | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       10400 | NS      | $298665.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                                       | Kikkoman Corp.                                                           | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |        8100 | NS      | $64500.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                            | Avolta AG                                                                | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |        1051 | NS      | $55402.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                         | ITOCHU Corp.                                                             | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       14300 | NS      | $828303.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    22440000 | PA      | $1040627.29   | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                               | Keurig Dr Pepper, Inc.                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       13838 | NS      | $375840.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                          | Bayerische Motoren Werke AG (Preference)                                 | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |         669 | NS      | $57959.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                   | Kingspan Group plc                                                       | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |        1850 | NS      | $138524.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21421.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $285249.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                        | NetEase, Inc.                                                            | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       96700 | NS      | $2713473.15   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      170790 | NS      | $1100800.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                            | MGM Resorts International                                                | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32579.36     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                              | Arch Capital Group Ltd.                                                  | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       13388 | NS      | $1155518.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                        | GoDaddy, Inc., Class A                                                   | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        1747 | NS      | $232578.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                             | M3, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |        5300 | NS      | $74278.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4786.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                       | Insurance Australia Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |       28282 | NS      | $145393.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                      | ASE Technology Holding Co. Ltd.                                          | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |      354000 | NS      | $2832269.38   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                         | SIG Group AG                                                             | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |        3657 | NS      | $40888.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                           | Kawasaki Kisen Kaisha Ltd.                                               | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        4200 | NS      | $60175.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1621.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Financial Group Co. Ltd.                          | JB Financial Group Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       47844 | NS      | $753244.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        6648 | NS      | $539618.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                              | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  2742060000 | PA      | $8250398.63   | 0.28%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                     | Bonos de la Tesoreria                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5318000 | PA      | $1667551.98   | 0.06%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                 | Midea Group Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |      114500 | NS      | $1228185.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                           | Woodside Energy Group Ltd.                                               | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       22768 | NS      | $368965.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional SAB de CV                                   | Regional SAB de CV                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      129302 | NS      | $957942.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hugel, Inc.                                          | Hugel, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        2488 | NS      | $456515.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                       | BHP Group Ltd.                                                           | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       60867 | NS      | $1735210.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                         | Otsuka Corp.                                                             | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        2700 | NS      | $53379.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                              | Level 3 Financing, Inc.                                                  | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      693000 | PA      | $662681.25    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Korea 10 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |         150 | NC      | $-225734.06   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                    | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       44300 | NS      | $1199369.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                   | Nippon Steel Corp.                                                       | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       58000 | NS      | $239077.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                       | Nippon Paint Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |       11400 | NS      | $72515.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                          | US Acute Care Solutions LLC                                              | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10183.10     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                | Avantor Funding, Inc.                                                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       29000 | PA      | $27543.15     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                | Kansai Electric Power Co., Inc. (The)                                    | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       11400 | NS      | $177841.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Angi, Inc.                                           | Angi, Inc.                                                               | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |        4719 | NS      | $62621.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek, Inc.                                       | MediaTek, Inc.                                                           | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       10349 | NS      | $438895.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                      | Nissan Motor Acceptance Co. LLC                                          | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1663038.66   | 0.06%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                  | Hong Kong Exchanges & Clearing Ltd.                                      | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       68900 | NS      | $3755249.57   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                    | Gen Digital, Inc.                                                        | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1204374.70   | 0.04%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury Ultra Bond                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -39 | NC      | $-172217.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                           | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |         490 | NS      | $127890.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33591.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4                | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $0.49         | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                           | United Utilities Group plc                                               | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        8153 | NS      | $128625.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill Sarl                                     | Maxam Prill Sarl                                                         | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      245000 | PA      | $287245.44    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18044.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC             | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class A        | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      216390 | PA      | $217106.00    | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                              | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |        6918 | NS      | $145698.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| STMicroelectronics NV                                | STMicroelectronics NV                                                    | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        8196 | NS      | $201260.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| China Minsheng Banking Corp. Ltd.                    | China Minsheng Banking Corp. Ltd., Class H                               | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |     1494500 | NS      | $765654.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                    | Nintendo Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       13200 | NS      | $1125826.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                    | Ulta Beauty, Inc.                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        2991 | NS      | $1554961.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                | Cardinal Health, Inc.                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        6279 | NS      | $1197844.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                            | Millrose Properties, Inc.                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      788000 | PA      | $798276.00    | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        3332 | NS      | $268425.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                    | Clarios Global LP                                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       34000 | PA      | $35247.12     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-242.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                     | Elia Group SA/NV                                                         | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |         523 | NS      | $63036.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Eagle Materials, Inc.                                | Eagle Materials, Inc.                                                    | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        2986 | NS      | $633987.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34781.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                   | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       12522 | NS      | $3256628.15   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                           | CK Hutchison Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       24888 | NS      | $165044.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                  | Expedia Group, Inc.                                                      | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20091 | NS      | $4420020.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                     | Blackstone, Inc.                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       16062 | NS      | $2355331.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreLogic, Inc.                                      | CoreLogic, Inc.                                                          | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1116647.10   | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $409.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                           | Diageo plc                                                               | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       26684 | NS      | $613778.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                      | Gap, Inc. (The)                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1108305.28   | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                        | Netflix, Inc.                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        4185 | NS      | $4682429.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                     | Hong Kong Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |      674128 | OU      | $86754.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19874.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                        | Notas do Tesouro Nacional                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     6855000 | PA      | $1162675.77   | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                  | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   186986000 | PA      | $6271707.63   | 0.22%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hungary                                              | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   439690000 | PA      | $978722.20    | 0.03%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Monday.com Ltd.                                      | Monday.com Ltd.                                                          | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |         486 | NS      | $99746.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israeli Shekel                                       | Israeli Shekel                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |        3485 | OU      | $1069.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       10421 | NS      | $2599935.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co., Inc.                       | Chubu Electric Power Co., Inc.                                           | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        8200 | NS      | $114027.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                            | NEC Corp.                                                                | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       15500 | NS      | $562960.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                           | US Bancorp                                                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      119578 | NS      | $5581901.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                 | Dassault Systemes SE                                                     | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        8060 | NS      | $229369.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7232.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                   | PDD Holdings, Inc.                                                       | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        6226 | NS      | $839700.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                        | Olympus Corp.                                                            | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       13700 | NS      | $168605.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                             | ADT Security Corp. (The)                                                 | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      280000 | PA      | $271149.68    | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                           | Axalta Coating Systems LLC                                               | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      399000 | PA      | $398026.56    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $69511.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1068000 | PA      | $1095679.33   | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      140013 | NS      | $12176930.61  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-65.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                    | Republic of India                                                        | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   391640000 | PA      | $4547524.91   | 0.16%             | 2031-06-18      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    48182000 | PA      | $2638054.30   | 0.09%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                   | JFE Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |        6900 | NS      | $79075.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37287.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                  | Medline Borrower LP                                                      | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2482000 | PA      | $2553364.95   | 0.09%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                | Deutsche Lufthansa AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |        7164 | NS      | $62806.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                             | LY Corp.                                                                 | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       33300 | NS      | $97852.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                         | Taisei Corp.                                                             | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |        1900 | NS      | $138246.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4646.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express Cayman, Inc.                             | ZTO Express Cayman, Inc.                                                 | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | EC               | CORP              | KY        |       27900 | NS      | $514721.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                       | Park Intermediate Holdings LLC                                           | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1458000 | PA      | $1456697.57   | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Talanx AG                                            | Talanx AG                                                                | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |         772 | NS      | $94007.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings, Inc.                                 | POSCO Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |        2712 | NS      | $589844.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV            | Grupo Aeroportuario del Sureste SAB de CV                                | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        3411 | NS      | $1031281.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Consumer Products Ltd.                        | Godrej Consumer Products Ltd.                                            | CUSIP: N/A<br>LEI: 335800P4GUWLGZFK2D63       | Long             | EC               | CORP              | IN        |       58852 | NS      | $741208.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                              | WPP plc                                                                  | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |       12899 | NS      | $48741.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC              | Mercedes-Benz Finance North America LLC                                  | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $254156.69    | 0.01%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WR Berkley Corp.                                     | WR Berkley Corp.                                                         | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        3949 | NS      | $281721.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                  | Cisco Systems, Inc.                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        6089 | NS      | $445166.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                     | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      444600 | NS      | $6715807.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                          | Penske Truck Leasing Co. LP                                              | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $199746.20    | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                       | OTP Bank Nyrt.                                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |       20191 | NS      | $1927340.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                     | Mitsubishi Heavy Industries Ltd.                                         | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       38400 | NS      | $1159283.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                        | Stellantis NV                                                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       24178 | NS      | $245886.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Generali                                             | Generali                                                                 | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       10221 | NS      | $393466.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                    | Republic of Chile                                                        | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      483000 | PA      | $569885.48    | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                     | Wartsila OYJ Abp                                                         | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        6014 | NS      | $196760.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-805.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                            | Sekisui Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        4500 | NS      | $77959.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                 | Edison International                                                     | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      809000 | PA      | $834943.01    | 0.03%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Bandai Namco Holdings, Inc.                          | Bandai Namco Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |        7000 | NS      | $217856.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                 | CP Atlas Buyer, Inc.                                                     | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1011877.33   | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                              | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3935000 | PA      | $952121.41    | 0.03%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                 | RLJ Lodging Trust LP                                                     | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      999000 | PA      | $991366.84    | 0.03%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Corning, Inc.                                        | Corning, Inc.                                                            | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       29031 | NS      | $2586081.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                            | Epiroc AB, Class B                                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        4663 | NS      | $87023.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       22603 | NS      | $940736.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                          | Asics Corp.                                                              | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |        8400 | NS      | $213899.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                          | Seven & i Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       25000 | NS      | $317995.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                  | Iron Mountain, Inc.                                                      | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1289000 | PA      | $1327735.74   | 0.05%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    20530310 | PA      | $1115017.68   | 0.04%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                 | Banca Mediolanum SpA                                                     | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |        2674 | NS      | $53759.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Notes                                                      | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3160000 | PA      | $3165925.00   | 0.11%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                    | Galderma Group AG                                                        | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        1854 | NS      | $344310.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20983.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.            | Ping An Insurance Group Co. of China Ltd., Class H                       | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |      250000 | NS      | $1806082.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                   | Barry Callebaut AG (Registered)                                          | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |          43 | NS      | $55901.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs, Inc.                               | Cleveland-Cliffs, Inc.                                                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       44444 | NS      | $552438.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                         | Casey's General Stores, Inc.                                             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        1997 | NS      | $1024840.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                      | Mitsubishi Chemical Group Corp.                                          | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |       15400 | NS      | $80443.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                     | Bank Hapoalim BM                                                         | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |       15004 | NS      | $304321.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                           | Primo Water Holdings, Inc.                                               | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $150735.82    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Holding AG                             | Daimler Truck Holding AG                                                 | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        5697 | NS      | $228350.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                                        | Cochlear Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |         782 | NS      | $146812.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                | Swatch Group AG (The)                                                    | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |         346 | NS      | $72309.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| WPC Eurobond BV                                      | WPC Eurobond BV                                                          | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |     2350000 | PA      | $2619179.60   | 0.09%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4329.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    21360298 | PA      | $1101186.04   | 0.04%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Czech Repub. Kronas                                  | Czech Repub. Kronas                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |       25610 | OU      | $1213.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                           | Acciona SA                                                               | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         295 | NS      | $65295.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                        | Notas do Tesouro Nacional                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     6145000 | PA      | $972481.67    | 0.03%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Biocon Ltd.                                          | Biocon Ltd.                                                              | CUSIP: N/A<br>LEI: 335800NK3L7QCHLOC198       | Long             | EC               | CORP              | IN        |      175727 | NS      | $736543.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                     | Mitsubishi Corp.                                                         | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       38600 | NS      | $926888.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc.                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3677000 | PA      | $3616690.21   | 0.12%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stockland                                            | Stockland                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       28695 | NS      | $118636.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                  | Erste Group Bank AG                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        3692 | NS      | $382450.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                       | NMG Parent LLC, Escrow                                                   | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1069 | NS      | $13362.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JB Hunt Transport Services, Inc.                     | JB Hunt Transport Services, Inc.                                         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        3373 | NS      | $569564.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                             | Berkshire Hathaway, Inc., Class B                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        8505 | NS      | $4061477.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                           | Globant SA                                                               | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |        7589 | NS      | $467330.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.             | Samsung Fire & Marine Insurance Co. Ltd.                                 | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |        1914 | NS      | $592391.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                      | Nissan Motor Acceptance Co. LLC                                          | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9874.83      | 0.00%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federation of Malaysia                               | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3636000 | PA      | $962098.80    | 0.03%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                                   | Telecom Italia SpA                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |      137864 | NS      | $81290.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                           | Haleon plc                                                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      107909 | NS      | $501801.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       26924 | NS      | $4415536.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                | Nomura Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       36000 | NS      | $256899.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                         | Unilever plc                                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       29400 | NS      | $1764128.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                     | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      813000 | PA      | $729219.36    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Engie SA                                             | Engie SA                                                                 | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2253314.75   | 0.08%             | 2031-03-06      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2005-28CB, Class 2A6                      | CUSIP: 12667GXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corpay, Inc.                                         | Corpay, Inc.                                                             | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        3567 | NS      | $928668.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                               | Lendmark Funding Trust, Series 2025-2A, Class A                          | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1407000 | PA      | $1414795.91   | 0.05%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Ferrovial SE                                         | Ferrovial SE                                                             | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        6159 | NS      | $377943.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        5649 | NS      | $2537135.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                       | Somnigroup International, Inc.                                           | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     1184000 | PA      | $1140254.63   | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Securitas AB                                         | Securitas AB, Class B                                                    | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        5881 | NS      | $86632.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Federative Republic of Brazil                        | Federative Republic of Brazil                                            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     6860000 | PA      | $1118324.76   | 0.04%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $730.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                            | Central Japan Railway Co.                                                | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        9300 | NS      | $227680.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                          | Axalta Coating Systems Ltd.                                              | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       13105 | NS      | $373099.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2366.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                           | Jacobs Entertainment, Inc.                                               | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      108000 | PA      | $104625.00    | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pagaya US Holdings Co. LLC                           | Pagaya US Holdings Co. LLC                                               | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      521000 | PA      | $471682.60    | 0.02%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Vonovia SE                                           | Vonovia SE                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        9018 | NS      | $271042.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                      | Norsk Hydro ASA                                                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       16607 | NS      | $112272.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                             | SBA Communications Corp.                                                 | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1540826.29   | 0.05%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                | KeHE Distributors LLC                                                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1324466.22   | 0.05%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                            | Banque Cantonale Vaudoise (Registered)                                   | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |         360 | NS      | $41798.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                       | Concordia Financial Group Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       12400 | NS      | $90076.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                           | Ball Corp.                                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       40388 | NS      | $1898236.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clicks Group Ltd.                                    | Clicks Group Ltd.                                                        | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |       28212 | NS      | $594849.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                          | Ciena Corp.                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        7176 | NS      | $1362865.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd.                                       | ICL Group Ltd.                                                           | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |        9258 | NS      | $60644.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                            | Holcim AG                                                                | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        6118 | NS      | $543897.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                   | Nibe Industrier AB, Class B                                              | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |       18121 | NS      | $70514.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AGCO Corp.                                           | AGCO Corp.                                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        4603 | NS      | $474845.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                       | Weatherford International Ltd.                                           | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      571000 | PA      | $582302.97    | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                          | CUSIP: 68329AAE8<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      773000 | PA      | $536026.77    | 0.02%             | 2027-10-19      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                       | Enbridge, Inc.                                                           | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1133547.80   | 0.04%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                         | Vertex Pharmaceuticals, Inc.                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        4168 | NS      | $1773775.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund, Inc.                           | Nippon Building Fund, Inc.                                               | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |          93 | NS      | $85812.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                  | Post Holdings, Inc.                                                      | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        5832 | NS      | $606119.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       52614 | NS      | $12528971.82  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       15512 | NS      | $3631824.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Galicia SA                          | Grupo Financiero Galicia SA                                              | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |       22351 | NS      | $1321614.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LEG Immobilien SE                                    | LEG Immobilien SE                                                        | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |         906 | NS      | $69050.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                            | Holmen AB, Class B                                                       | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |         911 | NS      | $34423.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of South Africa                             | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    25483790 | PA      | $1463815.21   | 0.05%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                 | SITC International Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |       16000 | NS      | $58930.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd.                                        | Fujikura Ltd.                                                            | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |        3000 | NS      | $408522.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.             | Contemporary Amperex Technology Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       34200 | NS      | $1867210.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                       | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       56955 | NS      | $762627.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                      | South Korea Won                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |        4968 | OU      | $3.49         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                        | Schroders plc                                                            | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        8667 | NS      | $43249.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                           | Treasury Corp. of Victoria                                               | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     6715000 | PA      | $3699431.83   | 0.13%             | 2033-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                 | Macquarie Group Ltd.                                                     | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        4342 | NS      | $619319.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                           | Ball Corp.                                                               | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1637000 | PA      | $1665514.90   | 0.06%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                            | Unibail-Rodamco-Westfield                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        1460 | NS      | $150968.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                    | National Grid plc                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       58779 | NS      | $881338.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                         | Wix.com Ltd.                                                             | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |         668 | NS      | $97220.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        8425 | NS      | $2729029.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14390.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                           | Allianz SE (Registered)                                                  | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        4631 | NS      | $1860929.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                           | Alibaba Group Holding Ltd.                                               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        9224 | NS      | $1572046.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                           | Edenred SE                                                               | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        2888 | NS      | $83013.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                               | Dr Ing hc F Porsche AG (Preference)                                      | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |        1362 | NS      | $71261.12     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Sibanye Stillwater Ltd.                              | Sibanye Stillwater Ltd.                                                  | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |      303654 | NS      | $805806.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 16011000000 | PA      | $1060020.92   | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          23 | NC      | $-94520.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp.                                          | Denso Corp.                                                              | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       20900 | NS      | $292010.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                             | Sembcorp Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |       10700 | NS      | $53612.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                          | Aker BP ASA                                                              | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |        3779 | NS      | $97940.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa                                                 | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1105000 | PA      | $932067.50    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7583.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6613.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                            | Epiroc AB, Class A                                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        7880 | NS      | $166157.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bausch Health Cos., Inc.                             | Bausch Health Cos., Inc.                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2043000 | PA      | $1859130.00   | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                  | Avianca Midco 2 plc                                                      | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      452000 | PA      | $452282.50    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        8738 | NS      | $2240161.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 30390000000 | PA      | $1873718.57   | 0.06%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                   | ANA Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |        1900 | NS      | $35610.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                            | EQT Corp.                                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       37406 | NS      | $2004213.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                     | CCO Holdings LLC                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1504000 | PA      | $1515836.48   | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Henry Schein, Inc.                                   | Henry Schein, Inc.                                                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        7871 | NS      | $497447.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                              | Yokogawa Electric Corp.                                                  | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |        2700 | NS      | $80769.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                              | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     3305000 | PA      | $3952364.81   | 0.14%             | 2034-06-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                    | Alumina Pty. Ltd.                                                        | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      794000 | PA      | $813958.78    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                        | Organon & Co.                                                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      427000 | PA      | $406255.10    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8230.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                               | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       37700 | NS      | $600951.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                             | Yum China Holdings, Inc.                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       39234 | NS      | $1689608.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HLF Financing Sarl LLC                               | HLF Financing Sarl LLC                                                   | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $59466.06     | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Chevron Corp.                                        | Chevron Corp.                                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5756 | NS      | $907836.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Buxl 30 Year Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          71 | NC      | $94639.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                    | Cigna Group (The)                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        7988 | NS      | $1952347.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $469.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                | TOPPAN Holdings, Inc.                                                    | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |        2800 | NS      | $68481.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1295.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                              | Mohawk Industries, Inc.                                                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        3294 | NS      | $374330.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37276.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                | OneMain Finance Corp.                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1732469.51   | 0.06%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       12699 | NS      | $229234.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 31580000000 | PA      | $1975118.78   | 0.07%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $81675.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                     | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1779377.60   | 0.06%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                        | Assa Abloy AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |       12019 | NS      | $452930.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of Panama                                   | Republic of Panama                                                       | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      930000 | PA      | $632400.00    | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Foreign Exchange EUR/USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          66 | NC      | $-217155.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                       | Bread Financial Holdings, Inc.                                           | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      359000 | PA      | $383194.45    | 0.01%             | 2029-03-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                         | Bankinter SA                                                             | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |        8061 | NS      | $121513.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                      | Seagate Technology Holdings plc                                          | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       10551 | NS      | $2699789.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Michaels Cos., Inc. (The)                            | Michaels Cos., Inc. (The)                                                | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1282000 | PA      | $1197107.58   | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1056581.37   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                        | Navient Corp.                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1684000 | PA      | $1653742.39   | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                   | Cinemark USA, Inc.                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      596000 | PA      | $593241.29    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                       | Greensaif Pipelines Bidco Sarl                                           | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |      780000 | PA      | $820072.50    | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2807.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                          | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $993305.56    | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Motability Operations Group plc                      | Motability Operations Group plc                                          | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     1217000 | PA      | $1422912.58   | 0.05%             | 2034-01-24      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.             | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: 2549003BT1XS3SE3E448       | Long             | EC               | CORP              | CN        |      127420 | NS      | $1146254.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                               | SGS SA (Registered)                                                      | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        1985 | NS      | $223848.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                         | Twilio, Inc., Class A                                                    | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        7160 | NS      | $965740.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                    | Australian Dollar                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      324178 | OU      | $212109.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                     | Skandinaviska Enskilda Banken AB, Class A                                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       18154 | NS      | $346552.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       16695 | NS      | $1483517.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                      | First Citizens BancShares, Inc., Class A                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        1612 | NS      | $2941609.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                              | ANZ Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |       35776 | NS      | $856896.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-925.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                              | IMCD NV                                                                  | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |         707 | NS      | $73261.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2720000 | PA      | $3166810.90   | 0.11%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                        | Starwood Property Trust, Inc.                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1504000 | PA      | $1584033.86   | 0.05%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                      | ICICI Bank Ltd.                                                          | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       32826 | NS      | $994627.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saks Global Enterprises LLC                          | Saks Global Enterprises LLC                                              | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |         288 | PA      | $125.99       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                    | LCPR Senior Secured Financing DAC                                        | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |      893000 | PA      | $540184.63    | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       26922 | NS      | $500921.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Rupee                                         | Indian Rupee                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |       65507 | OU      | $737.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion plc                                | JD Sports Fashion plc                                                    | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |       30977 | NS      | $37958.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      103087 | NS      | $9743783.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                       | Chugai Pharmaceutical Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        8100 | NS      | $370718.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                             | Accor SA                                                                 | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |        2343 | NS      | $119195.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                  | Herc Holdings, Inc.                                                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      592000 | PA      | $619633.97    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                          | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2635684.74   | 0.09%             | 2030-01-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4161.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                            | Shell plc                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       70660 | NS      | $2649002.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                         | Lennar Corp., Class A                                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       16176 | NS      | $2002103.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd.                                             | ASX Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |        2323 | NS      | $85711.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                    | Centrais Eletricas Brasileiras SA                                        | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |       90793 | NS      | $938653.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1362.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                  | Krung Thai Bank PCL                                                      | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |      530000 | PA      | $527846.88    | 0.02%             | 2026-03-25      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |       25622 | NS      | $236140.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        4500 | NS      | $173758.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                        | Rio Tinto plc                                                            | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       12630 | NS      | $906076.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                               | Standard Chartered plc                                                   | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1779085.00   | 0.06%             | 2036-08-12      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                           | CK Hutchison Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |        7500 | NS      | $49736.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                  | Heineken Holding NV                                                      | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |        1550 | NS      | $104673.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                            | Kesko OYJ, Class B                                                       | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |        3266 | NS      | $68895.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                               | Petroleo Brasileiro SA (Preference)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |      367298 | NS      | $2026302.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                      | Nippon Yusen KK                                                          | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        5200 | NS      | $179573.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3706500000 | PA      | $762938.49    | 0.03%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                         | Vistra Corp.                                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        7687 | NS      | $1447462.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                             | SCIH Salt Holdings, Inc.                                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1313487.35   | 0.05%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         383 | NS      | $129938.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                              | Sensata Technologies BV                                                  | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     1292000 | PA      | $1259103.01   | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aisin Corp.                                          | Aisin Corp.                                                              | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        5900 | NS      | $106024.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                               | Hayward Holdings, Inc.                                                   | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20946 | NS      | $355453.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                             | Mowi ASA                                                                 | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        5565 | NS      | $122335.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                         | HD Hyundai Electric Co. Ltd.                                             | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |        2438 | NS      | $1481198.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                              | Volkswagen Leasing GmbH                                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     1950000 | PA      | $2329272.45   | 0.08%             | 2031-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                           | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3120000 | PA      | $523013.80    | 0.02%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                       | Marubeni Corp.                                                           | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |       16900 | NS      | $415334.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                     | ABN AMRO Bank NV                                                         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |        6992 | NS      | $208911.76    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.                         | Suntory Beverage & Food Ltd.                                             | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |        1700 | NS      | $51458.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                              | Singapore Airlines Ltd.                                                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       18200 | NS      | $92647.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                   | Banco Bilbao Vizcaya Argentaria SA                                       | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       69109 | NS      | $1392275.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust                            | Aqua Finance Issuer Trust, Series 2025-B, Class A                        | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      693892 | PA      | $697569.92    | 0.02%             | 2051-05-17      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                              | Veolia Environnement SA                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        7551 | NS      | $249538.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                       | Anywhere Real Estate Group LLC                                           | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1382000 | PA      | $1392005.68   | 0.05%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Segro plc                                            | Segro plc                                                                | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |       15373 | NS      | $141068.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.             | Pan Pacific International Holdings Corp.                                 | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       23000 | NS      | $136817.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                              | DCC plc                                                                  | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |        1183 | NS      | $77934.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                          | Tokio Marine Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       22000 | NS      | $820450.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                | WR Grace Holdings LLC                                                    | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      735000 | PA      | $728360.60    | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC                                              | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1213636.15   | 0.04%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BASF SE                                              | BASF SE                                                                  | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       10702 | NS      | $528056.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sunoco LP                                            | Sunoco LP                                                                | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2148000 | PA      | $2215234.55   | 0.08%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eternal Ltd.                                         | Eternal Ltd.                                                             | CUSIP: N/A<br>LEI: 335800T4VOF9ETHF8W59       | Long             | EC               | CORP              | IN        |      158808 | NS      | $566772.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                            | Arkema SA                                                                | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |         682 | NS      | $40485.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                   | Toyota Motor Corp.                                                       | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      113600 | NS      | $2315978.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                            | First Student Bidco, Inc.                                                | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $159536.34    | 0.01%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                  | Coca-Cola Co. (The)                                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      180466 | NS      | $12434107.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1473000 | PA      | $1411477.80   | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                           | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      115094 | NS      | $4168704.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Services US Corp.               | Stellantis Financial Services US Corp.                                   | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      471000 | PA      | $474174.00    | 0.02%             | 2030-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Euro-OAT                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         224 | NC      | $272292.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP            | XPLR Infrastructure Operating Partners LP                                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      418000 | PA      | $429982.81    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                       | Jardine Matheson Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |        1900 | NS      | $111557.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                 | Henkel AG & Co. KGaA                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        1243 | NS      | $92819.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                         | Carrefour SA                                                             | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |        7063 | NS      | $106375.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC                                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1117719.02   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Genmab A/S                                           | Genmab A/S                                                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         731 | NS      | $208501.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd.                                | UltraTech Cement Ltd.                                                    | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |        7421 | NS      | $997905.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $988116.19    | 0.03%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                               | Fuji Electric Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |        1600 | NS      | $114274.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                        | WH Group Ltd.                                                            | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      100067 | NS      | $96256.17     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                   | AmWINS Group, Inc.                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     1534000 | PA      | $1563666.03   | 0.05%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        3236 | NS      | $576493.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                           | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1237000 | PA      | $1233312.18   | 0.04%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                             | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       16000 | NS      | $258254.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                  | Province of British Columbia                                             | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      505000 | PA      | $280914.01    | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                             | Infineon Technologies AG                                                 | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       15660 | NS      | $621590.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                            | Wilmar International Ltd.                                                | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |       23000 | NS      | $55271.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                 | TJX Cos., Inc. (The)                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       16801 | NS      | $2354492.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                           | Encore Capital Group, Inc.                                               | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1199000 | PA      | $1258730.44   | 0.04%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                               | Neptune Bidco US, Inc.                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2106000 | PA      | $2079675.00   | 0.07%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp.                                       | AppLovin Corp., Class A                                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        2938 | NS      | $1872475.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1336.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                 | WiseTech Global Ltd.                                                     | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |        2408 | NS      | $108605.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                         | Japan Post Holdings Co. Ltd.                                             | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       21400 | NS      | $200540.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   979450000 | PA      | $5522125.25   | 0.19%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                           | Avis Budget Car Rental LLC                                               | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1646897.07   | 0.06%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WillScot Holdings Corp.                              | WillScot Holdings Corp.                                                  | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       28644 | NS      | $623007.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd.                               | HUB International Ltd.                                                   | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2437000 | PA      | $2544223.13   | 0.09%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ServiceNow, Inc.                                     | ServiceNow, Inc.                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1245 | NS      | $1144503.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                       | Univision Communications, Inc.                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1516000 | PA      | $1560637.10   | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                       | Takeda Pharmaceutical Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       19100 | NS      | $515461.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                    | Bonos de la Tesoreria de la Republica en pesos                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   230000000 | PA      | $268163.60    | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2823341.22   | 0.10%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                           | Lamb Weston Holdings, Inc.                                               | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       74000 | PA      | $74138.97     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3543850000 | PA      | $19818977.10  | 0.68%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                   | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5858000 | PA      | $1312807.46   | 0.05%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury 5 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        4567 | NC      | $1221067.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                          | AvalonBay Communities, Inc.                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        2384 | NS      | $414625.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                        | Nemetschek SE                                                            | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |         691 | NS      | $79845.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                           | Geberit AG (Registered)                                                  | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         407 | NS      | $297526.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                           | Outfront Media Capital LLC                                               | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1018818.14   | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                    | Hertz Corp. (The)                                                        | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1286860.00   | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                 | Noble Finance II LLC                                                     | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1494493.92   | 0.05%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | MSCI EAFE Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         507 | NC      | $289646.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN Energy Holdings Ltd.                             | ENN Energy Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |       92500 | NS      | $805977.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                   | Swire Pacific Ltd., Class A                                              | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        4000 | NS      | $33037.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Dollar                                     | Singapore Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        1097 | OU      | $842.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                           | Ball Corp.                                                               | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55320.52     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                        | Tenneco, Inc.                                                            | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     1789000 | PA      | $1784119.07   | 0.06%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3270750 | PA      | $4325183.73   | 0.15%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                             | Comstock Resources, Inc.                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1667433.38   | 0.06%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Straumann Holding AG                                 | Straumann Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        1335 | NS      | $167811.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                | AAR Escrow Issuer LLC                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      989000 | PA      | $1021147.45   | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                           | People's Republic of China                                               | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    10070000 | PA      | $1444159.23   | 0.05%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                 | IQVIA Holdings, Inc.                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        5378 | NS      | $1164121.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                            | Zurich Insurance Group AG                                                | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        1755 | NS      | $1220552.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                              | Mitsui Fudosan Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       31700 | NS      | $330073.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $695.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                           | Procter & Gamble Co. (The)                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        4190 | NS      | $630050.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                          | Aena SME SA                                                              | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |        8993 | NS      | $244260.55    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       16811 | NS      | $1244798.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $847.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                     | Daifuku Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |        3900 | NS      | $124319.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                               | Freedom Mortgage Corp.                                                   | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      564000 | PA      | $565266.18    | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21162.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                   | Arches Buyer, Inc.                                                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1092478.18   | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $254588.43    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| West Japan Railway Co.                               | West Japan Railway Co.                                                   | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |        5100 | NS      | $104815.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1051.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                               | Standard Chartered plc                                                   | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       23694 | NS      | $486372.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                        | China Construction Bank Corp., Class H                                   | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     1780000 | NS      | $1762274.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                      | J Sainsbury plc                                                          | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |       20678 | NS      | $92794.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma, Inc.                                          | Figma, Inc., Class A                                                     | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        4225 | NS      | $210574.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Univision Communications, Inc.                       | Univision Communications, Inc.                                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $998135.78    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                    | Venture Global Calcasieu Pass LLC                                        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306045.60    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd.                         | Dr Reddy's Laboratories Ltd.                                             | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       45969 | NS      | $610928.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15843.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                            | Endesa SA                                                                | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        3798 | NS      | $136104.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2278.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                          | Tokyu Corp.                                                              | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |        6000 | NS      | $66768.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                           | Melco Resorts Finance Ltd.                                               | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200474.00    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Secom Co. Ltd.                                       | Secom Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        5000 | NS      | $169024.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley, Series I                                                 | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      474000 | PA      | $471393.27    | 0.02%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                     | Bonos de la Tesoreria                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5431000 | PA      | $1566262.33   | 0.05%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5188.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2011.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                       | Obayashi Corp.                                                           | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        7800 | NS      | $131956.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7254.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                           | Warnermedia Holdings, Inc.                                               | CUSIP: 934423AA2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      888000 | PA      | $1020790.13   | 0.04%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                | Astellas Pharma, Inc.                                                    | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       21700 | NS      | $227147.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                            | Sofina SA                                                                | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |         184 | NS      | $50573.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                           | Liberty Mutual Group, Inc.                                               | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      724000 | PA      | $707677.58    | 0.02%             | 2051-12-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                           | Province of Alberta                                                      | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      410000 | PA      | $294821.15    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                      | Capcom Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |        4200 | NS      | $109675.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                             | Universal Music Group NV                                                 | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       13196 | NS      | $353942.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                               | Localiza Rent a Car SA                                                   | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |      131646 | NS      | $961171.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                      | Nissan Motor Acceptance Co. LLC                                          | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      247000 | PA      | $256966.72    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                          | Crescent Energy Finance LLC                                              | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      984000 | PA      | $1016797.70   | 0.04%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Euro-Schatz                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         211 | NC      | $6493.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                 | Frontier Communications Holdings LLC                                     | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2823000 | PA      | $2820827.70   | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Colombian Peso                                       | Colombian Peso                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CO        |  -669436973 | OU      | $-173669.07   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2847.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.               | Sumitomo Realty & Development Co. Ltd.                                   | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |        3700 | NS      | $157978.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $906.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                     | Gray Media, Inc.                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1358000 | PA      | $1463420.18   | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                     | ArcelorMittal SA                                                         | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        5624 | NS      | $214702.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                           | California Resources Corp.                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1230629.90   | 0.04%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                            | Sunoco LP                                                                | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $169522.42    | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     7560000 | PA      | $8943735.94   | 0.31%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Siemens AG                                           | Siemens AG (Registered)                                                  | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       29551 | NS      | $8374674.49   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                          | Block, Inc.                                                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1438409.45   | 0.05%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                         | Verizon Communications, Inc.                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       46948 | NS      | $1865713.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                   | Poste Italiane SpA                                                       | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        5466 | NS      | $131784.73    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        3449 | NS      | $2722537.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24067.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -124 | NC      | $52130.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA         | Cie Generale des Etablissements Michelin SCA                             | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |       96869 | NS      | $3094521.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                | Clydesdale Acquisition Holdings, Inc.                                    | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      492000 | PA      | $496913.64    | 0.02%             | 2030-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24562000000 | PA      | $1545050.82   | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                           | Sandvik AB                                                               | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |       12785 | NS      | $386611.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                       | REA Group Ltd.                                                           | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |         632 | NS      | $88060.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC               | Ardagh Metal Packaging Finance USA LLC                                   | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1367132.44   | 0.05%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Delta Electronics, Inc.                              | Delta Electronics, Inc.                                                  | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |       90000 | NS      | $2894748.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA       | ACS Actividades de Construccion y Servicios SA                           | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        2150 | NS      | $176535.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      151860 | NS      | $17102473.20  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp. SA                                      | Redeia Corp. SA                                                          | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |        4852 | NS      | $87345.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                           | Syensqo SA                                                               | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |         874 | NS      | $72145.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                      | AstraZeneca plc                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       49858 | NS      | $8224010.04   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       18554 | NS      | $5161537.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                           | Esab Corp.                                                               | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1101139.66   | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Gates Industrial Corp. plc                           | Gates Industrial Corp. plc                                               | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |      112504 | NS      | $2484088.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                       | SK hynix, Inc.                                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       20933 | NS      | $8144894.33   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                      | CoreWeave, Inc., Class A                                                 | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        6762 | NS      | $904147.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federation of Malaysia                               | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2516000 | PA      | $621160.03    | 0.02%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9401.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                            | TDK Corp.                                                                | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       23300 | NS      | $407102.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                         | Xiaomi Corp., Class B                                                    | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |      325600 | NS      | $1806400.42   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                | Fisher & Paykel Healthcare Corp. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        7010 | NS      | $148825.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd.                                     | Sands China Ltd.                                                         | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |       29200 | NS      | $76102.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         643 | NC      | $7230890.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-197.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                        | Banco BPM SpA                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2400481.90   | 0.08%             | 2027-11-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        2199 | NS      | $199449.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group plc                                     | Smiths Group plc                                                         | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        3966 | NS      | $131330.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                             | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $197907.63    | 0.01%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                        | Volkswagen AG (Preference)                                               | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |        2473 | NS      | $257530.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                             | Otsuka Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5200 | NS      | $283004.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18050.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      126069 | NS      | $65279788.89  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                      | Sandoz Group AG                                                          | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |        5012 | NS      | $334184.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA, Inc.                            | Comfort Systems USA, Inc.                                                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        1235 | NS      | $1192491.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                           | ORIX Corp.                                                               | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       13900 | NS      | $340022.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                        | Magnera Corp.                                                            | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $904312.31    | 0.03%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                              | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     9415000 | PA      | $2087591.33   | 0.07%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                        | Beiersdorf AG                                                            | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |        1167 | NS      | $123718.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11044.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                            | Renesas Electronics Corp.                                                | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       20200 | NS      | $249461.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4994.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA         | International Consolidated Airlines Group SA                             | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |       14861 | NS      | $81585.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                              | Quest Diagnostics, Inc.                                                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        4642 | NS      | $816759.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                        | Columbia Banking System, Inc.                                            | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |        1964 | NS      | $52635.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                  | Swiss Prime Site AG (Registered)                                         | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |         959 | NS      | $136315.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-983.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                       | Nexon Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        3900 | NS      | $79538.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                      | Santander UK Group Holdings plc                                          | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      529000 | PA      | $527930.09    | 0.02%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                            | MGM Resorts International                                                | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      559000 | PA      | $555243.69    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                      | Madison IAQ LLC                                                          | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      435000 | PA      | $425938.69    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Corp.                                          | Alcoa Corp.                                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       21800 | NS      | $802022.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      280963 | NS      | $15017472.35  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                           | Orsted A/S                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        6335 | NS      | $113455.10    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PB Fintech Ltd.                                      | PB Fintech Ltd.                                                          | CUSIP: N/A<br>LEI: 98450083AC6B01HF1F87       | Long             | EC               | CORP              | IN        |       32617 | NS      | $654750.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                       | Public Storage                                                           | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        1964 | NS      | $547091.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                          | Inpex Corp.                                                              | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       10600 | NS      | $195592.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Republic of Colombia                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2982200000 | PA      | $763504.69    | 0.03%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                 | Galp Energia SGPS SA                                                     | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |        4989 | NS      | $100234.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                        | Rio Tinto plc                                                            | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       13534 | NS      | $975666.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                     | Gold Fields Ltd.                                                         | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |       48108 | NS      | $1854857.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                               | BKW AG                                                                   | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |         253 | NS      | $56623.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                       | Unicharm Corp.                                                           | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       13400 | NS      | $82907.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                               | Labcorp Holdings, Inc.                                                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6624 | NS      | $1682231.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                            | Safran SA                                                                | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       33134 | NS      | $11773123.56  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                    | Ashtead Group plc                                                        | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |        5117 | NS      | $341789.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1762160.34   | 0.06%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                              | National Bank of Canada                                                  | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $250345.09    | 0.01%             | 2027-03-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                         | Centrica plc                                                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       58229 | NS      | $137234.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                           | TransUnion                                                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        6481 | NS      | $526127.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro, Inc.                                    | Trend Micro, Inc.                                                        | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        1500 | NS      | $76548.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                          | Equinor ASA                                                              | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        9198 | NS      | $220304.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                      | Kerry Group plc, Class A                                                 | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |        1963 | NS      | $179070.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                     | Murphy USA, Inc.                                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         848 | NS      | $303753.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-582.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp.                                         | Wiwynn Corp.                                                             | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |       13407 | NS      | $1890650.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                            | Nice Ltd.                                                                | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         756 | NS      | $103124.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                        | Hankyu Hanshin Holdings, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2900 | NS      | $77876.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                   | ZipRecruiter, Inc.                                                       | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     1049000 | PA      | $821132.02    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Switzerland AG                                   | UBS Switzerland AG                                                       | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     7070000 | PA      | $8341687.03   | 0.29%             | 2029-03-05      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Rational AG                                          | Rational AG                                                              | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |          61 | NS      | $44749.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                          | Santos Ltd.                                                              | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       38945 | NS      | $160848.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                        | Banco BPM SpA                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       13627 | NS      | $198537.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1128.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                            | CDW Corp.                                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       10675 | NS      | $1701274.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                               | Yara International ASA                                                   | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |        1980 | NS      | $72135.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                 | Emerson Electric Co.                                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       68600 | NS      | $9574502.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd.                                   | Elbit Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         333 | NS      | $157735.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Inflation Linked Notes                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10038795 | PA      | $10204339.65  | 0.35%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                        | Aeon Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |       26700 | NS      | $422306.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                               | Asian Development Bank                                                   | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | AU        |     3030000 | PA      | $1966748.07   | 0.07%             | 2027-09-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       65000 | NS      | $758160.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WUS Printed Circuit Co. Ltd.                         | WUS Printed Circuit Co. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      162000 | NS      | $533862.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                       | SoftBank Corp.                                                           | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      343900 | NS      | $488681.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier, Inc.                                       | Rayonier, Inc.                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       12167 | NS      | $268525.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                        | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       95000 | PA      | $100951.94    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                      | Permian Resources Operating LLC                                          | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       51000 | PA      | $51044.57     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Covestro AG                                          | Covestro AG                                                              | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |        2110 | NS      | $143298.83    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                   | NTT, Inc.                                                                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      358300 | NS      | $368781.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                             | Volvo AB, Class B                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      289476 | NS      | $7930208.65   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                     | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2330666.98   | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                             | Nitori Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5000 | NS      | $81010.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                          | Hongkong Land Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |       13200 | NS      | $80656.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                       | MTR Corp. Ltd.                                                           | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |       18500 | NS      | $67870.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2901.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                  | American Axle & Manufacturing, Inc.                                      | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1055814.52   | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                              | Fresenius SE & Co. KGaA                                                  | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |        5065 | NS      | $291455.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                           | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      195600 | NS      | $1903332.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd.                                | Sigma Healthcare Ltd.                                                    | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |       55212 | NS      | $112249.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3936.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                           | Skanska AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        4069 | NS      | $110807.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                               | 3M Co.                                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       44232 | NS      | $7364628.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10069.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-785.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    17216795 | PA      | $932636.99    | 0.03%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust               | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3          | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156562 | PA      | $145577.75    | 0.01%             | 2048-10-26      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                  | Province of British Columbia                                             | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      880000 | PA      | $674291.26    | 0.02%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                   | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        1127 | NS      | $132512.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings plc                      | Santander UK Group Holdings plc                                          | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $244618.43    | 0.01%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                     | Telkom Indonesia Persero Tbk. PT                                         | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     8637600 | NS      | $1670811.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       12006 | NS      | $2221950.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       24619 | NS      | $1537088.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                | Woolworths Group Ltd.                                                    | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       14648 | NS      | $272145.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                             | Kone OYJ, Class B                                                        | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        4076 | NS      | $272330.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                            | Vistra Operations Co. LLC                                                | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1395754.70   | 0.05%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                             | Engie SA                                                                 | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       21901 | NS      | $512767.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                           | Salmar ASA                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |         800 | NS      | $44923.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                | Alexandria Real Estate Equities, Inc.                                    | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249296.54    | 0.01%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                  | Simmons Foods, Inc.                                                      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1208235.56   | 0.04%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lonza Group AG                                       | Lonza Group AG (Registered)                                              | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         842 | NS      | $581427.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                            | Mizrahi Tefahot Bank Ltd.                                                | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |        1870 | NS      | $121582.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                   | MercadoLibre, Inc.                                                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         473 | NS      | $1100793.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group plc                                         | BT Group plc                                                             | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       71709 | NS      | $175011.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                       | Brazilian Real                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |          -0 | OU      | $-0.06        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                          | Equinor ASA                                                              | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       29477 | NS      | $706268.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Telefonica SA                                        | Telefonica SA                                                            | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       44195 | NS      | $224120.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                          | Bayerische Motoren Werke AG                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |        3364 | NS      | $313675.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                 | Shriram Finance Ltd.                                                     | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |      136703 | NS      | $1152816.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                    | Chevron Phillips Chemical Co. LLC                                        | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $77394.86     | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Coupang, Inc.                                        | Coupang, Inc.                                                            | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       20370 | NS      | $651228.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                   | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       30896 | NS      | $2952065.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                    | Admiral Group plc                                                        | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        3113 | NS      | $134037.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                     | Transurban Group                                                         | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       37273 | NS      | $352665.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                             | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2038000 | PA      | $2193423.99   | 0.08%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Coles Group Ltd.                                     | Coles Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       16084 | NS      | $231972.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                  | Stagwell Global LLC                                                      | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1319610.12   | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DSV A/S                                              | DSV A/S                                                                  | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |        2451 | NS      | $523063.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| KBC Group NV                                         | KBC Group NV                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        2754 | NS      | $331332.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                    | OneSky Flight LLC                                                        | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      852000 | PA      | $904115.99    | 0.03%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                           | Japan Exchange Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      475200 | NS      | $5299033.23   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                    | Alliant Holdings Intermediate LLC                                        | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1786863.78   | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                      | Martin Marietta Materials, Inc.                                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         795 | NS      | $487414.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motiva Infraestrutura de Mobilidade SA               | Motiva Infraestrutura de Mobilidade SA                                   | CUSIP: N/A<br>LEI: 254900H4EUL83CCQ6781       | Long             | EC               | CORP              | BR        |      304107 | NS      | $897067.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                | Kongsberg Gruppen ASA                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        5259 | NS      | $134069.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Short-Term Euro-BTP                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -144 | NC      | $-50396.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autostrade per l'Italia SpA                          | Autostrade per l'Italia SpA                                              | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     1900000 | PA      | $2404633.10   | 0.08%             | 2033-06-14      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                     | Coca-Cola HBC AG                                                         | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        2607 | NS      | $118300.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                 | Travel + Leisure Co.                                                     | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1068982.96   | 0.04%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                          | FTAI Aviation Investors LLC                                              | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1301000 | PA      | $1301961.44   | 0.04%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                            | Hikma Pharmaceuticals plc                                                | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        1990 | NS      | $48137.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                            | RTX Corp.                                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       27249 | NS      | $4863946.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Holding Co. LLC                                  | PBF Holding Co. LLC                                                      | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      592000 | PA      | $587703.32    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                             | Unipol Assicurazioni SpA                                                 | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |        4289 | NS      | $93900.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14602.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                 | HCA Healthcare, Inc.                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1036 | NS      | $476228.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                                 | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       45301 | NS      | $3004722.86   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $513.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42109.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                  | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    36403000 | PA      | $1301659.15   | 0.04%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IHI Corp.                                            | IHI Corp.                                                                | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |       12600 | NS      | $260871.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                        | Obic Co. Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3900 | NS      | $120982.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                 | Dassault Aviation SA                                                     | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |         234 | NS      | $75405.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                   | General Motors Financial Co., Inc.                                       | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150111.32    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                      | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      469000 | PA      | $458660.57    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        5282 | NS      | $1675450.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                    | New Taiwan Dollar                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |          -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                             | Intuitive Surgical, Inc.                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        4149 | NS      | $2216727.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                   | State Street Corp.                                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        8669 | NS      | $1002656.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                             | Group 1 Automotive, Inc.                                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1032275.67   | 0.04%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew plc                                   | Smith & Nephew plc                                                       | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        9979 | NS      | $184272.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                      | Ontario Teachers' Finance Trust                                          | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     3483000 | PA      | $3522647.96   | 0.12%             | 2028-04-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AGC, Inc.                                            | AGC, Inc.                                                                | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |        2300 | NS      | $71858.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                               | Yakult Honsha Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |        3000 | NS      | $44912.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        2870 | NS      | $369282.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       38553 | NS      | $8406096.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                  | Omnicom Group, Inc.                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        6025 | NS      | $451995.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Thailand                                  | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    43141000 | PA      | $1292262.07   | 0.04%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                          | Amrize Ltd.                                                              | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |       20224 | NS      | $1048412.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                               | Global Net Lease, Inc.                                                   | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1298000 | PA      | $1258436.70   | 0.04%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $954.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                             | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67329.64     | 0.00%             | 2027-07-09      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                          | BOC Hong Kong Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       44500 | NS      | $218660.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                               | ON Semiconductor Corp.                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       14411 | NS      | $721702.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Havells India Ltd.                                   | Havells India Ltd.                                                       | CUSIP: N/A<br>LEI: 549300U1LOGHTTNT7D47       | Long             | EC               | CORP              | IN        |       41949 | NS      | $705944.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene OYJ                                      | UPM-Kymmene OYJ                                                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |        6328 | NS      | $169794.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        3457 | NS      | $761819.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                              | EXOR NV                                                                  | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |        1121 | NS      | $97145.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                   | Millicom International Cellular SA                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       14771 | NS      | $695861.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-BTP                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -17 | NC      | $-59418.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc.                                                           | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1208716.42   | 0.04%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       19500 | NS      | $166322.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                         | BYD Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |       35791 | NS      | $462419.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                       | Shimadzu Corp.                                                           | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |        2800 | NS      | $75279.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd.                    | Zhen Ding Technology Holding Ltd.                                        | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |      130000 | NS      | $686467.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                   | Republic of Poland                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2407000 | PA      | $635254.42    | 0.02%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                        | Shopify, Inc., Class A                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        9175 | NS      | $1595165.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TSB Bank plc                                         | TSB Bank plc                                                             | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |     1490000 | PA      | $1758598.56   | 0.06%             | 2029-03-05      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22076.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                            | Bunzl plc                                                                | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        3917 | NS      | $119067.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                               | Oriental Land Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |       13000 | NS      | $263089.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                          | Pearson plc                                                              | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |        7032 | NS      | $97871.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd.                                         | South32 Ltd.                                                             | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       53959 | NS      | $111591.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                    | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       17464 | NS      | $3652071.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        3200 | NS      | $371776.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73819.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                             | NGL Energy Operating LLC                                                 | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1239693.43   | 0.04%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                | Western Digital Corp.                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       40028 | NS      | $6012605.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                              | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3790000 | PA      | $727146.87    | 0.03%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                     | Baker Hughes Co., Class A                                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      118908 | NS      | $5756336.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                      | Regeneron Pharmaceuticals, Inc.                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        2585 | NS      | $1684903.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                            | WESCO International, Inc.                                                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        2608 | NS      | $676854.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         669 | NS      | $3397008.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Southern Power Co. Ltd.                        | Korea Southern Power Co. Ltd.                                            | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     2155000 | PA      | $2132372.50   | 0.07%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1060.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets, Inc.                               | Tradeweb Markets, Inc., Class A                                          | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         669 | NS      | $70505.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                             | Alcon AG                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        5992 | NS      | $446613.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                       | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |        5930 | NS      | $184611.24    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22116.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                 | United Rentals, Inc.                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         170 | NS      | $148100.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co. Ltd.                                 | SG Holdings Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3500 | NS      | $32170.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4126.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.               | Yangzijiang Shipbuilding Holdings Ltd.                                   | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |       30900 | NS      | $83453.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                | Nissan Motor Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |       26600 | NS      | $60800.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9079.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                         | Sysmex Corp.                                                             | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        6000 | NS      | $66885.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                              | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       39777 | NS      | $3080024.55   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                             | Tele2 AB, Class B                                                        | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        6546 | NS      | $103988.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                             | Comstock Resources, Inc.                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      302000 | PA      | $287416.12    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                              | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $284820.97    | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Russian Roubles                                      | Russian Roubles                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                             | Enel SpA                                                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $371648.18    | 0.01%             | 2028-04-16      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | MSCI Emerging Markets Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         814 | NC      | $2475526.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH Ltd.                                             | SGH Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |        2433 | NS      | $77090.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $194.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                      | CoreWeave, Inc.                                                          | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1811448.44   | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                        | CommScope LLC                                                            | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1109000 | PA      | $1105544.36   | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                             | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       21100 | NS      | $549875.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                              | KeyCorp                                                                  | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1571729.11   | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                 | Icahn Enterprises LP                                                     | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1072000 | PA      | $922007.58    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                         | Copart, Inc.                                                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       25208 | NS      | $1084196.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SFH SA                                          | BPCE SFH SA                                                              | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2251500.02   | 0.08%             | 2029-03-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials AG                              | Heidelberg Materials AG                                                  | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        1605 | NS      | $376538.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                  | EOG Resources, Inc.                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       34220 | NS      | $3621844.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                           | FHLMC UMBS, 30 Year                                                      | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2422881 | PA      | $2545963.16   | 0.09%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd.                                    | Medibank Pvt Ltd.                                                        | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |       32930 | NS      | $105095.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                | Gilead Sciences, Inc.                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       12007 | NS      | $1438318.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                             | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |       36729 | NS      | $1047146.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corp.                                          | S-Oil Corp.                                                              | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |        9886 | NS      | $497603.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group, Inc.                           | Sony Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800O7BDSU41WOZA60       | Long             | EC               | CORP              | JP        |       73700 | NS      | $74316.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16261.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                     | Goodyear Tire & Rubber Co. (The)                                         | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13909.30     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8301.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -294 | NC      | $-244543.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       24135 | NS      | $8243550.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                   | General Motors Co.                                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       15672 | NS      | $1082778.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                         | ROCKWOOL A/S, Class B                                                    | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        1156 | NS      | $39611.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                          | Givaudan SA (Registered)                                                 | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |         111 | NS      | $454727.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                               | Fortrea Holdings, Inc.                                                   | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      318000 | PA      | $305292.47    | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2860 | NS      | $1622735.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                           | Covivio SA                                                               | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |         667 | NS      | $42793.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                               | Malaysia Government Bond                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9751000 | PA      | $2243009.40   | 0.08%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                               | Antero Resources Corp.                                                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1913060.60   | 0.07%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Axis Bank Ltd.                                       | Axis Bank Ltd.                                                           | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |       65393 | NS      | $907491.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | Bank of Montreal                                                         | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     5059000 | PA      | $5334980.11   | 0.18%             | 2029-06-08      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Japan 10 Year Mini Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |         151 | NC      | $-90673.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                           | Elastic NV                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     1069000 | PA      | $1030432.83   | 0.04%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       46730 | NS      | $493924.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd.                                        | Vicinity Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       46375 | NS      | $76614.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                  | Deutsche Telekom AG (Registered)                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       41856 | NS      | $1296497.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                          | FedEx Corp.                                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        3235 | NS      | $821107.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA                                 | Telefonica Brasil SA                                                     | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |      177781 | NS      | $1066035.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                      | Danske Bank A/S                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $2394462.20   | 0.08%             | 2028-11-09      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                           | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        3288 | NS      | $858168.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Nederland Holding BV                           | Alcoa Nederland Holding BV                                               | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      492000 | PA      | $478885.25    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FirstCash, Inc.                                      | FirstCash, Inc.                                                          | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1048573.64   | 0.04%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                        | Penske Automotive Group, Inc.                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1018454.15   | 0.04%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                          | Novartis AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       22797 | NS      | $2821394.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       10600 | NS      | $323040.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1205398.41   | 0.04%             | 2030-12-06      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Dover Corp.                                          | Dover Corp.                                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        4885 | NS      | $886432.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                            | Prosus NV                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       15690 | NS      | $1084468.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                       | Axis Bank Ltd.                                                           | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |        9778 | NS      | $669568.28    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Anglo American plc                                   | Anglo American plc                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       13420 | NS      | $507714.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                          | Amrize Ltd.                                                              | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |        6118 | NS      | $316581.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                   | AerCap Holdings NV                                                       | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |       20937 | NS      | $2726834.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                          | Swedish Orphan Biovitrum AB                                              | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        2341 | NS      | $80655.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                        | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      832000 | PA      | $807830.98    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-91374.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-14CB, Class A1                       | CUSIP: 021468AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                 | ZF Europe Finance BV                                                     | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235847.91    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                              | JPMorgan Mortgage Trust, Series 2005-A8, Class 2A3                       | CUSIP: 466247YP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.51         | 0.00%             | 2035-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                 | BlueScope Steel Ltd.                                                     | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |        5245 | NS      | $78471.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow plc                                   | Barratt Redrow plc                                                       | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |       16420 | NS      | $81254.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                | FGI Operating Co. LLC, 1st Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13606 | PA      | $136.06       | 0.00%             | 2025-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Severstal PAO                                        | Severstal PAO                                                            | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       57588 | NS      | $0.06         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Keyence Corp.                                        | Keyence Corp.                                                            | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       18000 | NS      | $6680426.36   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Long Gilt                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         200 | NC      | $811618.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA           | Heidelberg Materials Finance Luxembourg SA                               | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |     1995000 | PA      | $2512394.91   | 0.09%             | 2033-11-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                     | McDonald's Corp.                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       35589 | NS      | $10620825.27  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                    | Bureau Veritas SA                                                        | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        4071 | NS      | $133783.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                       | Ingevity Corp.                                                           | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      876000 | PA      | $844105.10    | 0.03%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent LLC                                      | Rand Parent LLC                                                          | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1187000 | PA      | $1213440.43   | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                             | WESCO Distribution, Inc.                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1209000 | PA      | $1225858.24   | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                       | NCL Corp. Ltd.                                                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1320000 | PA      | $1411855.87   | 0.05%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                               | Phoenix Financial Ltd.                                                   | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |        2709 | NS      | $104288.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                            | Essity AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        7223 | NS      | $198398.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                            | Prologis Euro Finance LLC                                                | CUSIP: 74341EAU6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      694000 | PA      | $800840.30    | 0.03%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd.                                   | H World Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |      212500 | NS      | $823998.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                 | Kontoor Brands, Inc.                                                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       25542 | NS      | $2066858.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                  | Kinder Morgan, Inc.                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       20351 | NS      | $532992.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                            | SLM Corp.                                                                | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1316584.00   | 0.05%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                                  | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       18700 | NS      | $121831.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Foreign Exchange JPY/USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         373 | NC      | $-1505871.20  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                            | Vistra Operations Co. LLC                                                | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39275.03     | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Tronox, Inc.                                         | Tronox, Inc.                                                             | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $750029.44    | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Discovery Communications LLC                         | Discovery Communications LLC                                             | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      520000 | PA      | $509522.14    | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                              | Anheuser-Busch InBev SA                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |       11853 | NS      | $722763.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                            | InPost SA                                                                | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | LU        |        2998 | NS      | $37764.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                   | Bharti Airtel Ltd.                                                       | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |       16472 | NS      | $381428.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                            | Forvia SE                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      225000 | PA      | $268575.99    | 0.01%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                     | JPMorgan Prime Money Market Fund, Class Institutional                    | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   227500910 | NS      | $227591910.34 | 7.86%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1311.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                    | Yum! Brands, Inc.                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       32588 | NS      | $4503987.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                         | Hess Midstream Operations LP                                             | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      566000 | PA      | $586490.90    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tryg A/S                                             | Tryg A/S                                                                 | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        4054 | NS      | $99927.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                          | Bundesrepublik Deutschland                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3858036 | PA      | $4175286.76   | 0.14%             | 2056-08-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 82342000000 | PA      | $5128671.22   | 0.18%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co. Ltd.                          | Zijin Mining Group Co. Ltd., Class H                                     | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |      426000 | NS      | $1762368.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                       | Stora Enso OYJ, Class R                                                  | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |        6964 | NS      | $81089.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                        | Accenture plc, Class A                                                   | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        4334 | NS      | $1083933.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                              | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      589399 | NS      | $1389154.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                    | Siemens Energy AG                                                        | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        8147 | NS      | $1014996.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Polish Zloty - New                                   | Polish Zloty - New                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |        8961 | OU      | $2426.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                    | Industrivarden AB, Class A                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        1425 | NS      | $59251.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                               | Playtika Holding Corp.                                                   | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1000690.20   | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                          | APH Somerset Investor 2 LLC                                              | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1093000 | PA      | $1125790.00   | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                            | Asahi Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |       17300 | NS      | $186525.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings, Inc.                                    | KE Holdings, Inc., Class A                                               | CUSIP: N/A<br>LEI: 254900RHVY072XPAZE03       | Long             | EC               | CORP              | KY        |      195258 | NS      | $1107439.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                           | Fortum OYJ                                                               | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        5364 | NS      | $119616.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd.                             | Hindalco Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |       77281 | NS      | $737091.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp.                                             | KT Corp.                                                                 | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |       34948 | NS      | $648285.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      111411 | NS      | $6538711.59   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp.                                          | Disco Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1100 | NS      | $365291.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $77808.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                     | CVS Health Corp.                                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        7075 | NS      | $552911.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                | Silgan Holdings, Inc.                                                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       25768 | NS      | $995160.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co. Ltd.                                       | Hulic Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |        5500 | NS      | $56822.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                             | CapitaLand Ascendas                                                      | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |       46920 | NS      | $101583.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                | Evolution Mining Ltd.                                                    | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |       23943 | NS      | $169434.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                           | Hana Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       25902 | NS      | $1551751.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1511.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                        | SM Energy Co.                                                            | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1124646.04   | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                          | FinecoBank Banca Fineco SpA                                              | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        7313 | NS      | $167322.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                                   | Konami Group Corp.                                                       | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |        1200 | NS      | $199842.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                     | NCR Atleos Corp.                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1374000 | PA      | $1483816.95   | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                         | Capgemini SE                                                             | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        1952 | NS      | $300306.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                        | Entergy Corp.                                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        3455 | NS      | $331990.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                            | FMC Corp.                                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       17650 | NS      | $267750.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods Backstop Equity                          | Moran Foods Backstop Equity                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     2994931 | NS      | $2.99         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                   | Grupo Financiero Banorte SAB de CV, Class O                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       79607 | NS      | $747329.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                   | Suzuki Motor Corp.                                                       | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       18800 | NS      | $280662.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                | New Enterprise Stone & Lime Co., Inc.                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     1051000 | PA      | $1046393.57   | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SGUS LLC                                             | SGUS LLC                                                                 | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         417 | PA      | $359.67       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Bumrungrad Hospital PCL                              | Bumrungrad Hospital PCL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |       94000 | NS      | $498947.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                | MINEBEA MITSUMI, Inc.                                                    | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |        4400 | NS      | $86960.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                             | SCREEN Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |        1000 | NS      | $94797.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                   | TriNet Group, Inc.                                                       | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $978520.32    | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33034.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                        | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      209161 | NS      | $2928139.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                 | Schindler Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         281 | NS      | $94989.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co. Ltd.                  | Henderson Land Development Co. Ltd.                                      | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |       17000 | NS      | $59801.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Finance Europe BV                              | Bunge Finance Europe BV                                                  | CUSIP: N/A<br>LEI: 549300BIPDLRC1B3OO64       | Long             | DBT              | CORP              | NL        |     2350000 | PA      | $2589219.20   | 0.09%             | 2028-09-24      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                             | L E Lundbergforetagen AB, Class B                                        | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |         909 | NS      | $48652.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group plc                                     | Spirax Group plc                                                         | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         880 | NS      | $82080.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                          | Shin-Etsu Chemical Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      114100 | NS      | $3429725.38   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5215.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                         | Porsche Automobil Holding SE (Preference)                                | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EC               | CORP              | DE        |        1831 | NS      | $72751.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                      | Inter-American Development Bank                                          | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | CA        |      614000 | PA      | $439757.17    | 0.02%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                            | New Fortress Energy, Inc.                                                | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     2099000 | PA      | $309602.50    | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       37447 | NS      | $640598.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment, Inc.           | Advanced Micro-Fabrication Equipment, Inc., Class A                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       16793 | NS      | $658805.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                     | Fortune Brands Innovations, Inc.                                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        3425 | NS      | $173990.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                               | UCB SA                                                                   | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        1516 | NS      | $389827.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                      | MakeMyTrip Ltd.                                                          | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |        3884 | NS      | $310720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                           | L'Oreal SA                                                               | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        2883 | NS      | $1203108.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2745.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                           | Axalta Coating Systems LLC                                               | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142712.33    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Wise plc                                             | Wise plc, Class A                                                        | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |        7966 | NS      | $101295.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                           | Bollore SE                                                               | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |        8462 | NS      | $47119.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3459.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                | Auto Trader Group plc                                                    | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |       10513 | NS      | $107853.81    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Continental AG                                       | Continental AG                                                           | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        1315 | NS      | $100481.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                             | CVC Capital Partners plc                                                 | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |        2542 | NS      | $42455.49     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                               | Chart Industries, Inc.                                                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1473000 | PA      | $1536193.17   | 0.05%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                 | EURO                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     1537110 | OU      | $1771749.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                        | British Pound                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      176126 | OU      | $231376.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                             | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $248062.12    | 0.01%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Kingfisher plc                                       | Kingfisher plc                                                           | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       21048 | NS      | $85361.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       27723 | NS      | $4961862.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                    | Isuzu Motors Ltd.                                                        | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        6400 | NS      | $78529.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        7233 | NS      | $1329931.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                        | Cencora, Inc.                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        9457 | NS      | $3194669.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Bobl                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -209 | NC      | $-140720.04   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Porto Seguro SA                                      | Porto Seguro SA                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       58068 | NS      | $518083.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1188.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2554.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S                                                         | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        7142 | NS      | $353243.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS Group AG                                         | UBS Group AG                                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1850000 | PA      | $2375265.49   | 0.08%             | 2029-03-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                  | Medline Borrower LP                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1963000 | PA      | $1955530.00   | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Reddit, Inc.                                         | Reddit, Inc., Class A                                                    | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |        5725 | NS      | $1196238.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       28370 | NS      | $1936252.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                | Woolworths Group Ltd.                                                    | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     1534000 | PA      | $1654784.27   | 0.06%             | 2028-11-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| MTN Group Ltd.                                       | MTN Group Ltd.                                                           | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |       89958 | NS      | $898727.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                          | Bouygues SA                                                              | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        2295 | NS      | $103592.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                            | Howard Hughes Corp. (The)                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      485000 | PA      | $466146.93    | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     2000000 | PA      | $2423317.35   | 0.08%             | 2029-07-23      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Zijin Gold International Co. Ltd.                    | Zijin Gold International Co. Ltd.                                        | CUSIP: N/A<br>LEI: 254900FINUJR4MZ8A417       | Long             | EC               | CORP              | HK        |        8838 | NS      | $149450.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -67 | NC      | $-41104.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                           | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1728854.87   | 0.06%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc.                                                  | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1190922.60   | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                        | Starwood Property Trust, Inc.                                            | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      332000 | PA      | $345297.93    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Land Securities Group plc                            | Land Securities Group plc                                                | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        8462 | NS      | $69156.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                           | Packaging Corp. of America                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        2152 | NS      | $421275.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                           | Boliden AB                                                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        3399 | NS      | $152419.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66131.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                             | EquipmentShare.com, Inc.                                                 | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     1276000 | PA      | $1285621.04   | 0.04%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                 | IHO Verwaltungs GmbH                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      220000 | PA      | $269070.14    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                       | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      766000 | PA      | $761492.54    | 0.03%             | 2033-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       97121 | NS      | $747687.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                              | Burlington Stores, Inc.                                                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       11999 | NS      | $3282806.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                            | Repsol SA                                                                | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       13879 | NS      | $254670.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                              | Texas Instruments, Inc.                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        8172 | NS      | $1319451.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                      | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      741000 | PA      | $739035.53    | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                          | Swiss Re AG                                                              | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        3583 | NS      | $654262.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                | Claire's Stores, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         359 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ferrari NV                                           | Ferrari NV                                                               | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        1511 | NS      | $605096.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                       | Dcli Bidco LLC                                                           | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      591000 | PA      | $600706.69    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Travel + Leisure Co.                                 | Travel + Leisure Co.                                                     | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26286.18     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                    | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      630000 | PA      | $654206.37    | 0.02%             | 2032-05-24      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Bridgestone Corp.                                    | Bridgestone Corp.                                                        | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        6800 | NS      | $296854.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                              | SSE plc                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |       13269 | NS      | $334283.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                               | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2048.25      | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        2921 | NS      | $760657.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                           | Verbund AG                                                               | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |         814 | NS      | $62824.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                    | InterContinental Hotels Group plc                                        | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |        1762 | NS      | $212545.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                             | Rolls-Royce Holdings plc                                                 | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      101371 | NS      | $1559979.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                         | ROBLOX Corp.                                                             | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1334000 | PA      | $1276469.58   | 0.04%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                              | Volkswagen Leasing GmbH                                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      150000 | PA      | $159656.43    | 0.01%             | 2029-07-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.         | Fidelity National Information Services, Inc.                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       53799 | NS      | $3363513.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                            | Mitsubishi Electric Corp.                                                | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       22800 | NS      | $647351.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                          | Garmin Ltd.                                                              | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        4759 | NS      | $1018140.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                | Churchill Downs, Inc.                                                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      670000 | PA      | $672059.58    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hannover Rueck SE                                    | Hannover Rueck SE                                                        | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         723 | NS      | $206400.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                            | H & M Hennes & Mauritz AB, Class B                                       | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        6773 | NS      | $127915.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-873.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                           | BIM Birlesik Magazalar A/S                                               | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |       97661 | NS      | $1250646.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                            | Xero Ltd.                                                                | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        1974 | NS      | $186750.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                              | Singapore Exchange Ltd.                                                  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |       10300 | NS      | $133648.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                         | DNB Bank ASA                                                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       10631 | NS      | $271360.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                         | Twilio, Inc.                                                             | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $987426.26    | 0.03%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                             | Banco Santander Totta SA                                                 | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     3600000 | PA      | $4267219.04   | 0.15%             | 2031-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Lamar Advertising Co.                                | Lamar Advertising Co., Class A                                           | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        3382 | NS      | $401071.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                  | Hilcorp Energy I LP                                                      | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1310046.05   | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1367.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp.                       | New South Wales Treasury Corp.                                           | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     5585000 | PA      | $3642060.25   | 0.13%             | 2035-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MTU Aero Engines AG                                  | MTU Aero Engines AG                                                      | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         644 | NS      | $281444.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp.                                         | Makita Corp.                                                             | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |        2700 | NS      | $81624.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                            | NTPC Ltd.                                                                | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |      293206 | NS      | $1112129.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                        | Murata Manufacturing Co. Ltd.                                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       20000 | NS      | $431218.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                         | Phinia, Inc.                                                             | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      977000 | PA      | $1007885.90   | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                       | Sumitomo Metal Mining Co. Ltd.                                           | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |        3000 | NS      | $98137.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                         | Klepierre SA                                                             | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |        2573 | NS      | $98331.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co. Ltd.                    | Yuanta Financial Holding Co. Ltd.                                        | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               | CORP              | TW        |      663093 | NS      | $742428.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                         | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       16013 | NS      | $1568322.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     1900000 | PA      | $2378383.99   | 0.08%             | 2031-07-04      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                      | Jefferies Financial Group, Inc.                                          | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        8921 | NS      | $471296.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                               | CyberArk Software Ltd.                                                   | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |         573 | NS      | $298406.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                          | Caesars Entertainment, Inc.                                              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1986842.59   | 0.07%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                    | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    37330000 | PA      | $43687103.65  | 1.51%             | 2030-07-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| ASR Nederland NV                                     | ASR Nederland NV                                                         | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        1876 | NS      | $125201.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      137763 | NS      | $10370277.83  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust               | CapitaLand Integrated Commercial Trust                                   | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |       70012 | NS      | $127281.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benteler International AG                            | Benteler International AG                                                | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |      230000 | PA      | $282257.28    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Merck KGaA                                           | Merck KGaA                                                               | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |        1550 | NS      | $203040.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                            | United Overseas Bank Ltd.                                                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       15100 | NS      | $401621.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd.                             | Mahindra & Mahindra Ltd.                                                 | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |       59507 | NS      | $2336725.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-86164.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                         | Banco Comercial Portugues SA, Class R                                    | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |       99679 | NS      | $87986.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                            | APA Group                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       15598 | NS      | $93680.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                 | Smurfit WestRock plc                                                     | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        6853 | NS      | $253012.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                     | Cloudflare, Inc., Class A                                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        3301 | NS      | $836143.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                            | Aviva plc                                                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       36657 | NS      | $322189.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                   | Origin Energy Ltd.                                                       | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       20599 | NS      | $165076.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                             | Palo Alto Networks, Inc.                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       10742 | NS      | $2365818.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG (Registered)                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       22194 | NS      | $794549.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                       | Carnival Corp.                                                           | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1976000 | PA      | $2005640.00   | 0.07%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC                                         | Acrisure LLC                                                             | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1171000 | PA      | $1124164.10   | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                        | Equinix, Inc.                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        4527 | NS      | $3829887.27   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                 | Henkel AG & Co. KGaA (Preference)                                        | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        1923 | NS      | $155787.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                              | Civitas Resources, Inc.                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $1108660.08   | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust, Series 2025-3, Class C           | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      313000 | PA      | $313511.88    | 0.01%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                               | HLF Financing SARL LLC                                                   | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      396000 | PA      | $347530.59    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $433.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer plc                                        | Synthomer plc                                                            | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      230000 | PA      | $230726.10    | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hensoldt AG                                          | Hensoldt AG                                                              | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |         762 | NS      | $81227.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Linde plc                                            | Linde plc                                                                | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       16101 | NS      | $6735048.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                         | Hess Midstream Operations LP                                             | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      773000 | PA      | $752888.70    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group                                    | Jane Street Group                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      389000 | PA      | $378016.74    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Toyota Industries Corp.                              | Toyota Industries Corp.                                                  | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |        2000 | NS      | $217404.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries plc                               | Melrose Industries plc                                                   | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |       15249 | NS      | $125622.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG (Registered)                      | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           1 | NS      | $153185.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                   | Best Buy Co., Inc.                                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        5463 | NS      | $448730.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                | EMS-Chemie Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |          84 | NS      | $57534.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                    | Hillenbrand, Inc.                                                        | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      592000 | PA      | $608207.78    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer