# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0002071691-26-015574
**Filing Date:** 2026-6
**Character Count:** 453850
**Document Hash:** e6d6eefbba9fefeded8fc643c9a59cc9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015574.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0002071691-26-015574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XV
- **CENTRAL INDEX KEY:** 0000764719

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 261132305

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT LIMITED MATURITY FUND /MA/
- **DATE OF NAME CHANGE:** 19930623

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM ACCOUNT
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Global Alternative Strategy Fund (Series ID: S000019515)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000054207 | A            | DVRAX           |
| C000054208 | R4           | DVRKX           |
| C000054209 | R6           | DVRLX           |
| C000054210 | B            | DVRBX           |
| C000054211 | C            | DVRCX           |
| C000054212 | I            | DVRIX           |
| C000054214 | R1           | DVRFX           |
| C000054216 | R2           | DVRHX           |
| C000054217 | R3           | DVRJX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust XV

- **b. Investment Company Act file number:** 811-04253

- **c. CIK number of Registrant:** 0000764719

- **d. LEI of Registrant:** 549300YI4S4U2N712160

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Global Alternative Strategy Fund

- **b. EDGAR series identifier (if any):** S000019515

- **c. LEI of Series:** ZT4WGKSWKFKB4CI0QU32

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $218122395.16

**Total Liabilities:** $1248228.19

**Net Assets:** $216874166.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -87.12563470 | **1-Year:** -1747.17003170 | **5-Year:** -8293.30729540 | **10-Year:** -11935.02438850 | **30-Year:** -6061.51317470

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

- **3-Month:** -1.36837310 | **1-Year:** -72.68301830 | **5-Year:** -168.35265540 | **10-Year:** -263.24240020 | **30-Year:** -136.33366680

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054207 | 1.11%                | -2.07%               | 0.91%                |
| Class ID C000054208 | 1.17%                | -2.11%               | 0.98%                |
| Class ID C000054209 | 1.17%                | -2.04%               | 0.90%                |
| Class ID C000054210 | 1.14%                | -2.18%               | 0.86%                |
| Class ID C000054211 | 1.07%                | -2.19%               | 0.87%                |
| Class ID C000054212 | 1.18%                | -2.05%               | 0.91%                |
| Class ID C000054214 | 1.02%                | -2.16%               | 0.88%                |
| Class ID C000054216 | 1.12%                | -2.15%               | 0.92%                |
| Class ID C000054217 | 1.18%                | -2.13%               | 0.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1324255.75              | $2282777.27                                |
| Month 2  | $940791.05               | $-14275465.05                              |
| Month 3  | $558271.35               | $12986695.59                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp.                                           | AGCO Corp.                                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      7643 | NS      | $924955.86    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas, Inc.                                      | AEP Texas, Inc.                                                            | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180696.83    | 0.08%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    163000 | PA      | $153412.03    | 0.07%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                             | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68108.93     | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                      | AES Corp. (The)                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     13129 | NS      | $189714.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $208969.90    | 0.10%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                            | Corebridge Global Funding                                                  | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112004.26    | 0.05%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     81000 | PA      | $79472.78     | 0.04%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                              | APA Infrastructure Ltd.                                                    | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     43000 | PA      | $42201.56     | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4128 | NS      | $374781.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                        | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191306.74    | 0.09%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    198000 | PA      | $192089.18    | 0.09%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78771.09     | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                               | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74316.08     | 0.03%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                         | ACADIA Pharmaceuticals, Inc.                                               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1458 | NS      | $32732.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                  | Acadia Realty Trust                                                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      2711 | NS      | $58611.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                  | ACI Worldwide, Inc.                                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1143 | NS      | $49400.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                       | Adaptive Biotechnologies Corp.                                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      2573 | NS      | $36279.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                        | Adani Electricity Mumbai Ltd.                                              | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $188306.14    | 0.09%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Adobe, Inc.                                          | Adobe, Inc.                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2120 | NS      | $521732.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista, Inc.                                        | Covista, Inc.                                                              | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       593 | NS      | $68325.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                      | Advanced Drainage Systems, Inc.                                            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       273 | NS      | $40745.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                     | Advanced Energy Industries, Inc.                                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       597 | NS      | $229194.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aevex Corp.                                          | Aevex Corp., Class A                                                       | CUSIP: 00835T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $23685.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                           | Agilent Technologies, Inc.                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2041 | NS      | $235837.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1188 | NS      | $223593.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                            | Akamai Technologies, Inc.                                                  | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       147 | NS      | $15138.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                               | Alaska Air Group, Inc.                                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1649 | NS      | $64492.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                           | Albany International Corp., Class A                                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1084 | NS      | $62915.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                      | Albemarle Corp.                                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       466 | NS      | $91662.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                | Albertsons Cos., Inc., Class A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2874 | NS      | $48426.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                                        | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198796.83    | 0.09%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp.                                  | Alcon Finance Corp.                                                        | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185130.37    | 0.09%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                    | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34999.12     | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98961.03     | 0.05%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Alkami Technology, Inc.                              | Alkami Technology, Inc.                                                    | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      1661 | NS      | $26210.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings, Inc.                      | Alliance Laundry Holdings, Inc.                                            | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1577 | NS      | $40008.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                 | Alliant Energy Corp.                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1647 | NS      | $120939.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                 | Allstate Corp. (The)                                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       838 | NS      | $182063.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class C                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4043 | NS      | $1544183.42   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc., Class A                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     10054 | NS      | $3868779.20   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                   | Altria Group, Inc.                                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     16717 | NS      | $1214490.05   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10868 | NS      | $2880672.08   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                     | Amazon.com, Inc.                                                           | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190336.40    | 0.09%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cranswick plc                                        | Cranswick plc                                                              | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |      1294 | NS      | $94907.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                              | DCC plc                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1929 | NS      | $145945.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1363 | NS      | $440317.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                             | American Homes 4 Rent LP                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    217000 | PA      | $214812.13    | 0.10%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       837 | NS      | $62607.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147661.34    | 0.07%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                   | American International Group, Inc.                                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46456.30     | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      2600 | NS      | $152678.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        87 | NS      | $15895.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    101000 | PA      | $72985.90     | 0.03%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91588.57     | 0.04%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                 | American Tower Corp.                                                       | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117290.09    | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                  | American Transmission Systems, Inc.                                        | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $85158.05     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                        | Cencora, Inc.                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       176 | NS      | $54209.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                           | Ameriprise Financial, Inc.                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1595 | NS      | $757290.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                         | AMETEK, Inc.                                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       370 | NS      | $87135.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                       | Amphenol Corp., Class A                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2571 | NS      | $378631.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies, Inc.                           | Amprius Technologies, Inc.                                                 | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2248 | NS      | $47342.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                 | Analog Devices, Inc.                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2365 | NS      | $951344.90    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-13, Class A1                         | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |     75348 | PA      | $75641.49     | 0.03%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2025-3, Class A1                          | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    141871 | PA      | $142378.62    | 0.07%             | 2070-03-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                 | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    347000 | PA      | $338707.16    | 0.16%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Annexon, Inc.                                        | Annexon, Inc.                                                              | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2187 | NS      | $12837.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                               | Antero Resources Corp.                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2757 | NS      | $108239.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                | Elevance Health, Inc.                                                      | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84251.51     | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                            | APA Corp.                                                                  | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38388.22     | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                            | APA Corp.                                                                  | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68474.42     | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     18857 | NS      | $5116846.95   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                          | Apple, Inc.                                                                | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    192000 | PA      | $117534.38    | 0.05%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                              | Applied Materials, Inc.                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2112 | NS      | $833162.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                       | AppLovin Corp., Class A                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       598 | NS      | $266917.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                              | Aramark                                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     18394 | NS      | $840421.86    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                        | ArcBest Corp.                                                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       264 | NS      | $33678.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                | Ares Management Corp.                                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       715 | NS      | $83941.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDN Mortgage Trust                                  | ARDN Mortgage Trust, Series 2025-ARCP, Class A                             | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115214.57    | 0.05%             | 2035-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Arista Networks, Inc.                                | Arista Networks, Inc.                                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       420 | NS      | $72538.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                              | Arrow Electronics, Inc.                                                    | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    147000 | PA      | $151501.73    | 0.07%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    106000 | PA      | $114314.11    | 0.05%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                             | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150905.82    | 0.07%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arxis, Inc.                                          | Arxis, Inc., Class A                                                       | CUSIP: 04339D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $25655.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                        | Ashland, Inc.                                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1975 | NS      | $105188.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                | Ashtead Capital, Inc.                                                      | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202905.15    | 0.09%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Assurant, Inc.                                       | Assurant, Inc.                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       321 | NS      | $75842.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                   | Atmos Energy Corp.                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       339 | NS      | $64403.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies, Inc.                  | Atmus Filtration Technologies, Inc.                                        | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $46789.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                       | AtriCure, Inc.                                                             | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      1087 | NS      | $30555.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Augusta SpinCo Corp.                                 | Augusta SpinCo Corp.                                                       | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $76625.53     | 0.04%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                 | Augusta SpinCo Corp.                                                       | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83659.82     | 0.04%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                       | Autodesk, Inc.                                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       777 | NS      | $184149.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                       | AutoZone, Inc.                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        66 | NS      | $244465.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                 | Avery Dennison Corp.                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       294 | NS      | $48195.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                         | Avient Corp.                                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1436 | NS      | $53246.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    131000 | PA      | $129490.02    | 0.06%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $111061.66    | 0.05%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                         | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    109000 | PA      | $106346.23    | 0.05%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                | Axon Enterprise, Inc.                                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       351 | NS      | $141017.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                    | BAT Capital Corp.                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $119401.37    | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                   | BJ's Wholesale Club Holdings, Inc.                                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       847 | NS      | $79524.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group plc                             | Howden Joinery Group plc                                                   | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |      8094 | NS      | $86129.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                               | BWX Technologies, Inc.                                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       568 | NS      | $122909.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                     | Baker Hughes Co.                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $59358.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                      | BancFirst Corp.                                                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       361 | NS      | $40291.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                    | Banco Bradesco SA                                                          | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     22638 | NS      | $87835.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1440 | NS      | $76982.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165224.53    | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    248000 | PA      | $225035.09    | 0.10%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216080.01    | 0.10%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                      | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    243000 | PA      | $254858.09    | 0.12%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                  | Bank of New York Mellon Corp. (The)                                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5376 | NS      | $722373.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bacardi Ltd.                                         | Bacardi Ltd.                                                               | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    286000 | PA      | $265834.42    | 0.12%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                           | Baxter International, Inc.                                                 | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38597.20     | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                           | Baxter International, Inc.                                                 | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54026.88     | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                        | Rio Tinto plc                                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      1079 | NS      | $107886.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                               | Becton Dickinson & Co.                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      3259 | NS      | $485721.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                                       | Bel Fuse, Inc., Class B                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       216 | NS      | $59581.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                         | Belden, Inc.                                                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       295 | NS      | $33181.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                             | Benchmark Mortgage Trust, Series 2021-B27, Class XA                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177633 | PA      | $51266.03     | 0.02%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17272.77     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Beacon Financial Corp.                               | Beacon Financial Corp.                                                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1746 | NS      | $49813.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bermuda                                              | Bermuda Government Bond                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $200640.00    | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Billiontoone, Inc.                                   | Billiontoone, Inc., Class A                                                | CUSIP: 090168105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $13133.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions, Inc.                              | BioLife Solutions, Inc.                                                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      2765 | NS      | $58286.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                         | Biogen, Inc.                                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       215 | NS      | $40695.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                     | Bio-Techne Corp.                                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     10520 | NS      | $581966.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                          | BioNTech SE                                                                | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |       257 | NS      | $26586.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                   | Smith & Nephew plc                                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |      8352 | NS      | $129066.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Rock Coffee Bar, Inc.                          | Black Rock Coffee Bar, Inc., Class A                                       | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1543 | NS      | $18948.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackstone Secured Lending Fund                      | Blackstone Secured Lending Fund                                            | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87785.18     | 0.04%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                   | Bloom Energy Corp., Class A                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       350 | NS      | $99176.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group plc (The)                                 | Weir Group plc (The)                                                       | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      1855 | NS      | $67583.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group plc                      | Babcock International Group plc                                            | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |      2970 | NS      | $44388.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp.                            | Blueprint Medicines Corp., CVR                                             | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | Long             |  | CORP              | US        |       101 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2801 | NS      | $641513.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       883 | NS      | $63752.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    349000 | PA      | $340084.13    | 0.16%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                     | Boeing Co. (The)                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84342.33     | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                               | Booking Holdings, Inc.                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2884 | NS      | $485550.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                      | AstraZeneca plc                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      4768 | NS      | $906493.37    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                            | Booz Allen Hamilton, Inc.                                                  | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116893.36    | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                       | Boston Gas Co.                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    193000 | PA      | $202041.89    | 0.09%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                       | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126165.90    | 0.06%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                              | Boston Scientific Corp.                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       538 | NS      | $30994.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                            | Box, Inc., Class A                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2648 | NS      | $64081.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                     | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    169000 | PA      | $106686.41    | 0.05%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                             | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     22515 | NS      | $1364183.85   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                         | Brixmor Property Group, Inc.                                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      2456 | NS      | $73901.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3310 | NS      | $1381693.30   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91745.23     | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119017.97    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130770.17    | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                       | Broadcom, Inc.                                                             | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84502.71     | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.                      | Brookfield Infrastructure Corp., Class A                                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |       973 | NS      | $36001.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                         | Azenta, Inc.                                                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      3743 | NS      | $91965.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       590 | NS      | $35488.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49896.36     | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                  | Brown & Brown, Inc.                                                        | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25850.85     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                   | Brown-Forman Corp., Class B                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1337 | NS      | $34454.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                      | Brunswick Corp.                                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      5704 | NS      | $453182.80    | 0.21%             |  |  |  | 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      | $-12772.66    | -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      | $6293.14      | 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      | $11172.48     | 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      | $146415.67    | 0.07%             |  |  |  | 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      | $4549.17      | 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      | $-31409.99    | -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      | $-7722.18     | -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      | $12231.94     | 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      | $30571.07     | 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      | $2151.47      | 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      | $1921.87      | 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      | $332058.33    | 0.15%             |  |  |  | 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      | $-16250.99    | -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      | $360352.11    | 0.17%             |  |  |  | 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      | $363377.05    | 0.17%             |  |  |  | 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      | $-212719.39   | -0.10%            |  |  |  | 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      | $33292.29     | 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      | $1169.45      | 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      | $17816.77     | 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      | $6773.73      | 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      | $4708.21      | 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      | $-1904.33     | -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      | $113785.78    | 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      | $-12237.64    | -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      | $20723.36     | 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      | $22996.18     | 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      | $-17109.77    | -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      | $16818.86     | 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      | $45185.18     | 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      | $-3236.63     | -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      | $25914.51     | 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      | $10867.05     | 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      | $2235.53      | 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      | $-30159.54    | -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      | $30363.59     | 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      | $-55064.52    | -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      | $35126.26     | 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      | $-97.82       | -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      | $-25647.23    | -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      | $-11356.45    | -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      | $-2538.16     | -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      | $-904.91      | -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      | $-10344.66    | -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      | $30232.63     | 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      | $-15642.49    | -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      | $-1288.58     | -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      | $11082.76     | 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      | $-118.95      | -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      | $-5296.60     | -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      | $634.07       | 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      | $-16194.84    | -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      | $-4967.16     | -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      | $2784.95      | 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      | $4130.59      | 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      | $-123.34      | -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      | $1761.85      | 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      | $-1585.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                           | Builders FirstSource, Inc.                                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       311 | NS      | $24596.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $180731.64    | 0.08%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                     | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $63592.07     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                              | Burlington Stores, Inc.                                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       750 | NS      | $240007.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                     | CBRE Group, Inc., Class A                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1323 | NS      | $188831.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101228.43    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                  | CBRE Services, Inc.                                                        | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50701.10     | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.             | CCC Intelligent Solutions Holdings, Inc.                                   | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10420 | NS      | $54600.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                            | CDW Corp.                                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       294 | NS      | $40251.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                    | Cigna Group (The)                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4448 | NS      | $1292499.84   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                      | CME Group, Inc.                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       177 | NS      | $50944.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                     | CMS Energy Corp.                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1101 | NS      | $84490.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                           | CNH Industrial Capital LLC                                                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97133.66     | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVB Financial Corp.                                  | CVB Financial Corp.                                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3143 | NS      | $64022.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63269.54     | 0.03%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                             | CACI International, Inc., Class A                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       249 | NS      | $129365.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                         | Cadence Design Systems, Inc.                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       632 | NS      | $208300.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $218563.71    | 0.10%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                           | California Resources Corp.                                                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       905 | NS      | $61775.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                                 | Campbell's Co. (The)                                                       | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       881 | NS      | $18315.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Pacific Railway Co.                         | Canadian Pacific Railway Co.                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $154404.56    | 0.07%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Caris Life Sciences, Inc.                            | Caris Life Sciences, Inc.                                                  | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       579 | NS      | $11001.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      3438 | NS      | $172140.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                            | Carlyle Group, Inc. (The)                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    204000 | PA      | $197170.97    | 0.09%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                          | Carvana Co.                                                                | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       510 | NS      | $201858.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                    | Caterpillar, Inc.                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       299 | NS      | $266142.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                               | Cathay General Bancorp                                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1393 | NS      | $78049.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Finance Co. SA                               | Cellnex Finance Co. SA                                                     | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $156530.07    | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                        | Centene Corp.                                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      5091 | NS      | $273335.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                             | CenterPoint Energy, Inc.                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1814 | NS      | $79181.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central BanCo, Inc.                                  | Central BanCo, Inc.                                                        | CUSIP: 152413100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2147 | NS      | $58011.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ceribell, Inc.                                       | Ceribell, Inc.                                                             | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1232 | NS      | $24837.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology, Inc.                                    | CG oncology, Inc.                                                          | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $21890.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.       | Charles River Laboratories International, Inc.                             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1078 | NS      | $179993.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71736.98     | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $83932.86     | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                 | Charter Communications Operating LLC                                       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $41458.43     | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                         | Chefs' Warehouse, Inc. (The)                                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      2202 | NS      | $170875.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                   | Chemours Co. (The)                                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      1093 | NS      | $29456.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                          | Cheniere Energy Partners LP                                                | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156158.57    | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                | Cheniere Energy, Inc.                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1710 | NS      | $470164.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                  | Expand Energy Corp.                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1497 | NS      | $152918.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                          | Ciena Corp.                                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       305 | NS      | $160911.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities Global Holdings LLC               | Citadel Securities Global Holdings LLC                                     | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246715.90    | 0.11%             | 2036-03-27      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     14006 | NS      | $1792487.88   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                     | Cloudflare, Inc., Class A                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       786 | NS      | $161106.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                             | Cogent Biosciences, Inc.                                                   | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1173 | NS      | $41981.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                 | Cognizant Technology Solutions Corp., Class A                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1039 | NS      | $54963.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                       | Coherent Corp.                                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1211 | NS      | $387168.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                | Colgate-Palmolive Co.                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      9372 | NS      | $799993.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                       | Collegium Pharmaceutical, Inc.                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      2901 | NS      | $97850.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                             | COLT Mortgage Loan Trust, Series 2024-6, Class A1                          | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     70536 | PA      | $70771.75     | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Columbia Banking System, Inc.                        | Columbia Banking System, Inc.                                              | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      4155 | NS      | $122988.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                   | Columbia Pipelines Holding Co. LLC                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22073.61     | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $80968.61     | 0.04%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                 | Columbia Pipelines Operating Co. LLC                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $113124.07    | 0.05%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Columbia Sportswear Co.                              | Columbia Sportswear Co.                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1255 | NS      | $76454.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                            | Comfort Systems USA, Inc.                                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       206 | NS      | $379091.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                              | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    184000 | PA      | $161482.30    | 0.07%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                     | Comision Federal de Electricidad                                           | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197476.00    | 0.09%             | 2034-01-28      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                              | Agnico Eagle Mines Ltd.                                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1849 | NS      | $347693.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CommonSpirit Health                                  | CommonSpirit Health                                                        | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62865.92     | 0.03%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                             | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $192076.27    | 0.09%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                             | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $152666.06    | 0.07%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.                | Concentra Group Holdings Parent, Inc.                                      | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2372 | NS      | $53298.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3942 | NS      | $495824.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                              | Cooper Cos., Inc. (The)                                                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       491 | NS      | $30883.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      1962 | NS      | $54033.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86489.11     | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                           | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    149000 | PA      | $124132.07    | 0.06%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Core Natural Resources, Inc.                         | Core Natural Resources, Inc.                                               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       422 | NS      | $37870.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                        | Corning, Inc.                                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       592 | NS      | $97230.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45385.37     | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                           | COPT Defense Properties LP                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79483.87     | 0.04%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corsair Gaming, Inc.                                 | Corsair Gaming, Inc.                                                       | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      5510 | NS      | $37412.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                        | Corteva, Inc.                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4415 | NS      | $357659.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                   | CoStar Group, Inc.                                                         | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       665 | NS      | $23015.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                             | Cousins Properties, Inc.                                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      1907 | NS      | $48838.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                            | Crane Co.                                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       296 | NS      | $52608.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                           | Crowdstrike Holdings, Inc., Class A                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       841 | NS      | $374875.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                   | Crown Castle, Inc.                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99919.35     | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                        | Cummins, Inc.                                                              | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48369.43     | 0.02%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp.                                 | Curtiss-Wright Corp.                                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       489 | NS      | $352177.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                   | Cytokinetics, Inc.                                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       662 | NS      | $42348.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                       | DTE Energy Co.                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1089 | NS      | $165190.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International, Inc.                          | Finning International, Inc.                                                | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      1205 | NS      | $88249.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1234 | NS      | $220824.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                        | Danaher Corp.                                                              | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    232000 | PA      | $138078.37    | 0.06%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                             | Darden Restaurants, Inc.                                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       219 | NS      | $43922.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                        | Datadog, Inc., Class A                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       411 | NS      | $54330.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                | Delta Air Lines, Inc.                                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       896 | NS      | $60919.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151256.90    | 0.07%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149529.62    | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       441 | NS      | $90682.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                          | Dick's Sporting Goods, Inc.                                                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    192000 | PA      | $136298.79    | 0.06%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Digi International, Inc.                             | Digi International, Inc.                                                   | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       940 | NS      | $52677.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    148000 | PA      | $121461.95    | 0.06%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                      | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     93000 | PA      | $66401.29     | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                 | Dollar General Corp.                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2319 | NS      | $268725.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7111 | NS      | $458659.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                                  | Donaldson Co., Inc.                                                        | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1757 | NS      | $154914.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                     | DraftKings, Inc., Class A                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      3350 | NS      | $78122.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                                       | Ducommun, Inc.                                                             | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       175 | NS      | $24837.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3984 | NS      | $516127.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                            | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58194.36     | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60639.23     | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                              | Duke Energy Florida LLC                                                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156853.78    | 0.07%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                              | DuPont de Nemours, Inc.                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       920 | NS      | $42007.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                       | Doximity, Inc., Class A                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1945 | NS      | $47535.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                                     | Dutch Bros, Inc., Class A                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $60270.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                  | EOG Resources, Inc.                                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3047 | NS      | $428316.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                            | EQT Corp.                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       287 | NS      | $17242.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA Finance LLC                                 | ERAC USA Finance LLC                                                       | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116737.06    | 0.05%             | 2031-04-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                 | ERAC USA Finance LLC                                                       | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86781.42     | 0.04%             | 2036-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| East West Bancorp, Inc.                              | East West Bancorp, Inc.                                                    | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      1039 | NS      | $131402.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                             | Eastern Bankshares, Inc.                                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      3253 | NS      | $65808.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                      | Eastern Energy Gas Holdings LLC                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $144212.03    | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                 | Eastman Chemical Co.                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       812 | NS      | $59349.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp.                                          | Eaton Corp.                                                                | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197010.52    | 0.09%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                       | EchoStar Corp., Class A                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       526 | NS      | $64771.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Edison International                                 | Edison International                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      7684 | NS      | $533961.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $138649.58    | 0.06%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                       | Element Fleet Management Corp.                                             | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $99040.57     | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions, Inc.                              | Element Solutions, Inc.                                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      5375 | NS      | $228921.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd.                                  | Teck Resources Ltd., Class B                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      3178 | NS      | $185530.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1479 | NS      | $159327.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                    | EMCOR Group, Inc.                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       432 | NS      | $385201.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                 | Emerson Electric Co.                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       275 | NS      | $38621.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    156000 | PA      | $147282.28    | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                        | ENEL Finance International NV                                              | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $361436.73    | 0.17%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                       | Entegris, Inc.                                                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       529 | NS      | $74790.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                    | Enterprise Products Operating LLC                                          | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163852.20    | 0.08%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                               | Envista Holdings Corp.                                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      1716 | NS      | $44513.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                             | Equitable Holdings, Inc.                                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     15295 | NS      | $645449.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                    | Equity LifeStyle Properties, Inc.                                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1004 | NS      | $63543.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                           | Esab Corp.                                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       646 | NS      | $63482.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.              | Essential Properties Realty Trust, Inc.                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      1954 | NS      | $61414.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                           | Essex Property Trust, Inc.                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       212 | NS      | $55800.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                         | Evergy, Inc.                                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       574 | NS      | $47550.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156799.64    | 0.07%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                          | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56165.56     | 0.03%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                            | Extra Space Storage, Inc.                                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $73958.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                    | Exxon Mobil Corp.                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4630 | NS      | $714547.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                 | Meta Platforms, Inc., Class A                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2847 | NS      | $1742107.77   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     99000 | PA      | $92653.41     | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $64915.50     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                      | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $135691.39    | 0.06%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     27554 | NS      | $160915.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                          | FedEx Corp.                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       140 | NS      | $56463.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       402 | NS      | $107619.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                           | Ferguson Enterprises, Inc.                                                 | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249521.57    | 0.12%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.         | Fidelity National Information Services, Inc.                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1015 | NS      | $47227.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                   | Intertek Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      2257 | NS      | $146638.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3308 | NS      | $167914.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                        | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    232000 | PA      | $228504.31    | 0.11%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Burberry Group plc                                   | Burberry Group plc                                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      1437 | NS      | $22722.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                 | First Hawaiian, Inc.                                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2807 | NS      | $76574.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                    | First Interstate BancSystem, Inc., Class A                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      2141 | NS      | $75984.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                             | Next plc                                                                   | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       347 | NS      | $61123.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    114000 | PA      | $86381.84     | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                    | FirstEnergy Corp.                                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116085.67    | 0.05%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings, Inc.                         | Floor & Decor Holdings, Inc., Class A                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       517 | NS      | $25022.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co.                            | Florida Power & Light Co.                                                  | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    297000 | PA      | $231864.64    | 0.11%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70342.30     | 0.03%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                  | Flowers Foods, Inc.                                                        | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26189.42     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                      | Flowserve Corp.                                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2182 | NS      | $160682.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                 | Flutter Treasury DAC                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202926.60    | 0.09%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co.                                       | Ford Motor Co.                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34221.75     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                            | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200081.28    | 0.09%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FormFactor, Inc.                                     | FormFactor, Inc.                                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1215 | NS      | $165154.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                    | Four Corners Property Trust, Inc.                                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1667 | NS      | $42625.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                              | GFL Environmental, Inc.                                                    | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      3510 | NS      | $140786.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon US Capital LLC                                | Haleon US Capital LLC                                                      | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235427.20    | 0.11%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                     | GE HealthCare Technologies, Inc.                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       486 | NS      | $29568.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                    | Galaxy Pipeline Assets Bidco Ltd.                                          | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     51555 | PA      | $50270.19     | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                      | Gap, Inc. (The)                                                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       834 | NS      | $20508.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                     | GE Vernova, Inc.                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1009 | NS      | $1093211.14   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                     | GE Vernova, Inc.                                                           | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135516.49    | 0.06%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GCM Grosvenor, Inc.                                  | GCM Grosvenor, Inc., Class A                                               | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2965 | NS      | $32377.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                               | General Dynamics Corp.                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       878 | NS      | $302295.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                         | GE Aerospace                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1218 | NS      | $353134.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                  | General Mills, Inc.                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      2808 | NS      | $99150.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72228.43     | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                          | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    124000 | PA      | $113228.47    | 0.05%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                | Gilead Sciences, Inc.                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6521 | NS      | $853207.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       924 | NS      | $66491.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                                 | Globus Medical, Inc., Class A                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       507 | NS      | $45721.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                        | GoDaddy, Inc., Class A                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       953 | NS      | $82710.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden State Tobacco Securitization Corp.            | Golden State Tobacco Securitization Corp.                                  | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $35415.80     | 0.02%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129997.35    | 0.06%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    198000 | PA      | $194807.43    | 0.09%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134913.82    | 0.06%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                   | Goldman Sachs Private Credit Corp.                                         | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86267.82     | 0.04%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                     | Goodyear Tire & Rubber Co. (The)                                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      4280 | NS      | $30302.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                                    | WW Grainger, Inc.                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        37 | NS      | $42969.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                         | Grand Canyon Education, Inc.                                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       191 | NS      | $32292.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                        | Graphic Packaging Holding Co.                                              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3280 | NS      | $31258.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                             | Group 1 Automotive, Inc.                                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       171 | NS      | $61024.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                                | Guardant Health, Inc.                                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       621 | NS      | $54076.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                             | Guidewire Software, Inc.                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       917 | NS      | $126903.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52265.94     | 0.02%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                  | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    101000 | PA      | $93942.56     | 0.04%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                 | HCA Healthcare, Inc.                                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       516 | NS      | $224176.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     12673 | NS      | $322020.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202513.11    | 0.09%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                          | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197253.86    | 0.09%             | 2037-03-10      | Variable      | 5.28%                 | 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        |      1153 | NS      | $610842.81    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                | Hancock Whitney Corp.                                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1093 | NS      | $73788.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                  | Hanover Insurance Group, Inc. (The)                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       435 | NS      | $81645.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SpA                                       | BPER Banca SpA                                                             | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     16737 | NS      | $246929.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                   | Harmony Biosciences Holdings, Inc.                                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $18505.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                            | Thales SA                                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       367 | NS      | $100747.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                 | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       797 | NS      | $109037.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       573 | NS      | $77592.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                               | Hayward Holdings, Inc.                                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3564 | NS      | $53495.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HeartFlow, Inc.                                      | HeartFlow, Inc.                                                            | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1074 | NS      | $31962.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                  | Herc Holdings, Inc.                                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       258 | NS      | $32745.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                         | Hexcel Corp.                                                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1613 | NS      | $151412.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Realty LP                                  | Highwoods Realty LP                                                        | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210977.26    | 0.10%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp.                              | Hillman Solutions Corp.                                                    | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5930 | NS      | $48388.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                      | Hilton Worldwide Holdings, Inc.                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       153 | NS      | $49582.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                               | Home Depot, Inc. (The)                                                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    190000 | PA      | $147639.09    | 0.07%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                          | HOMES Trust, Series 2026-INV1, Class A1D                                   | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93479 | PA      | $93001.09     | 0.04%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                            | Honeywell Aerospace, Inc.                                                  | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85898.68     | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                            | Honeywell Aerospace, Inc.                                                  | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114683.35    | 0.05%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                            | Honeywell Aerospace, Inc.                                                  | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52127.89     | 0.02%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International, Inc.                        | Honeywell International, Inc.                                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2526 | NS      | $541397.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                          | Host Hotels & Resorts, Inc.                                                | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      6352 | NS      | $134217.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                               | Howmet Aerospace, Inc.                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2012 | NS      | $488996.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                        | Hubbell, Inc.                                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       281 | NS      | $142795.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1857 | NS      | $439069.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38803.28     | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62847.10     | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                         | Humana, Inc.                                                               | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112279.26    | 0.05%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                     | JB Hunt Transport Services, Inc.                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       247 | NS      | $62127.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                  | Huntington Ingalls Industries, Inc.                                        | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109625.51    | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                   | Hyatt Hotels Corp., Class A                                                | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1649 | NS      | $276322.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Capital America                              | Hyundai Capital America                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    128000 | PA      | $134512.86    | 0.06%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IRhythm Holdings, Inc.                               | IRhythm Holdings, Inc.                                                     | CUSIP: 450056106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $47014.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                            | ITT, Inc.                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       225 | NS      | $48226.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                             | Icon Investments Six DAC                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201510.59    | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                            | Illinois Tool Works, Inc.                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1092 | NS      | $281746.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings plc                              | Immunocore Holdings plc                                                    | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |       995 | NS      | $27770.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                         | Incyte Corp.                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      4953 | NS      | $471872.31    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                      | Independence Realty Trust, Inc.                                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      3862 | NS      | $62989.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                         | GEA Group AG                                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     14713 | NS      | $1007582.69   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                                 | Ingersoll Rand, Inc.                                                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1885 | NS      | $150536.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                      | Ingredion, Inc.                                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3636 | NS      | $406286.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                            | Insight Enterprises, Inc.                                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       395 | NS      | $28795.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                          | Intel Corp.                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73896.17     | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                               | Integer Holdings Corp.                                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1706 | NS      | $150998.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                      | Interactive Brokers Group, Inc., Class A                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      3174 | NS      | $252333.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.             | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       669 | NS      | $46963.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                              | International Paper Co.                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1653 | NS      | $50284.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $225184.39    | 0.10%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                          | Ionis Pharmaceuticals, Inc.                                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1332 | NS      | $99580.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ, Inc.                                           | IonQ, Inc.                                                                 | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      1214 | NS      | $54775.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Iridium Communications, Inc.                         | Iridium Communications, Inc.                                               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      1847 | NS      | $72162.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                          | Itron, Inc.                                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       303 | NS      | $25391.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     79000 | PA      | $74006.67     | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     68000 | PA      | $65308.64     | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     69000 | PA      | $63808.51     | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV                                               | JBS NV                                                                     | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     78000 | PA      | $78226.90     | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81962.21     | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                      | JH North America Holdings, Inc.                                            | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69146.56     | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2361 | NS      | $739536.03    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $262518.92    | 0.12%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119605.41    | 0.06%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    398000 | PA      | $409166.71    | 0.19%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182921.23    | 0.08%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97140.97     | 0.04%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                 | JPMorgan Chase & Co.                                                       | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    186000 | PA      | $181315.98    | 0.08%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      7103 | NS      | $523861.63    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                               | Jacobs Solutions, Inc.                                                     | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       504 | NS      | $65222.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Living, Inc.                                   | Janus Living, Inc.                                                         | CUSIP: 471024109<br>LEI: 2549003JCIOFKGHO7313 | Long             | EC               | CORP              | US        |      2247 | NS      | $58961.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco, Inc.                                  | Japan Tobacco, Inc.                                                        | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $153717.32    | 0.07%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                      | Jefferies Financial Group, Inc.                                            | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    149000 | PA      | $143487.31    | 0.07%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                      | Jefferies Financial Group, Inc.                                            | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75930.88     | 0.04%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                           | Merck KGaA                                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       618 | NS      | $79820.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                     | Jersey Central Power & Light Co.                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    183000 | PA      | $164430.34    | 0.08%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4120 | NS      | $946982.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                             | Jones Lang LaSalle, Inc.                                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       776 | NS      | $246868.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                            | KBR, Inc.                                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       905 | NS      | $33928.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                            | KLA Corp.                                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        53 | NS      | $92768.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                      | KKR & Co., Inc.                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      3699 | NS      | $385953.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class A                                        | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      5662 | PA      | $5661.40      | 0.00%             | 2039-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| KREF Ltd.                                            | KREF Ltd., Series 2021-FL2, Class AS                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99956.70     | 0.05%             | 2039-02-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Kadant, Inc.                                         | Kadant, Inc.                                                               | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       107 | NS      | $31364.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      6871 | NS      | $2166030.46   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      5975 | NS      | $1023011.79   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Karman Holdings, Inc.                                | Karman Holdings, Inc.                                                      | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $29571.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.         | Kentucky Higher Education Student Loan Corp., Series 2025A-2               | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92625.81     | 0.04%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                         | Kenvue, Inc.                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      5387 | NS      | $94434.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3542 | NS      | $78527.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                 | Kimberly-Clark Corp.                                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2983 | NS      | $293616.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                          | Kirby Corp.                                                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       306 | NS      | $46065.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                                    | Knife River Corp.                                                          | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1043 | NS      | $96529.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.           | Knight-Swift Transportation Holdings, Inc.                                 | CUSIP: 499049104<br>LEI: 2549007VHKP3K6E1XF67 | Long             | EC               | CORP              | US        |       745 | NS      | $48350.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62233.38     | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    112000 | PA      | $100303.62    | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                     | Kroger Co. (The)                                                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72391.61     | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics, Inc.                            | Kymera Therapeutics, Inc.                                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $34454.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                            | LKQ Corp.                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1720 | NS      | $54317.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                           | L'Oreal SA                                                                 | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202435.46    | 0.09%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                         | LPL Financial Holdings, Inc.                                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1008 | NS      | $336803.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119455.71    | 0.06%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135411.12    | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                   | LPL Holdings, Inc.                                                         | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150902.96    | 0.07%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                     | LSEG Finance plc                                                           | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190897.20    | 0.09%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                          | L3Harris Technologies, Inc.                                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       247 | NS      | $79175.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                               | Labcorp Holdings, Inc.                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $57523.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                        | Beiersdorf AG                                                              | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |       904 | NS      | $74883.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                   | Lam Research Corp.                                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1541 | NS      | $397362.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                 | ASM International NV                                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       174 | NS      | $170422.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31322.66     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                | Las Vegas Sands Corp.                                                      | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93517.86     | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Legence Corp.                                        | Legence Corp., Class A                                                     | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2282 | NS      | $198442.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp.                                 | Legend Biotech Corp.                                                       | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      1379 | NS      | $32434.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                | Leidos Holdings, Inc.                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       362 | NS      | $54017.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS, Inc.                                   | Leonardo DRS, Inc.                                                         | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      2470 | NS      | $100356.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                         | Ligand Pharmaceuticals, Inc.                                               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       856 | NS      | $196409.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195743.69    | 0.09%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23362.39     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                      | Lincoln Electric Holdings, Inc.                                            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       300 | NS      | $79500.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2766 | NS      | $104582.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                               | Lincoln National Corp.                                                     | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109059.03    | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Littelfuse, Inc.                                     | Littelfuse, Inc.                                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       322 | NS      | $130142.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1803 | NS      | $284765.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                                           | Aurubis AG                                                                 | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |      1848 | NS      | $397560.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                    | Lowe's Cos., Inc.                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1871 | NS      | $446776.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                   | Banco Bilbao Vizcaya Argentaria SA                                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      5485 | NS      | $121088.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumexa Imaging Holdings, Inc.                        | Lumexa Imaging Holdings, Inc.                                              | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2649 | NS      | $25350.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       397 | NS      | $86796.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43000.04     | 0.02%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167618.85    | 0.08%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                       | M&T Bank Corp.                                                             | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40500.04     | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| MDU Resources Group, Inc.                            | MDU Resources Group, Inc.                                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $32668.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Institutional Money Market Portfolio             | MFS Institutional Money Market Portfolio, Class A                          | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |   7583396 | NS      | $7584154.64   | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                      | M/I Homes, Inc.                                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       414 | NS      | $54436.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                      | MYR Group, Inc.                                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       144 | NS      | $58292.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.            | MACOM Technology Solutions Holdings, Inc.                                  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       604 | NS      | $170092.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                   | Macquarie Airfinance Holdings Ltd.                                         | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    163000 | PA      | $162367.86    | 0.07%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       820 | NS      | $203597.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       687 | NS      | $53749.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marin General Hospital                               | Marin General Hospital, Series 2023                                        | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $63031.12     | 0.03%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     59000 | PA      | $45665.50     | 0.02%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40255.46     | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181975.56    | 0.08%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                           | Mars, Inc.                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    262000 | PA      | $254935.62    | 0.12%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2633 | NS      | $441580.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30774.02     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     83000 | PA      | $50827.15     | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79680.49     | 0.04%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                          | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69923.21     | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Class A                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1610 | NS      | $582320.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series GG                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87563.61     | 0.04%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                         | Marriott International, Inc., Series HH                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25666.97     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Masimo Corp.                                         | Masimo Corp.                                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1160 | NS      | $206978.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc., Class A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1489 | NS      | $748847.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                           | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    167000 | PA      | $128232.65    | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                | Matador Resources Co.                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1698 | NS      | $107721.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                         | Mattel, Inc.                                                               | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63058.80     | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MF1                                                  | MF1, Series 2024-FL15, Class A                                             | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100162.50    | 0.05%             | 2041-08-18      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp.                                       | McKesson Corp.                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1639 | NS      | $1336112.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline, Inc.                                        | Medline, Inc., Class A                                                     | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      1933 | NS      | $85960.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                             | Accor SA                                                                   | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |       934 | NS      | $46434.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                            | CTS Eventim AG & Co. KGaA                                                  | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      1028 | NS      | $67745.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                             | Infineon Technologies AG                                                   | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |      3350 | NS      | $225135.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       957 | NS      | $104485.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                          | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    159000 | PA      | $155633.90    | 0.07%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems, Inc.                          | Merit Medical Systems, Inc.                                                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1222 | NS      | $83315.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings, Inc.                   | Miami International Holdings, Inc.                                         | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |       799 | NS      | $37145.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | EURO STOXX 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        76 | NC      | $42101.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8415 | NS      | $3431468.70   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $106250.93    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                      | Microsoft Corp.                                                            | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    113000 | PA      | $66396.56     | 0.03%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                              | Micron Technology, Inc.                                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1206 | NS      | $623694.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.              | Mid-America Apartment Communities, Inc.                                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       380 | NS      | $49088.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                   | Koninklijke KPN NV                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     14262 | NS      | $76394.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                               | MidAmerican Energy Co.                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130985.70    | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                        | Berkshire Hathaway Energy Co.                                              | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61039.45     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG               | Chocoladefabriken Lindt & Spruengli AG                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        20 | NS      | $245088.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd.                                           | ASMPT Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |     10600 | NS      | $223468.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                  | Ajinomoto Co., Inc.                                                        | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      1900 | NS      | $61773.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MiniMed Group, Inc.                                  | MiniMed Group, Inc.                                                        | CUSIP: 60365F109<br>LEI: 254900MS5BIVZH51VD96 | Long             | EC               | CORP              | US        |      2243 | NS      | $27678.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.              | Singapore Technologies Engineering Ltd.                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     13300 | NS      | $112801.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                            | Mirion Technologies, Inc.                                                  | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      3302 | NS      | $65214.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                          | Mirum Pharmaceuticals, Inc.                                                | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       464 | NS      | $45151.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197488.08    | 0.09%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $354832.11    | 0.16%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198720.23    | 0.09%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co.                             | Modine Manufacturing Co.                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       422 | NS      | $107453.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                              | Mohawk Industries, Inc.                                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       395 | NS      | $41696.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                         | Mondelez International, Inc., Class A                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       411 | NS      | $25251.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                        | MongoDB, Inc.                                                              | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       218 | NS      | $54680.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                    | CLP Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      3000 | NS      | $28786.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                       | Monolithic Power Systems, Inc.                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       330 | NS      | $532755.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.                             | Reliance Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     30327 | NS      | $459269.11    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                               | Monster Beverage Corp.                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      5650 | NS      | $435445.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co. Ltd.                                        | Obic Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5300 | NS      | $139904.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                        | Moody's Corp.                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        99 | NS      | $45723.15     | 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        |       119 | NS      | $37069.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3359 | NS      | $640191.81    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89389.62     | 0.04%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99800.92     | 0.05%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112109.16    | 0.05%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                             | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    263000 | PA      | $257327.37    | 0.12%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                              | DBS Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     10840 | NS      | $500065.33    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1 | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58223 | PA      | $58215.15     | 0.03%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CSL Ltd.                                             | CSL Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       659 | NS      | $59486.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     17100 | NS      | $239507.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                            | APA Group                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     18995 | NS      | $141404.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      6300 | NS      | $103923.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                               | Daikin Industries Ltd.                                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       400 | NS      | $56994.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                              | Aristocrat Leisure Ltd.                                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      1132 | NS      | $39006.60     | 0.02%             |  |  |  | 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        |     10600 | NS      | $60219.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp.                                          | Disco Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $96297.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                         | NBN Co. Ltd.                                                               | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $206101.85    | 0.10%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                     | NRG Energy, Inc.                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3279 | NS      | $510146.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202095.13    | 0.09%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                    | NTT Finance Corp.                                                          | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203495.42    | 0.09%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eiken Chemical Co. Ltd.                              | Eiken Chemical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7200 | NS      | $141649.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Nasdaq, Inc.                                         | Nasdaq, Inc.                                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      9904 | NS      | $910276.64    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                         | Natera, Inc.                                                               | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      1393 | NS      | $287180.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                               | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $226554.09    | 0.10%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                              | FUJIFILM Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      2000 | NS      | $37054.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                         | Fujitsu Ltd.                                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1200 | NS      | $24374.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hampshire Business Finance Authority             | New Hampshire Business Finance Authority, Series 2024 A                    | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106076.19    | 0.05%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                       | NNN REIT, Inc.                                                             | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87170.89     | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                          | Nationwide Building Society                                                | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197673.36    | 0.09%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                       | Nomura Research Institute Ltd.                                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      7500 | NS      | $202048.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                          | nCino, Inc.                                                                | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      1223 | NS      | $21378.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                        | Netflix, Inc.                                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1357 | NS      | $127028.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                            | Advanced Info Service PCL                                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |      3800 | NS      | $39751.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                         | Neurocrine Biosciences, Inc.                                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       224 | NS      | $29494.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     31500 | NS      | $393272.12    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                         | Hitachi Ltd.                                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     18800 | NS      | $591197.09    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                   | Viper Energy, Inc.                                                         | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1245 | NS      | $61478.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                           | New Jersey Resources Corp.                                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       433 | NS      | $24382.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                      | Galaxy Entertainment Group Ltd.                                            | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |     14000 | NS      | $59673.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corp.                                   | JGC Holdings Corp.                                                         | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |     10600 | NS      | $163068.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                        | Keyence Corp.                                                              | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      1000 | NS      | $458037.88    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                  | Newell Brands, Inc.                                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     10628 | NS      | $43362.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                        | Metropolitan Bank & Trust Co.                                              | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |    113607 | NS      | $123817.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                            | Nexstar Media Group, Inc.                                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       511 | NS      | $106359.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                 | NextEra Energy, Inc.                                                       | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       504 | NS      | $49331.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    149000 | PA      | $131639.49    | 0.06%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd.                       | China Resources Gas Group Ltd.                                             | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |      8800 | NS      | $21111.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NS Solutions Corp.                                   | NS Solutions Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $67494.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| nLight, Inc.                                         | nLight, Inc.                                                               | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $59232.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    263000 | PA      | $260032.02    | 0.12%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Nordson Corp.                                        | Nordson Corp.                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       275 | NS      | $79323.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                          | NAVER Corp.                                                                | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1324 | NS      | $190189.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC Group Holdings, Inc.                          | MEITEC Group Holdings, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4300 | NS      | $86468.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                         | Mizuho Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      7600 | NS      | $329467.49    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                            | Mitsubishi Electric Corp.                                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     19000 | NS      | $762997.46    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      2500 | NS      | $94867.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co. Ltd.                                  | Morinaga & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6500 | NS      | $111104.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co. Ltd.                                     | Niterra Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |      2800 | NS      | $151402.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                            | NEC Corp.                                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      2500 | NS      | $66760.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings, Inc.                     | Nippon Television Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               | CORP              | JP        |      4200 | NS      | $80097.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                             | Nitori Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $90913.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                         | Northern Star Resources Ltd.                                               | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    182000 | PA      | $188659.82    | 0.09%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co.                            | Northern States Power Co.                                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99560.57     | 0.05%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                 | Northern Trust Corp.                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6455 | NS      | $1073724.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.                      | Northwestern Energy Group, Inc.                                            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       946 | NS      | $68433.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)         | Northwestern Mutual Life Insurance Co. (The)                               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154625.48    | 0.07%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corp.                                          | Nucor Corp.                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       322 | NS      | $72543.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                         | NVIDIA Corp.                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     33616 | NS      | $6708745.12   | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Finance SARL                                   | nVent Finance SARL                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    143000 | PA      | $146637.14    | 0.07%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                  | Qantas Airways Ltd.                                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      7463 | NS      | $45481.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                            | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     10212 | NS      | $1015072.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                            | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76192.70     | 0.04%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM3, Class A1                                      | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     51609 | PA      | $51915.29     | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                         | Northern Star Resources Ltd.                                               | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      1864 | NS      | $28486.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                   | Chord Energy Corp.                                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       328 | NS      | $47756.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                 | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93847.04     | 0.04%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                      | Oceaneering International, Inc.                                            | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1765 | NS      | $66258.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                 | SoftBank Group Corp.                                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      1700 | NS      | $57585.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                         | Samsung Electronics Co. Ltd.                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       784 | NS      | $118942.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu, Inc.                                         | Sankyu, Inc.                                                               | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |      2200 | NS      | $119298.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta, Inc.                                           | Okta, Inc.                                                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      5483 | NS      | $403822.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Seino Holdings Co. Ltd.                              | Seino Holdings Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |      6500 | NS      | $99583.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                          | Shin-Etsu Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      2400 | NS      | $111836.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                        | Shimano, Inc.                                                              | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |      2500 | NS      | $262128.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                | Ollie's Bargain Outlet Holdings, Inc.                                      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       848 | NS      | $73360.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co. Ltd.                                     | Sundrug Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $74710.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                  | Omnicom Group, Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2417 | NS      | $185432.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                     | Omega Healthcare Investors, Inc.                                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      6194 | NS      | $290932.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                     | Sony Group Corp.                                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      5600 | NS      | $111966.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                      | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108138.09    | 0.05%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                        | ONE Gas, Inc.                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       670 | NS      | $59777.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Once Upon a Farm PBC                                 | Once Upon a Farm PBC                                                       | CUSIP: 68237F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $21258.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust | Ontario Teachers' Cadillac Fairview Properties Trust                       | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177287.85    | 0.08%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| S Foods, Inc.                                        | S Foods, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $76493.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $65412.44     | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43739.79     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117382.10    | 0.05%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149744.97    | 0.07%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                               | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91233.09     | 0.04%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OR Royalties, Inc.                                   | OR Royalties, Inc.                                                         | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      1181 | NS      | $43590.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc.                                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1529 | NS      | $31084.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Optinose, Inc.                                                             | CUSIP: 68404V118<br>LEI: N/A                  | N/A              | DO               |  | US        |         1 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                   | Suzuki Motor Corp.                                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      7200 | NS      | $80413.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp.                                         | Taisei Corp.                                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      3500 | NS      | $382204.29    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Oruka Therapeutics, Inc.                             | Oruka Therapeutics, Inc.                                                   | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Long             | EC               | CORP              | US        |       585 | NS      | $40019.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                         | Terumo Corp.                                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      3500 | NS      | $44830.70     | 0.02%             |  |  |  | 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        |     22654 | NS      | $1537947.12   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                 | Otis Worldwide Corp.                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       611 | NS      | $47584.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                  | Tokyo Electron Ltd.                                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       600 | NS      | $180359.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                              | Toyo Suisan Kaisha Ltd.                                                    | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $413528.79    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                       | Unicharm Corp.                                                             | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |     10300 | NS      | $60008.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp. Ltd.                                   | Venture Corp. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |     12200 | NS      | $155474.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd.                                  | VTech Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     11400 | NS      | $87765.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                           | PG&E Corp.                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     26118 | NS      | $434081.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                   | PJT Partners, Inc., Class A                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       529 | NS      | $80799.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       214 | NS      | $47722.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53339.21     | 0.02%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95860.03     | 0.04%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)             | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143210.36    | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                         | PPL Electric Utilities Corp.                                               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170825.36    | 0.08%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126955.62    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                       | PSEG Power LLC                                                             | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $105941.86    | 0.05%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PACCAR, Inc.                                         | PACCAR, Inc.                                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3944 | NS      | $468547.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ridgepost Capital, Inc.                              | Ridgepost Capital, Inc., Class A                                           | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4487 | NS      | $35581.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     89000 | PA      | $65531.32     | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                         | Pacific Gas and Electric Co.                                               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44078.33     | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                           | Pacific Life Insurance Co.                                                 | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143631.74    | 0.07%             | 2055-09-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| China Resources Beer Holdings Co. Ltd.               | China Resources Beer Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 254900OH02Y7OS7RNG48       | Long             | EC               | CORP              | HK        |     34000 | NS      | $117097.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp.                                          | Azbil Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9700 | NS      | $86694.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1995 | NS      | $612518.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                             | Patrick Industries, Inc.                                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       817 | NS      | $75981.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63671.35     | 0.03%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                        | Paychex, Inc.                                                              | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62554.42     | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp.                                 | Peabody Energy Corp.                                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2071 | NS      | $55212.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                                    | Pegasystems, Inc.                                                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       449 | NS      | $16410.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      1689 | NS      | $85873.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Financial Services, Inc.                    | PennyMac Financial Services, Inc.                                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       363 | NS      | $32775.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                          | Novartis AG (Registered)                                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      5299 | NS      | $787543.09    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      9121 | NS      | $925131.46    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                        | PepsiCo, Inc.                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       317 | NS      | $50241.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                        | Revvity, Inc.                                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       407 | NS      | $35254.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                              | Permian Resources Corp., Class A                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      7708 | NS      | $166646.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      5413 | NS      | $152974.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.              | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    123000 | PA      | $113946.58    | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2134 | NS      | $56977.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                               | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $42119.25     | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1461 | NS      | $241167.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1895 | NS      | $339489.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners, Inc.                     | Phoenix Education Partners, Inc.                                           | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       821 | NS      | $23004.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                          | Pinnacle West Capital Corp.                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       693 | NS      | $71877.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    154000 | PA      | $139113.54    | 0.06%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                        | Pioneer Natural Resources Co.                                              | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101137.83    | 0.05%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    236000 | PA      | $243366.40    | 0.11%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                      | Plains All American Pipeline LP                                            | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64108.81     | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                | Plains GP Holdings LP, Class A                                             | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |      6136 | NS      | $150025.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                         | Plexus Corp.                                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       257 | NS      | $64399.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1433 | NS      | $150816.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular, Inc.                                        | Popular, Inc.                                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      4479 | NS      | $673328.07    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                        | Portland General Electric Co.                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      3334 | NS      | $173134.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                               | Cie de Saint-Gobain SA                                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      3516 | NS      | $321176.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Praxis Precision Medicines, Inc.                     | Praxis Precision Medicines, Inc.                                           | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $47186.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                   | Prestige Consumer Healthcare, Inc.                                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1081 | NS      | $60881.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                              | Primoris Services Corp.                                                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       668 | NS      | $121008.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procept Biorobotics Corp.                            | Procept Biorobotics Corp.                                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       997 | NS      | $23967.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2858 | NS      | $575258.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                              | Progressive Corp. (The)                                                    | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114715.92    | 0.05%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                       | Prologis, Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3693 | NS      | $524479.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                          | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97952.13     | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                          | Prosperity Bancshares, Inc.                                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1752 | NS      | $122026.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                     | Provident Funding Mortgage Trust, Series 2025-3, Class A4                  | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81860 | PA      | $81870.50     | 0.04%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                  | Public Service Electric and Gas Co., Series Q                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76081.94     | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1032 | NS      | $84273.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co.                         | Public Storage Operating Co.                                               | CUSIP: 74464AAF8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77127.18     | 0.04%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                     | PulteGroup, Inc.                                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       692 | NS      | $84673.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences, Inc.                              | Pulse Biosciences, Inc.                                                    | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |      1079 | NS      | $22842.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quaker Chemical Corp.                                | Quaker Chemical Corp.                                                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       375 | NS      | $50958.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                    | Q2 Holdings, Inc.                                                          | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       545 | NS      | $27658.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                              | Qnity Electronics, Inc.                                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       322 | NS      | $45292.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                       | QUALCOMM, Inc.                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5278 | NS      | $947823.24    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                | Quanta Services, Inc.                                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       614 | NS      | $446850.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                            | RXO, Inc.                                                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       938 | NS      | $18731.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                              | Raizen Fuels Finance SA                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $109500.00    | 0.05%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                        | Raymond James Financial, Inc.                                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       581 | NS      | $91983.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                            | RTX Corp.                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       390 | NS      | $68667.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                   | RBC Bearings, Inc.                                                         | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $144380.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                  | Realty Income Corp.                                                        | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    182000 | PA      | $173420.17    | 0.08%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93282.13     | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    208000 | PA      | $217651.02    | 0.10%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                  | Regal Rexnord Corp.                                                        | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69116.12     | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                              | Regions Financial Corp.                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2546 | NS      | $72688.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                                       | Repligen Corp.                                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1218 | NS      | $144101.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Terminix Funding LLC                        | Rentokil Terminix Funding LLC                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201585.85    | 0.09%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                           | Resideo Technologies, Inc.                                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       878 | NS      | $36322.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                      | Rexford Industrial Realty, Inc.                                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2264 | NS      | $81254.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                            | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $54116.27     | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Riot Platforms, Inc.                                 | Riot Platforms, Inc.                                                       | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      4685 | NS      | $80769.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                         | ROBLOX Corp., Class A                                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      2509 | NS      | $138647.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $126660.88    | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                          | Rogers Communications, Inc.                                                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $15767.80     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Roku, Inc.                                           | Roku, Inc.                                                                 | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1197 | NS      | $139522.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                    | Ross Stores, Inc.                                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       361 | NS      | $82232.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      7329 | NS      | $567455.34    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    149000 | PA      | $151049.79    | 0.07%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SLM Corp.                                            | SLM Corp.                                                                  | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3878 | NS      | $89504.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                    | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202846.34    | 0.09%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                    | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $195918.13    | 0.09%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SSR Mining, Inc.                                     | SSR Mining, Inc.                                                           | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      3885 | NS      | $111926.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SNF Group SACA                                       | SNF Group SACA                                                             | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202431.73    | 0.09%             | 2031-03-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1465 | NS      | $258616.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                           | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100703.33    | 0.05%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                     | Salesforce, Inc.                                                           | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98726.53     | 0.05%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                        | Sammons Financial Group, Inc.                                              | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130314.25    | 0.06%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Santos Finance Ltd.                                  | Santos Finance Ltd.                                                        | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $119958.63    | 0.06%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Santos Finance Ltd.                                  | Santos Finance Ltd.                                                        | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     46000 | PA      | $46540.97     | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Schrodinger, Inc.                                    | Schrodinger, Inc.                                                          | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      4322 | NS      | $51691.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       612 | NS      | $56083.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     82000 | PA      | $87526.81     | 0.04%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                           | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156136.30    | 0.07%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                      | Selective Insurance Group, Inc.                                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       601 | NS      | $50453.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                                | GeneDx Holdings Corp.                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $47419.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                               | Sempra                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       730 | NS      | $69437.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                        | Shopify, Inc., Class A                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       293 | NS      | $35491.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                | Silgan Holdings, Inc.                                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1133 | NS      | $45943.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp.                      | Silicon Motion Technology Corp.                                            | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      1395 | NS      | $305198.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO, Inc.                                            | QXO, Inc.                                                                  | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5313 | NS      | $106631.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                         | Simmons First National Corp., Class A                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1475 | NS      | $31358.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                           | Simon Property Group, Inc.                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       808 | NS      | $164597.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                      | Simpson Manufacturing Co., Inc.                                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       374 | NS      | $71333.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                             | Skyworks Solutions, Inc.                                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       445 | NS      | $31225.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                    | Smartstop Self Storage REIT, Inc.                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      1298 | NS      | $40861.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Douglas Homes Corp.                            | Smith Douglas Homes Corp.                                                  | CUSIP: 83207R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $7969.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern California Edison Co.                       | Southern California Edison Co.                                             | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33566.68     | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                   | Southern Co. (The)                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4396 | NS      | $425093.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                               | Southwest Airlines Co.                                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1138 | NS      | $43152.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                         | Southwest Gas Holdings, Inc.                                               | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       502 | NS      | $47213.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                          | Spire, Inc.                                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       756 | NS      | $68932.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                          | Spire, Inc.                                                                | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158455.38    | 0.07%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                          | Spire, Inc.                                                                | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    222000 | PA      | $219812.52    | 0.10%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| StandardAero, Inc.                                   | StandardAero, Inc.                                                         | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2994 | NS      | $74430.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                         | Stanley Black & Decker, Inc.                                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       632 | NS      | $49397.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1756 | NS      | $184959.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                   | Republic of Poland                                                         | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    118000 | PA      | $118320.51    | 0.05%             | 2056-04-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                   | Stewart Information Services Corp.                                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       583 | NS      | $40804.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64360.77     | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                    | Store Capital LLC                                                          | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    199000 | PA      | $179613.93    | 0.08%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                        | Stryker Corp.                                                              | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    198000 | PA      | $193673.61    | 0.09%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174977.34    | 0.08%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                         | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76557.56     | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzano SA                                            | Suzano SA                                                                  | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     11320 | NS      | $100408.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14472 | NS      | $1102766.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       758 | NS      | $56630.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                          | Sysco Corp.                                                                | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107668.53    | 0.05%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                 | TJX Cos., Inc. (The)                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       286 | NS      | $44830.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                             | TKO Group Holdings, Inc.                                                   | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1422 | NS      | $264619.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                    | T-Mobile US, Inc.                                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       214 | NS      | $41837.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149689.81    | 0.07%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                   | T-Mobile USA, Inc.                                                         | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57103.39     | 0.03%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TPG, Inc.                                            | TPG, Inc.                                                                  | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       868 | NS      | $37862.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                               | TTM Technologies, Inc.                                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1246 | NS      | $197142.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.          | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4091 | NS      | $1620281.46   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1378 | NS      | $294561.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp.                                   | Talen Energy Corp.                                                         | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $171313.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                         | Target Corp.                                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1729 | NS      | $224337.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       395 | NS      | $102731.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                | Targa Resources Corp.                                                      | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $189287.75    | 0.09%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals, Inc.                         | Tarsus Pharmaceuticals, Inc.                                               | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       741 | NS      | $47135.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                           | Taylor Morrison Home Corp.                                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       775 | NS      | $47073.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI, Inc.                                      | Tempus AI, Inc., Class A                                                   | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |       413 | NS      | $22913.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris SA                                           | Tenaris SA                                                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      3034 | NS      | $193872.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Tencent Music Entertainment Group                    | Tencent Music Entertainment Group                                          | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      7198 | NS      | $66005.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                          | Terex Corp.                                                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1329 | NS      | $82663.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                 | Terreno Realty Corp.                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $91932.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                          | Tesla, Inc.                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       379 | NS      | $144637.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                       | Texas Capital Bancshares, Inc.                                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       627 | NS      | $63138.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       642 | NS      | $307492.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    178000 | PA      | $129493.94    | 0.06%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163105.78    | 0.08%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                      | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                 | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965437 | PA      | $31457.79     | 0.01%             | 2054-11-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                     | Timken Co. (The)                                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       454 | NS      | $50344.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                       | TopBuild Corp.                                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       335 | NS      | $148304.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $94478.68     | 0.04%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                   | Tractor Supply Co.                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       483 | NS      | $16953.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                           | TransUnion                                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1371 | NS      | $97341.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                         | TriMas Corp.                                                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       995 | NS      | $36834.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                        | Trimble, Inc.                                                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      2027 | NS      | $136457.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                               | Truist Financial Corp.                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    111000 | PA      | $117761.55    | 0.05%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                    | Tyson Foods, Inc., Class A                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       967 | NS      | $61955.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $205935.83    | 0.09%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    365000 | PA      | $371226.32    | 0.17%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                               | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203531.40    | 0.09%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UFP Technologies, Inc.                               | UFP Technologies, Inc.                                                     | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       472 | NS      | $90449.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                            | UGI Corp.                                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1115 | NS      | $40240.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                  | UMB Financial Corp.                                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       485 | NS      | $61192.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc.                                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       570 | NS      | $42527.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                      | Ultragenyx Pharmaceutical, Inc.                                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       574 | NS      | $14172.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                  | Union Pacific Corp.                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       862 | NS      | $232291.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                         | United Community Banks, Inc.                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2094 | NS      | $69793.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203170.00    | 0.09%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $195700.00    | 0.09%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | United Mexican States                                                      | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197434.00    | 0.09%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                               | US Foods Holding Corp.                                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1686 | NS      | $157624.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     89000 | PA      | $89347.66     | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $256790.63    | 0.12%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $181539.06    | 0.08%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bonds                                                        | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128000 | PA      | $123240.00    | 0.06%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94389.63     | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127881.60    | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77626.51     | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                      | Universal Health Services, Inc., Class B                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       270 | NS      | $45432.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                 | Uranium Energy Corp.                                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      4067 | NS      | $60557.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                | Urban Edge Properties                                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2243 | NS      | $49166.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                     | Utz Brands, Inc.                                                           | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |      2344 | NS      | $18658.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                  | Valero Energy Corp.                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1945 | NS      | $491268.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                         | Ventas, Inc.                                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       857 | NS      | $75296.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VeraDermics, Inc.                                    | VeraDermics, Inc.                                                          | CUSIP: 922967104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $33561.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                         | Vertex Pharmaceuticals, Inc.                                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        85 | NS      | $36327.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                   | VICI Properties LP                                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83804.34     | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties, Inc.                                | VICI Properties, Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2263 | NS      | $66079.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $85315.67     | 0.04%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd.                                       | Videotron Ltd.                                                             | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $148913.32    | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC               | Virginia Power Fuel Securitization LLC, Series A-1                         | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     17315 | PA      | $17439.06     | 0.01%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Visteon Corp.                                        | Visteon Corp.                                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       826 | NS      | $92272.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                            | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136845.81    | 0.06%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                            | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119147.51    | 0.05%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                   | Vodafone Group plc                                                         | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    169000 | PA      | $158410.75    | 0.07%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC              | Volkswagen Group of America Finance LLC                                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199423.17    | 0.09%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Vontier Corp.                                        | Vontier Corp.                                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1620 | NS      | $58125.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                 | Voya Financial, Inc.                                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       712 | NS      | $58355.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1396 | NS      | $421229.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    114000 | PA      | $95314.15     | 0.04%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40331.81     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                 | Vulcan Materials Co.                                                       | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90692.47     | 0.04%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74472.81     | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp.                                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130055.72    | 0.06%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                       | WP Carey, Inc.                                                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1000 | NS      | $72930.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global, Inc.                                     | WSP Global, Inc.                                                           | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $77666.15     | 0.04%             | 2031-09-18      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| WSP Global, Inc.                                     | WSP Global, Inc.                                                           | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $155052.06    | 0.07%             | 2036-09-18      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1564 | NS      | $422107.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                         | Waters Corp.                                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       820 | NS      | $253568.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                                | Waystar Holding Corp.                                                      | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |      3360 | NS      | $71820.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162881.34    | 0.08%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60299.67     | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186581.86    | 0.09%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.            | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51562.33     | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wingstop, Inc.                                       | Wingstop, Inc.                                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       681 | NS      | $111724.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                     | WisdomTree, Inc.                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2903 | NS      | $49351.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                           | Wolverine World Wide, Inc.                                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1492 | NS      | $25393.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                       | Woodward, Inc.                                                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       225 | NS      | $81672.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                       | Wyndham Hotels & Resorts, Inc.                                             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       223 | NS      | $18147.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                            | XPO, Inc.                                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       560 | NS      | $123272.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                    | Xcel Energy, Inc.                                                          | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140766.47    | 0.06%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                         | Glencore Finance Canada Ltd.                                               | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9589.98      | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Yesway, Inc.                                         | Yesway, Inc., Class A                                                      | CUSIP: 98585C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1541 | NS      | $39634.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| York Space Systems, Inc.                             | York Space Systems, Inc.                                                   | CUSIP: 987084100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       691 | NS      | $22913.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zebra Technologies Corp.                             | Zebra Technologies Corp., Class A                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       171 | NS      | $38690.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                        | Zscaler, Inc.                                                              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       345 | NS      | $45084.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | BIST 30 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |      1332 | NC      | $-8405.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE/JSE Top 40 Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |        30 | NC      | $34847.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                       | Techtronic Industries Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     18000 | NS      | $262139.93    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                             | M3, Inc.                                                                   | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     14500 | NS      | $139299.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| GMO Payment Gateway, Inc.                            | GMO Payment Gateway, Inc.                                                  | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |      1000 | NS      | $49938.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                            | Bunzl plc                                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1929 | NS      | $63574.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                  | MTU Aero Engines AG                                                        | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       639 | NS      | $219806.93    | 0.10%             |  |  |  | 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        |      6029 | NS      | $99164.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                              | Daiichi Sankyo Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     17700 | NS      | $293668.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                      | London Stock Exchange Group plc                                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      1145 | NS      | $148794.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS SA                                             | TOTVS SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     37100 | NS      | $238702.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      3612 | NS      | $646840.50    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                  | Etihad Etisalat Co.                                                        | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |      5899 | NS      | $102235.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software, Inc.                         | Constellation Software, Inc.                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        29 | NS      | $52816.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     10529 | NS      | $979815.14    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                         | Experian plc                                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      5402 | NS      | $197234.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                                 | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |      7367 | NS      | $651209.63    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                          | Aker BP ASA                                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      9099 | NS      | $357181.81    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                             | Jeronimo Martins SGPS SA                                                   | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      6525 | NS      | $156852.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     24122 | NS      | $307669.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                           | ZOZO, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     11100 | NS      | $74730.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp.                                  | Franco-Nevada Corp.                                                        | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      6965 | NS      | $1606869.88   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                  | Bolsa Mexicana de Valores SAB de CV                                        | CUSIP: N/A<br>LEI: 894500CS2D6RLGW61A19       | Long             | EC               | CORP              | MX        |     51600 | NS      | $116235.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     11347 | NS      | $652552.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                         | Glencore plc                                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     79476 | NS      | $615637.21    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama, Inc.                                      | Dollarama, Inc.                                                            | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      1727 | NS      | $220714.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                       | AIA Group Ltd.                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     71000 | NS      | $781983.94    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                     | Sands China Ltd.                                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |     52800 | NS      | $110899.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      2801 | NS      | $59639.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC Corp.                                         | PALTAC Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $82718.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      2700 | NS      | $100381.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs plc                                           | Greggs plc                                                                 | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |      4079 | NS      | $84201.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Novonesis Novozymes B                                | Novonesis Novozymes B                                                      | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |       798 | NS      | $48991.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                             | Unipol Assicurazioni SpA                                                   | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      7067 | NS      | $184596.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                              | Japan Airlines Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |      1400 | NS      | $21945.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd.                                       | TMX Group Ltd.                                                             | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      4223 | NS      | $172234.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asante, Inc.                                         | Asante, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9100 | NS      | $86514.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| ASML Holding NV                                      | ASML Holding NV                                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       152 | NS      | $219427.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      1878 | NS      | $358408.65    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd.                                 | Steadfast Group Ltd.                                                       | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |     23257 | NS      | $71717.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     18393 | NS      | $364763.37    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                                | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     26173 | NS      | $316087.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Convatec Group plc                                   | Convatec Group plc                                                         | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     20652 | NS      | $59679.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                    | National Grid plc                                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      8250 | NS      | $147580.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     28156 | NS      | $320584.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                        | Wheaton Precious Metals Corp.                                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      4735 | NS      | $598101.59    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                              | Sika AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       255 | NS      | $47373.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                 | SG Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8100 | NS      | $75812.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    174500 | NS      | $635371.99    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI plc                                              | IMI plc                                                                    | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      8584 | NS      | $328622.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                        | Akzo Nobel NV                                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       715 | NS      | $42020.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Croda International plc                              | Croda International plc                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      3439 | NS      | $134698.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                             | Alcon AG                                                                   | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |       762 | NS      | $57088.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                       | HDFC Bank Ltd.                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     11998 | NS      | $98220.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                          | Verallia SA                                                                | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      2471 | NS      | $59280.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Pet Valu Holdings Ltd.                               | Pet Valu Holdings Ltd.                                                     | CUSIP: 71584R105<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |      1434 | NS      | $22454.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                       | Alimentation Couche-Tard, Inc.                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       366 | NS      | $21652.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB, Class A                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      5524 | NS      | $106848.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Dassault Systemes SE                                 | Dassault Systemes SE                                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     16371 | NS      | $369425.37    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Breedon Group plc                                    | Breedon Group plc                                                          | CUSIP: N/A<br>LEI: 213800DQGNQE3X76WS92       | Long             | EC               | CORP              | GB        |     24265 | NS      | $101676.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     51650 | NS      | $408968.72    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                | Tencent Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     11100 | NS      | $673936.89    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                             | Davide Campari-Milano NV                                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |      9362 | NS      | $69222.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                      | RB Global, Inc.                                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      7098 | NS      | $741596.91    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                           | Haleon plc                                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    130863 | NS      | $603710.15    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Property Mexico SA de CV                    | Prologis Property Mexico SA de CV                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     28068 | NS      | $128429.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                     | Bank Hapoalim BM                                                           | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |    202000 | PA      | $199723.16    | 0.09%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                           | CapitaLand Investment Ltd.                                                 | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     54500 | NS      | $119617.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                       | Shizuoka Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      8000 | NS      | $141764.95    | 0.07%             |  |  |  | No            |                  2 | 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        |      1482 | NS      | $53790.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Constellation Software, Inc.                                               | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       149 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      3148 | NS      | $140257.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                       | Brazilian Real                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners plc                             | CVC Capital Partners plc                                                   | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |      5012 | NS      | $76344.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  24400000 | PA      | $-225069.14   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  30900000 | PA      | $-441817.51   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                          | Reckitt Benckiser Group plc                                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      2966 | NS      | $188803.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       932 | NS      | $381583.22    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      6645 | NS      | $226441.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullish                                              | Bullish                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       636 | NS      | $23996.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hiscox Ltd.                                          | Hiscox Ltd.                                                                | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |      4626 | NS      | $97822.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                          | Eurobank SA                                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | EC               | CORP              | GR        |     17765 | NS      | $76727.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group plc                                     | Spirax Group plc                                                           | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |      5648 | NS      | $556494.36    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      4529 | NS      | $152359.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JM Holdings Co. Ltd.                                 | JM Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10400 | NS      | $90478.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcelorMittal SA                                     | ArcelorMittal SA                                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      9143 | NS      | $521587.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                        | Assa Abloy AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     30307 | NS      | $1159740.22   | 0.53%             |  |  |  | No            |                  2 | On Loan: —       |
| Beazley plc                                          | Beazley plc                                                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |      2446 | NS      | $42470.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                 | Infrastrutture Wireless Italiane SpA                                       | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      9654 | NS      | $82313.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Alamos Gold, Inc.                                    | Alamos Gold, Inc., Class A                                                 | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      2096 | NS      | $83633.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      5515 | NS      | $159962.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                 | WiseTech Global Ltd.                                                       | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      2297 | NS      | $71615.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Canadian Dollar                                      | Canadian Dollar                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      1520 | OU      | $1119.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | CAC 40 10 Euro Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -48 | NC      | $23590.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                          | Swiss Franc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Canada 10 Year Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       114 | NC      | $-60053.16    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -154 | NC      | $-3978540.72  | -1.83%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                 | EURO                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      8648 | OU      | $10149.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P MidCap 400 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49 | NC      | $-1368916.29  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                         | Allegion plc                                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       521 | NS      | $71627.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                            | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      1081 | NS      | $41121.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                              | Aon plc, Class A                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1811 | NS      | $564398.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                           | Axis Capital Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |       483 | NS      | $48498.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Long Gilt                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        13 | NC      | $-107035.09   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                        | Accenture plc, Class A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1704 | NS      | $304521.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                       | Credicorp Ltd.                                                             | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      1739 | NS      | $563731.63    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                              | CRH plc                                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      4564 | NS      | $540468.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd.                             | Cushman & Wakefield Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2867 | NS      | $40252.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                      | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       696 | NS      | $301374.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                   | Everest Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       149 | NS      | $53157.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                            | Aptiv plc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      1042 | NS      | $62790.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                            | Flutter Entertainment plc                                                  | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      1640 | NS      | $177005.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                   | Genius Sports Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      6864 | NS      | $29927.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                          | James Hardie Industries plc                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      5066 | NS      | $106335.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                             | ICON plc                                                                   | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       258 | NS      | $30529.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery plc                               | Brightstar Lottery plc                                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      4523 | NS      | $59386.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc            | Kiniksa Pharmaceuticals International plc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       976 | NS      | $52489.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                            | Linde plc                                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      2573 | NS      | $1289433.22   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                        | Medtronic plc                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      2548 | NS      | $206311.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd.                                     | Nomad Foods Ltd.                                                           | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      3539 | NS      | $34399.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                   | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1592 | NS      | $227496.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                      | Seagate Technology Holdings plc                                            | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       806 | NS      | $542953.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                          | Pentair plc                                                                | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      1235 | NS      | $99676.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                           | STERIS plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       803 | NS      | $174154.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                  | TE Connectivity plc                                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       202 | NS      | $42755.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                       | TechnipFMC plc                                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      7625 | NS      | $576221.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                               | Trane Technologies plc                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       120 | NS      | $59104.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd.                                 | Viking Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |     11551 | NS      | $946142.41    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Versigent plc                                        | Versigent plc                                                              | CUSIP: N/A<br>LEI: 254900V7AVDC2J9DHM24       | Long             | EC               | CORP              | JE        |       348 | NS      | $12169.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                             | Willis Towers Watson plc                                                   | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1492 | NS      | $382250.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                        | British Pound                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         0 | OU      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | DAX Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -6 | NC      | $-118485.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                           | Chubb Ltd.                                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       186 | NS      | $60822.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG                                  | Sportradar Group AG, Class A                                               | CUSIP: N/A<br>LEI: 549300H1P33YOAT7Z533       | Long             | EC               | CORP              | CH        |      5882 | NS      | $76760.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Hang Seng Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        47 | NC      | $-38197.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                     | Hong Kong Dollar                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IBEX 35 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        20 | NC      | $-20696.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Israeli Shekel                                       | Israeli Shekel                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       461 | OU      | $156.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                         | Indian Rupee                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |       391 | OU      | $4.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MEX BOLSA Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |       -12 | NC      | $-4149.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Japan 10 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        20 | NC      | $-306824.93   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IFSC NIFTY 50 Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |        41 | NC      | $-8322.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                  | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                 | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |    501034 | NS      | $501034.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                         | Japanese Yen                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |       -16 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                                        | CUSIP: N/A<br>LEI: 549300B66JN3W3J8GH73       | Long             | EC               | CORP              | DK        |      1274 | NS      | $292230.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | KOSPI 200 Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |       -29 | NC      | $-1139760.42  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| South Korea Won                                      | South Korea Won                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |       -15 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      1034 | NS      | $461732.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding plc                              | Birkenstock Holding plc                                                    | CUSIP: N/A<br>LEI: 529900CQ8LQKQ7LIT631       | Long             | EC               | CORP              | JE        |      3077 | NS      | $119202.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Check Point Software Technologies Ltd.               | Check Point Software Technologies Ltd.                                     | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |       267 | NS      | $30029.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd.                                           | JFrog Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      1632 | NS      | $75790.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                    | New Mexican Pesos                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |     -2052 | OU      | $-117.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                          | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     23160 | NS      | $248043.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                              | Expro Group Holdings NV                                                    | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      3772 | NS      | $68688.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                | NXP Semiconductors NV                                                      | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       245 | NS      | $71929.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                      | Norwegian Krone                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |         7 | OU      | $0.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P 500 Index                                                              | CUSIP: 00PBZ2N36<br>LEI: N/A                  | N/A              | DE               |  | US        |         4 | NC      | $25280.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | iShares MSCI Emerging Markets ETF                                          | CUSIP: 00PBZ42Y7<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $1000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        10 | NC      | $131565.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | OMXS30 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23 | NC      | $4096.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI Singapore Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -33 | NC      | $-965.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | Russell 2000 E-Mini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -148 | NC      | $-2226466.12  | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -105 | NC      | $119744.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   5600000 | PA      | $107411.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   8100000 | PA      | $226801.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE/MIB Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -7 | NC      | $-171617.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Baht                                        | Thailand Baht                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |    148014 | OU      | $4540.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | TOPIX Index                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -2 | NC      | $-16074.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11 | NC      | $-20922.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                    | New Taiwan Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         1 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE Taiwan Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -18 | NC      | $-44554.03    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $7395.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $-5690.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Ultra Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14 | NC      | $30111.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                         | Royal Caribbean Cruises Ltd.                                               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |       430 | NS      | $113416.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Mini Bovespa Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |      -515 | NC      | $217326.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | Australia 10 Year Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -171 | NC      | $151352.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SPI 200 Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -47 | NC      | $-50672.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd.                                            | Flex Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      1701 | NS      | $155726.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE 100 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         7 | NC      | $1231.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** MFS Series Trust XV

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer