# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035915
**Filing Date:** 2023-2
**Character Count:** 1111319
**Document Hash:** a80a6a6ad9472808230f4377e5ef3281
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035915.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035915

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657618

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST BlackRock Global Strategies Portfolio (Series ID: S000031887)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000099307 | AST BlackRock Global Strategies Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST BlackRock Global Strategies Portfolio

- **b. EDGAR series identifier (if any):** S000031887

- **c. LEI of Series:** G76TQ0PIXA72QHAXTM52

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **Yes**

### Fund Information

**Total Assets:** $2019992878.31

**Total Liabilities:** $424423319.82

**Net Assets:** $1595569558.49

**Stand-by Commitments:** $30055592.85

**Cash Not Reported:** $1696.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 821.51789000 | **1-Year:** 13560.55708000 | **5-Year:** 63170.80334000 | **10-Year:** 65410.07638000 | **30-Year:** 10339.79797000

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

- **3-Month:** 51.29899000 | **1-Year:** 70.29434000 | **5-Year:** 4.22738000 | **10-Year:** 15.47151000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099307 | 2.77%                | 5.87%                | -3.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29125275.96            | $47243652.08                               |
| Month 2  | $-8011788.31             | $72323028.55                               |
| Month 3  | $-4113104.57             | $-28638461.49                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bangkok Dusit Medical Services                    | Bangkok Dusit Medical Services PCL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    587600 | NS      | $491386.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Autohome Inc                                      | Autohome Inc                                                                     | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | CN        |      2182 | NS      | $66769.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                     | Hydro One Ltd                                                                    | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      3314 | NS      | $88773.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EL6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58805 | PA      | $56662.86     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1008 | NS      | $71809.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                                 | Taylor Wimpey PLC                                                                | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     24675 | NS      | $30219.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corp                                      | Toshiba Corp                                                                     | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |      2500 | NS      | $86873.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransAlta Corp                                    | TransAlta Corp                                                                   | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |      1687 | NS      | $15088.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Water Inc                                     | Air Water Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $8127.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312939JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2807 | PA      | $2776.97      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taisho Pharmaceutical Holdings                    | Taisho Pharmaceutical Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $8797.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectris PLC                                      | Spectris PLC                                                                     | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |      4005 | NS      | $145087.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    920000 | PA      | $868094.60    | 0.05%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                   | Kerry Group PLC                                                                  | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      1732 | NS      | $156452.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                      | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     28895 | NS      | $337305.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KakaoBank Corp                                    | KakaoBank Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       873 | NS      | $16984.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                      | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      8424 | NS      | $397612.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311602 | PA      | $254419.98    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zenkoku Hosho Co Ltd                              | Zenkoku Hosho Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |       700 | NS      | $26819.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co                     | Hon Hai Precision Industry Co Ltd                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    163000 | NS      | $528320.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Junshi Biosciences Co                    | Shanghai Junshi Biosciences Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300L36FLCKN0WXW06 | Long             | EC               | CORP              | CN        |      1200 | NS      | $7430.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593222 | PA      | $581857.34    | 0.04%             | 2041-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $215287.61    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL                    | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $13290.07     | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                           | University of Southern California                                                | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47301.70     | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                           | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |    136312 | NS      | $123115.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                      | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      5776 | NS      | $96609.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                  | Commonwealth of Massachusetts                                                    | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $20220.41     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2020-4                                    | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1028483 | PA      | $1018127.41   | 0.06%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                            | Kweichow Moutai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       800 | NS      | $198787.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329419.06    | 0.02%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                               | Banque Saudi Fransi                                                              | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |      4224 | NS      | $45544.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238021 | PA      | $216765.36    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13130 | PA      | $12982.09     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aspen Pharmacare Holdings Ltd                     | Aspen Pharmacare Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 635400ZYSN1IRD5QWQ94 | Long             | EC               | CORP              | ZA        |      2327 | NS      | $18610.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2020-2                                              | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368661 | PA      | $366437.96    | 0.02%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                      | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | AT        |      1105 | NS      | $8095.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                          | Wisconsin Public Service Corp                                                    | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24585.30     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142022.88    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $203733.12    | 0.01%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Via S/A                                           | Via S/A                                                                          | CUSIP: 000000000<br>LEI: 984500F4BB82D0AB8237 | Long             | EC               | CORP              | BR        |    135670 | NS      | $61683.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449394 | PA      | $400817.86    | 0.03%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hansae Co Ltd                                     | Hansae Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8775 | NS      | $107745.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                | Trip.com Group Ltd                                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |      7756 | NS      | $266806.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8RR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288843 | PA      | $237871.38    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                           | Northwestern University                                                          | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $40706.02     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146616.09    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                              | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      5718 | NS      | $205617.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                        | Japan Post Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      3300 | NS      | $27766.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     48876 | NS      | $155876.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                                | Mr Price Group Ltd                                                               | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |      2506 | NS      | $23237.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRF Ltd                                           | SRF Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800436F28GT8ZW506 | Long             | EC               | CORP              | IN        |       457 | NS      | $12617.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10158 | PA      | $9727.95      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                          | Roku Inc                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       520 | NS      | $21164.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                        | Hilton Grand Vacations Inc                                                       | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       476 | NS      | $18345.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                     | Nemetschek SE                                                                    | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      1334 | NS      | $68202.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                               | Ford Foundation/The                                                              | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2960.51      | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Accor SA                                          | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      3647 | NS      | $90983.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202EW54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56374 | PA      | $59532.05     | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417AXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30039 | PA      | $29033.82     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                       | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      7498 | NS      | $70053.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EPZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27812 | PA      | $26656.34     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXUP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43487 | PA      | $45449.61     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                       | Workday Inc                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2497 | NS      | $417823.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $19359375.00  | 1.21%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BeiGene Ltd                                       | BeiGene Ltd                                                                      | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |       345 | NS      | $75879.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sendas Distribuidora SA                           | Sendas Distribuidora SA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      5908 | NS      | $21832.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       525 | NS      | $33738.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                       | Subaru Corp                                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       600 | NS      | $9084.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $21455.00     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAIC Motor Corp Ltd                               | BAIC Motor Corp Ltd                                                              | CUSIP: 000000000<br>LEI: 5299003EYHISIDNLZQ19 | Long             | EC               | CORP              | CN        |    478500 | NS      | $126303.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43799.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                   | Nintendo Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      2300 | NS      | $96707.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                             | CK Asset Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |     49000 | NS      | $300525.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9070.53      | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                          | Santander Bank Polska SA                                                         | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |         4 | NS      | $238.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59546 | PA      | $49038.19     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                          | Northern States Power Co/MN                                                      | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27258.73     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1534454.52   | 0.10%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                             | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1181 | NS      | $152337.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                       | Aalberts NV                                                                      | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |       235 | NS      | $9153.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                                      | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    635000 | PA      | $519496.40    | 0.03%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                       | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292139.59    | 0.02%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                          | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168862.39    | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                             | STMicroelectronics NV                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |      1314 | NS      | $46694.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atco Ltd/Canada                                   | Atco Ltd/Canada                                                                  | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |     16528 | NS      | $517323.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTE Corp                                          | ZTE Corp                                                                         | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |     24400 | NS      | $53603.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                          | Samsung Biologics Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        36 | NS      | $23407.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                     | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      1186 | NS      | $11450.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                       | Bank Mandiri Persero Tbk PT                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    235300 | NS      | $150049.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                              | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     47390 | NS      | $1597990.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $20336.51     | 0.00%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                      | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      6374 | NS      | $757159.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    104080 | NS      | $311211.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652145 | PA      | $604582.78    | 0.04%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                        | Scout24 SE                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      3895 | NS      | $196049.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    765149 | NS      | $417552.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-121472.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      4934 | NS      | $1295865.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                                             | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    490000 | PA      | $474254.78    | 0.03%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     80977 | NS      | $10521341.61  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysia Airports Holdings Bhd                    | Malaysia Airports Holdings Bhd                                                   | CUSIP: 000000000<br>LEI: 2549003NBM1LN55SZ370 | Long             | EC               | CORP              | MY        |     36900 | NS      | $55000.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106182 | PA      | $94708.51     | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Everbright Bank Co Ltd                      | China Everbright Bank Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |     43000 | NS      | $13092.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                              | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       356 | NS      | $142100.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $59318.03     | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1079 | NS      | $233247.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135001 | PA      | $120407.90    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185000 | PA      | $1154849.93   | 0.07%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                  | Enstar Group Ltd                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $153210.23    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48633.21     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13021 | PA      | $12476.80     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPeng Inc                                         | XPeng Inc                                                                        | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | CN        |      5100 | NS      | $25131.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     29004 | NS      | $2573524.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    930000 | PA      | $889557.94    | 0.06%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65894 | PA      | $58770.67     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                 | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $42151.90     | 0.00%             | 2024-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                           | BCE Inc                                                                          | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      5101 | NS      | $224120.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1342383 | PA      | $1167104.07   | 0.07%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248000 | PA      | $226889.72    | 0.01%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45701.88     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd                           | InterGlobe Aviation Ltd                                                          | CUSIP: 000000000<br>LEI: 33580079R8SLLO23XD19 | Long             | EC               | CORP              | IN        |      1859 | NS      | $44984.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1926700 | PA      | $2111241.73   | 0.13%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19692.51     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kaneka Corp                                       | Kaneka Corp                                                                      | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |      3300 | NS      | $82059.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                          | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7319.91      | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                     | Obayashi Corp                                                                    | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     13200 | NS      | $99707.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201766.73    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622A27M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77467 | PA      | $69408.02     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXEO Group Inc                                    | EXEO Group Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $49278.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SingTel                                           | Singapore Telecommunications Ltd                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    306700 | NS      | $588033.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                     | EDP - Energias de Portugal SA                                                    | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     41316 | NS      | $205952.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     89883 | NS      | $3945256.40   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                         | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4029.11      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri AS                    | Turkiye Petrol Rafinerileri AS                                                   | CUSIP: 000000000<br>LEI: 789000RCNG97UV50EE03 | Long             | EC               | CORP              | TR        |      2589 | NS      | $73373.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotes Co Ltd                                      | Lotes Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $26757.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                  | Genuine Parts Co                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    425000 | PA      | $397221.01    | 0.02%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                   | BAE Systems PLC                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     11593 | NS      | $119737.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartalega Holdings Bhd                            | Hartalega Holdings Bhd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     79600 | NS      | $30740.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MISC Bhd                                          | MISC Bhd                                                                         | CUSIP: 000000000<br>LEI: 9845002055U77FF6B972 | Long             | EC               | CORP              | MY        |      5100 | NS      | $8682.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                      | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    273000 | PA      | $238467.80    | 0.01%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OOIL                                              | Orient Overseas International Ltd                                                | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | HK        |      2000 | NS      | $36046.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105760000 | PA      | $105189888.03 | 6.59%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sundrug Co Ltd                                    | Sundrug Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $38631.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    112000 | PA      | $127046.93    | 0.01%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      1912 | NS      | $32446.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    345000 | PA      | $365868.09    | 0.02%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NVR INC                                           | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    855000 | PA      | $717441.37    | 0.04%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88884 | PA      | $73528.81     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330490 | PA      | $255027.06    | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                               | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     93000 | PA      | $68773.30     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19989 | PA      | $20035.34     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                  | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    349000 | PA      | $290393.39    | 0.02%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433104.95    | 0.03%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    685000 | PA      | $639978.77    | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                               | PayPal Holdings Inc                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     14789 | NS      | $1053272.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                       | NetEase Inc                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |     48310 | NS      | $700688.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                          | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     18864 | NS      | $1891493.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95041 | PA      | $80739.56     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102887.74    | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421979 | PA      | $391815.59    | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZOOMLION CO. LTD.                                 | Zoomlion Heavy Industry Science and Technology Co Ltd                            | CUSIP: 000000000<br>LEI: 529900QZ3EMAU0QKFK85 | Long             | EC               | CORP              | CN        |    196600 | NS      | $92624.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc                     | AAC Technologies Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | CN        |      4000 | NS      | $9080.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd/The                             | Bidvest Group Ltd/The                                                            | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |      1227 | NS      | $15401.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156848.67    | 0.01%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                               | MTU Aero Engines AG                                                              | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       491 | NS      | $105631.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      6975 | NS      | $128409.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17051 | PA      | $16377.54     | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd                                       | StoneCo Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |      7326 | NS      | $69157.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                           | Recruit Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     16200 | NS      | $507092.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                          | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53008.26     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Primax Electronics Ltd                            | Primax Electronics Ltd                                                           | CUSIP: 000000000<br>LEI: 254900JO4CQFFG7AIQ15 | Long             | EC               | CORP              | TW        |    119000 | NS      | $214428.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    212000 | PA      | $185432.91    | 0.01%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IMI PLC                                           | IMI PLC                                                                          | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |      6655 | NS      | $103936.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                   | Lojas Renner SA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3066 | NS      | $11883.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                    | Tetra Tech Inc                                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      1420 | NS      | $206169.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                    | Ryman Hospitality Properties Inc                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     20773 | NS      | $1698815.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                | POSCO Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      2043 | NS      | $447114.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NET One Systems Co Ltd                            | NET One Systems Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $57291.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       746 | NS      | $119837.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhongtai Securities Co Ltd                        | Zhongtai Securities Co Ltd                                                       | CUSIP: 000000000<br>LEI: 300300E1012137000054 | Long             | EC               | CORP              | CN        |      6400 | NS      | $5917.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     20770 | NS      | $861331.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101284 | PA      | $95228.98     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MediaTek Inc                                      | MediaTek Inc                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     49000 | NS      | $990727.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                       | China Merchants Bank Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    136500 | NS      | $755371.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108608 | PA      | $95995.78     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140E2FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23583 | PA      | $22767.09     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deterra Royalties Ltd                             | Deterra Royalties Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17819 | NS      | $55174.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      5000 | PA      | $4704.06      | 0.00%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                       | HubSpot Inc                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       700 | NS      | $202391.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eva Airways Corp                                  | Eva Airways Corp                                                                 | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |     44000 | NS      | $40125.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Green Energy Ltd                            | Adani Green Energy Ltd                                                           | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | EC               | CORP              | IN        |      1564 | NS      | $36438.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Indonesia Tbk PT                             | Vale Indonesia Tbk PT                                                            | CUSIP: 000000000<br>LEI: 5299002HHYBH7C6WBQ62 | Long             | EC               | CORP              | ID        |     38800 | NS      | $17649.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc                             | Bill.com Holdings Inc                                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      1623 | NS      | $176842.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY                                   | Hershey Co/The                                                                   | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32789.17     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                 | CBRE Services Inc                                                                | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257298.33    | 0.02%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sao Martinho SA                                   | Sao Martinho SA                                                                  | CUSIP: 000000000<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |     18253 | NS      | $91706.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2537 | NS      | $1301404.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                             | Camden Property Trust                                                            | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60279.56     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                    | Canadian Natural Resources Ltd                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     14689 | NS      | $815705.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $258247.26    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $290458.37    | 0.02%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417VQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       858 | PA      | $866.40       | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Oil Co for                     | Abu Dhabi National Oil Co for Distribution PJSC                                  | CUSIP: 000000000<br>LEI: 213800YI1ZIOJB3HLB11 | Long             | EC               | CORP              | AE        |     12568 | NS      | $15067.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                        | Astra International Tbk PT                                                       | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |       800 | NS      | $292.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rabigh Refining & Petrochemica                    | Rabigh Refining & Petrochemical Co                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      9227 | NS      | $26680.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210843 | PA      | $219404.11    | 0.01%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                       | Fujitsu Ltd                                                                      | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      1300 | NS      | $173312.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                     | Axis Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |     52417 | NS      | $589882.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5711939 | PA      | $4657796.74   | 0.29%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                           | Activision Blizzard Inc                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1679 | NS      | $128527.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $98056.63     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7E36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10371 | PA      | $10602.89     | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Department Store Co Lt                    | Hyundai Department Store Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3404 | NS      | $159531.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75491.82     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                      | WH Group Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    153500 | NS      | $89527.07     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KKQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515534 | PA      | $438007.59    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                         | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      4772 | NS      | $567402.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155578.90    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                | Teladoc Health Inc                                                               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     13084 | NS      | $309436.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                       | Coupang Inc                                                                      | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |      4573 | NS      | $67268.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                        | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       391 | NS      | $83501.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622A25U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27199 | PA      | $24417.65     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                            | Hindustan Unilever Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |      5993 | NS      | $185144.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28301 | PA      | $27804.85     | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223440 | PA      | $205868.74    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     46600 | NS      | $312845.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co Ltd                                      | Amada Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |     36000 | NS      | $280344.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                        | Eurazeo SE                                                                       | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |       328 | NS      | $20420.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707306 | PA      | $577513.03    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                      | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      6479 | NS      | $149539.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99837 | PA      | $95624.45     | 0.01%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418TUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       723 | PA      | $731.88       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dexco SA                                          | Dexco SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      5852 | NS      | $7496.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Healthcare Trust Inc                    | Community Healthcare Trust Inc                                                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     20211 | NS      | $723553.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      9507 | NS      | $1286481.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NETLINK NBN TRUST                                 | NETLINK NBN TRUST                                                                | CUSIP: 000000000<br>LEI: 25490032IBVZHHXJIM98 | Long             | EC               | CORP              | SG        |     13900 | NS      | $8614.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281696.21    | 0.02%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5333 | NS      | $1062546.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NSK Ltd                                           | NSK Ltd                                                                          | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |      8100 | NS      | $42708.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $134421.16    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     12717 | NS      | $798286.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                               | Dollar General Corp                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34544.97     | 0.00%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anadolu Efes Biracilik Ve Malt                    | Anadolu Efes Biracilik Ve Malt Sanayii AS                                        | CUSIP: 000000000<br>LEI: 7890006LGARYVIPOJX03 | Long             | EC               | CORP              | TR        |     43725 | NS      | $158210.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62988 | PA      | $65501.59     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121125.75    | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                            | Hoag Memorial Hospital Presbyterian                                              | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21977.74     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508501 | PA      | $431590.09    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                        | Sanlam Ltd                                                                       | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |      5465 | NS      | $15701.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                           | Becton Dickinson and Co                                                          | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70264.61     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173048.20    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    255000 | PA      | $174568.80    | 0.01%             | 2051-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7S64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2737 | PA      | $2714.87      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINARES PHARMA                                   | China Resources Pharmaceutical Group Ltd                                         | CUSIP: 000000000<br>LEI: 3003004H1KDKMJ8JD874 | Long             | EC               | CORP              | CN        |    111500 | NS      | $89932.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DMEGC                                             | Hengdian Group DMEGC Magnetics Co Ltd                                            | CUSIP: 000000000<br>LEI: 655600E3R8NAYSJHBN36 | Long             | EC               | CORP              | CN        |      8300 | NS      | $22411.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46967.43     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aurubis AG                                        | Aurubis AG                                                                       | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |       259 | NS      | $21082.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $347699.84    | 0.02%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    396000 | PA      | $354479.63    | 0.02%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                    | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     13415 | NS      | $767203.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                         | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      3193 | NS      | $220455.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                | Hikari Tsushin Inc                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       400 | NS      | $56301.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62502 | PA      | $60499.16     | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    235000 | PA      | $183274.60    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| National Bank of Kuwait SAKP                      | National Bank of Kuwait SAKP                                                     | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | EC               | CORP              | KW        |     72608 | NS      | $256020.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Phosagro PJSC NPV GDR                             | Phosagro PJSC NPV GDR                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127955.47    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding                    | Haidilao International Holding Ltd                                               | CUSIP: 000000000<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | CN        |      3000 | NS      | $8556.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      2513 | NS      | $819690.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Group                                | Charter Hall Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1403 | NS      | $11380.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                          | Mowi ASA                                                                         | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      1928 | NS      | $32853.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     30530 | NS      | $607442.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                 | ARC Resources Ltd                                                                | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |     14190 | NS      | $191261.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultrapar Participacoes SA                         | Ultrapar Participacoes SA                                                        | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |     93013 | NS      | $220838.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                            | Rockefeller Foundation/The                                                       | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13312.88     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global Inc                                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    359000 | PA      | $197573.86    | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -800000 | PA      | $-711383.46   | -0.04%            | 2038-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp                            | Toyota Industries Corp                                                           | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      3700 | NS      | $201005.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                       | Gartner Inc                                                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1559 | NS      | $524042.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumba Iron Ore Ltd                                | Kumba Iron Ore Ltd                                                               | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |       945 | NS      | $27294.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd                               | Varun Beverages Ltd                                                              | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |     16678 | NS      | $266160.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabtesco Corp                                     | Nabtesco Corp                                                                    | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |       500 | NS      | $12682.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                           | Haier Smart Home Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     10200 | NS      | $34619.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                             | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77533.34     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                           | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    910000 | PA      | $906019.74    | 0.06%             | 2024-02-12      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| China Lesso Group Holdings Ltd                    | China Lesso Group Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9000 | NS      | $9335.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bancolombia SA                                    | Bancolombia SA                                                                   | CUSIP: 000000000<br>LEI: 54930052NWJRPNMP1W58 | Long             | EP               | CORP              | CO        |      1129 | NS      | $7789.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     11328 | NS      | $505002.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                      | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      7255 | NS      | $318812.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138MPGQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7154 | PA      | $6897.25      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1160687.50   | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172170 | PA      | $165730.13    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Perpetual Ltd                                     | Perpetual Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |      1753 | NS      | $29118.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                     | American Municipal Power Inc                                                     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $120464.89    | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                             | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $26511.57     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7910 | PA      | $7751.76      | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings Inc                           | Pola Orbis Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |      3400 | NS      | $47851.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $191103.32    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                    | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1100 | NS      | $70453.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      1431 | NS      | $56946.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        68 | NS      | $94400.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-UBS6 Mortgage Trust                                                    | CUSIP: 12592PBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $336438.55    | 0.02%             | 2047-12-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Green Cross Corp/South Korea                      | Green Cross Corp/South Korea                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       291 | NS      | $30040.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Airlines Catering Co                        | Saudi Airlines Catering Co                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2499 | NS      | $50130.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Hong Semiconductor Ltd                        | Hua Hong Semiconductor Ltd                                                       | CUSIP: 000000000<br>LEI: 529900OXH3ZYLIMGB907 | Long             | EC               | CORP              | CN        |      2000 | NS      | $6930.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1026013 | PA      | $945097.15    | 0.06%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $116688.75    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47695.60     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GoerTek Inc                                       | GoerTek Inc                                                                      | CUSIP: 000000000<br>LEI: 300300FEEFS8BQPXIV57 | Long             | EC               | CORP              | CN        |     31100 | NS      | $75513.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                 | Bharti Airtel Ltd                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     14764 | NS      | $143581.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                    | Loblaw Cos Ltd                                                                   | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      2526 | NS      | $223347.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                    | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     24024 | NS      | $3499576.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -2900000 | PA      | $-2743682.58  | -0.17%            | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/O                    | American Financial Group Inc/OH                                                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       374 | NS      | $51342.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       446 | NS      | $90288.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    310000 | PA      | $268607.61    | 0.02%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4417 | PA      | $4140.81      | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co Inc                      | Tohoku Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |      5200 | NS      | $27238.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iQIYI Inc                                         | iQIYI Inc                                                                        | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | CN        |      3354 | NS      | $17776.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                      | Nissin Foods Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |       400 | NS      | $31677.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                           | Hanwha Aerospace Co Ltd                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |       451 | NS      | $26263.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX CORP                                         | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    460000 | PA      | $395820.03    | 0.02%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                          | Nice Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       991 | NS      | $190646.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                         | Zurich Insurance Group AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       560 | NS      | $267723.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                          | Mitsubishi Electric Corp                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     12900 | NS      | $127825.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntec REIT                                       | Suntec Real Estate Investment Trust                                              | CUSIP: 000000000<br>LEI: 549300C46QFXSI2F4K13 | Long             | EC               | CORP              | SG        |      9100 | NS      | $9373.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                        | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      2754 | NS      | $62433.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS                                               | China Medical System Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | CN        |     46000 | NS      | $71980.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foschini Group Ltd/The                            | Foschini Group Ltd/The                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      2713 | NS      | $15972.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                         | Tisco Financial Group PCL                                                        | CUSIP: 000000000<br>LEI: 529900OOUQI3OWX2WU06 | Long             | EC               | CORP              | TH        |     11500 | NS      | $32933.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                              | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     28379 | NS      | $1773687.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                           | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    189000 | PA      | $181121.06    | 0.01%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NIO Inc                                           | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |     21179 | NS      | $206495.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB Financial Group                                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       255 | NS      | $58685.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174988 | PA      | $156086.19    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     20062 | NS      | $2317350.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231582 | PA      | $189164.21    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1309 | NS      | $728131.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                  | Genuine Parts Co                                                                 | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    371000 | PA      | $284857.25    | 0.02%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417GNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20576 | PA      | $19294.55     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2019-1                                    | CUSIP: 80285HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403618 | PA      | $402915.33    | 0.03%             | 2025-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRF SA                                            | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | EC               | CORP              | BR        |      6902 | NS      | $10740.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                    | BB Seguridade Participacoes SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     22161 | NS      | $141092.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287562 | PA      | $234939.49    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                          | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      4844 | NS      | $1026540.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuexiu Property Co Ltd                            | Yuexiu Property Co Ltd                                                           | CUSIP: 000000000<br>LEI: 529900GASK6R1FD08W10 | Long             | EC               | CORP              | HK        |     15600 | NS      | $18820.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSYS Holdings Corp                              | COMSYS Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |       600 | NS      | $10527.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Gr                    | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      8809 | NS      | $667986.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132358.58    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       233 | NS      | $9337.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268593 | PA      | $219353.94    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kuaishou Technology                               | Kuaishou Technology                                                              | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | CN        |     33986 | NS      | $305509.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                        | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       287 | NS      | $146998.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    950000 | PA      | $780107.53    | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $166757.43    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                          | Lehman Brothers Holdings Inc                                                     | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $4335.32      | 0.00%             | 2014-02-05      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                       | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236355.25    | 0.01%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                             | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |         1 | NS      | $49.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1371088.52   | 0.09%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                 | Allstate Corp/The                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2417 | NS      | $327745.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84652 | PA      | $79457.92     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842891 | PA      | $798666.16    | 0.05%             | 2049-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                               | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     14300 | NS      | $44750.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $243688.20    | 0.02%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bumrungrad Hospital PCL                           | Bumrungrad Hospital PCL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     19600 | NS      | $119905.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       233 | NS      | $20243.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                             | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      4072 | NS      | $33565.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                          | Huatai Securities Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |     13600 | NS      | $15510.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                         | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67629.49     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49096.15     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | State of Israel                                                                  | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $152225.00    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spru                    | Chocoladefabriken Lindt & Spruengli AG                                           | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |        31 | NS      | $315891.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    316000 | PA      | $219015.81    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2019-3                                     | CUSIP: 96042HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    776308 | PA      | $771241.48    | 0.05%             | 2024-11-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Tongwei Co Ltd                                    | Tongwei Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3003009CW4QYMCG0BH89 | Long             | EC               | CORP              | CN        |     30299 | NS      | $168444.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingboard Holdings Ltd                            | Kingboard Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | HK        |     18500 | NS      | $58665.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417GNU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35263 | PA      | $33064.65     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                               | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $292438.36    | 0.02%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omega Energia SA                                  | Omega Energia SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      5239 | NS      | $9514.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    175000 | PA      | $124337.50    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                         | West Fraser Timber Co Ltd                                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       690 | NS      | $49823.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743290 | PA      | $606792.17    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                         | SBI Life Insurance Co Ltd                                                        | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |     18372 | NS      | $272678.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13163.23     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     28696 | NS      | $1003499.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd                            | Canadian Utilities Ltd                                                           | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      3129 | NS      | $84695.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unimicron Technology Corp                         | Unimicron Technology Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15000 | NS      | $58232.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                         | Baidu Inc                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |     47780 | NS      | $681378.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2020-1                                              | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2944368.60   | 0.18%             | 2027-05-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                             | Costco Wholesale Corp                                                            | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     67000 | PA      | $52959.27     | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Formosa Sumco Technology Corp                     | Formosa Sumco Technology Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20000 | NS      | $88099.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGHE                                            | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                                        | CUSIP: 000000000<br>LEI: 655600IQ7FXTTBKI8H68 | Long             | EC               | CORP              | CN        |      1800 | NS      | $41577.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                       | Murata Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      5300 | NS      | $261370.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airports of Thailand PCL                          | Airports of Thailand PCL                                                         | CUSIP: 000000000<br>LEI: 5299006VS4CU6LW0TY22 | Long             | EC               | CORP              | TH        |     21500 | NS      | $46536.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                    | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      3345 | NS      | $185045.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                   | Sony Group Corp                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      4400 | NS      | $335375.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     21616 | NS      | $126657.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2055 | NS      | $799847.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      7414 | NS      | $471604.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30187 | PA      | $29673.47     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fosun International Ltd                           | Fosun International Ltd                                                          | CUSIP: 000000000<br>LEI: 213800Z99WQEXDF82F09 | Long             | EC               | CORP              | CN        |     72500 | NS      | $58846.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                          | Mitsubishi Estate Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      6000 | NS      | $77721.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX UNIV REVENUES                    | Board of Regents of the University of Texas System                               | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     90000 | PA      | $56793.90     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                           | Manulife Financial Corp                                                          | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     33103 | NS      | $590426.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuwait Finance House KSCP                         | Kuwait Finance House KSCP                                                        | CUSIP: 000000000<br>LEI: 2549007KX0N057S9BC98 | Long             | EC               | CORP              | KW        |    142718 | NS      | $385641.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RichWave Technology Corp                          | RichWave Technology Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $10913.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagen Inc                                        | Seagen Inc                                                                       | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1876 | NS      | $241084.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33619.35     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PTT PCL                                           | PTT PCL                                                                          | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |     10200 | NS      | $9787.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A                    | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | EC               | CORP              | TR        |    168577 | NS      | $339902.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3123388 | PA      | $2617735.90   | 0.16%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                       | Kajima Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $108227.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                            | CNOOC Finance 2013 Ltd                                                           | CUSIP: 12625GAC8<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198287.50    | 0.01%             | 2023-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SF Holding Co Ltd                                 | SF Holding Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10586 | NS      | $88124.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887212 | PA      | $753143.36    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Usinas Siderurgicas de Minas G                    | Usinas Siderurgicas de Minas Gerais SA Usiminas                                  | CUSIP: 000000000<br>LEI: 2549001OK55PFGXM4827 | Long             | EP               | CORP              | BR        |     49408 | NS      | $66254.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                      | Carlsberg AS                                                                     | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       651 | NS      | $86353.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp                          | Blueprint Medicines Corp                                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      1356 | NS      | $59406.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                              | Power Corp of Canada                                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      4336 | NS      | $101995.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Spirits Ltd                                | United Spirits Ltd                                                               | CUSIP: 000000000<br>LEI: 3358004YFWQVX2EZDE82 | Long             | EC               | CORP              | IN        |      2652 | NS      | $28094.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CI Financial Corp                                 | CI Financial Corp                                                                | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |      1048 | NS      | $10456.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13745300 | PA      | $11709277.44  | 0.73%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hino Motors Ltd                                   | Hino Motors Ltd                                                                  | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |      2700 | NS      | $10259.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                         | Capitec Bank Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      2099 | NS      | $228490.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                           | Cboe Global Markets Inc                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      5518 | NS      | $692343.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lintec Corp                                       | Lintec Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |       500 | NS      | $8115.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fleury SA                                         | Fleury SA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     14317 | NS      | $41896.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622AADT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21594 | PA      | $19766.46     | 0.00%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |     28862 | NS      | $192470.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences PCL                             | Mega Lifesciences PCL                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     79100 | NS      | $106717.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     24790 | NS      | $1085104.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc                                      | Bilibili Inc                                                                     | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | CN        |      3300 | NS      | $78223.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    620000 | PA      | $443867.27    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    579926 | PA      | $519253.30    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97435.90     | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| China Yuhua Education Corp Ltd                    | China Yuhua Education Corp Ltd                                                   | CUSIP: 000000000<br>LEI: 254900MMSBZ02HKOSY64 | Long             | EC               | CORP              | CN        |     14000 | NS      | $2074.14      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3240 | NS      | $434484.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Energy Inc                                 | Gibson Energy Inc                                                                | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |       834 | NS      | $14561.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     14286 | NS      | $2110756.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Steel Co                                  | Hyundai Steel Co                                                                 | CUSIP: 000000000<br>LEI: 9884006EYA94IB2C3132 | Long             | EC               | CORP              | KR        |      4817 | NS      | $117408.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                         | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      2379 | NS      | $303962.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                  | Samsung C&T Corp                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      1992 | NS      | $179461.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    945324 | PA      | $793907.43    | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                    | Bombardier Inc                                                                   | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       327 | NS      | $12623.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31335BNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25286 | PA      | $24168.51     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                       | Moderna Inc                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       224 | NS      | $40234.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                          | Vanguard Real Estate ETF                                                         | CUSIP: 922908553<br>LEI: N/A                  | Long             | EC               | RF                | US        |    399642 | NS      | $32962472.16  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                        | Temenos AG                                                                       | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |       626 | NS      | $34438.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gol Linhas Aereas Inteligentes                    | Gol Linhas Aereas Inteligentes SA                                                | CUSIP: 000000000<br>LEI: 5299002CCNWVL0PVLP96 | Long             | EP               | CORP              | BR        |      3510 | NS      | $4673.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                    | Old Mutual Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |     63949 | NS      | $39231.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC                                         | Adobe Inc                                                                        | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $231454.99    | 0.01%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Omron Corp                                        | Omron Corp                                                                       | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      7400 | NS      | $357625.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50353.93     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                 | Vodacom Group Ltd                                                                | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |     29749 | NS      | $214412.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $75964.42     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                      | Santen Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |      8400 | NS      | $68446.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                            | Petroleo Brasileiro SA                                                           | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      9048 | NS      | $84055.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4396.52      | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GF Securities Co Ltd                              | GF Securities Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3003007E0Y3ZJ5HNA936 | Long             | EC               | CORP              | CN        |     10600 | NS      | $15174.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG H&H Co Ltd                                     | LG H&H Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        89 | NS      | $51225.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                   | Coles Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      9061 | NS      | $102712.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140E0E76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7426 | PA      | $7281.84      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                 | Toyota Motor Corp                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     53300 | NS      | $727147.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                         | Gerdau SA                                                                        | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     31090 | NS      | $170894.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WRWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21043 | PA      | $21185.12     | 0.00%             | 2043-06-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 31326FRA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       460 | PA      | $454.36       | 0.00%             | 2043-06-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                          | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2780 | NS      | $277129.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asiana Airlines Inc                               | Asiana Airlines Inc                                                              | CUSIP: 000000000<br>LEI: 2138001V1YWXYBSZX565 | Long             | EC               | CORP              | KR        |      4382 | NS      | $48442.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                         | KT&G Corp                                                                        | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |      1301 | NS      | $94033.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSIONS                    | Texas Transportation Commission State Highway Fund                               | CUSIP: 88283LKV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $155913.76    | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    115000 | PA      | $74950.46     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                 | Ashtead Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      3989 | NS      | $226594.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                           | Phison Electronics Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $20424.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                     | Trelleborg AB                                                                    | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      1482 | NS      | $34232.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     25665 | NS      | $1857376.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Strauss Group Ltd                                 | Strauss Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |       409 | NS      | $10813.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                             | Georgetown University/The                                                        | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5776.77      | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214702 | PA      | $185908.44    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                       | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | EC               | CORP              | FR        |       963 | NS      | $18283.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1140000 | PA      | $1077401.12   | 0.07%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                              | Vipshop Holdings Ltd                                                             | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |     12925 | NS      | $176297.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140EVU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       988 | PA      | $969.05       | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                            | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       220 | NS      | $75824.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                     | Budweiser Brewing Co APAC Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | HK        |      8600 | NS      | $26883.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAL Education Group                               | TAL Education Group                                                              | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | CN        |      4882 | NS      | $34418.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L&T Technology Services Ltd                       | L&T Technology Services Ltd                                                      | CUSIP: 000000000<br>LEI: 335800OITXHL9VYVRC58 | Long             | EC               | CORP              | IN        |      4150 | NS      | $184548.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Power Ltd                                   | Adani Power Ltd                                                                  | CUSIP: 000000000<br>LEI: 33580074T4XKFXBDG813 | Long             | EC               | CORP              | IN        |      2284 | NS      | $8236.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $168509.18    | 0.01%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $98035.71     | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                           | National Bank of Canada                                                          | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       147 | NS      | $9904.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                         | Alcon Inc                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      3042 | NS      | $208738.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                       | LG Chem Ltd                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      1007 | NS      | $480872.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                        | HEICO Corp                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1474 | NS      | $226465.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1263733 | PA      | $1240763.27   | 0.08%             | 2041-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       896 | NS      | $12407.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                | Kingspan Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      2209 | NS      | $119603.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Supalai PCL                                       | Supalai PCL                                                                      | CUSIP: 000000000<br>LEI: 9845000F0E39B2C16696 | Long             | EC               | CORP              | TH        |    215400 | NS      | $151114.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PL                    | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      1188 | NS      | $102074.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WONIK IPS Co Ltd                                  | WONIK IPS Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       442 | NS      | $8698.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                 | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3152 | NS      | $59182.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                    | District of Columbia Water & Sewer Authority                                     | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21630.25     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CHINA TAIPING                                     | China Taiping Insurance Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |     28400 | NS      | $35237.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       790 | NS      | $370565.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnit PJSC                                       | Magnit PJSC                                                                      | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |       399 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1568749.85   | 0.10%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Alinma Bank                                       | Alinma Bank                                                                      | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |     24005 | NS      | $207861.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138XCCD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21394 | PA      | $20974.07     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Naspers Ltd                                       | Naspers Ltd                                                                      | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |      3675 | NS      | $614113.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Zinc Ltd                                | Hindustan Zinc Ltd                                                               | CUSIP: 000000000<br>LEI: 335800LB39TLJ8YTWM98 | Long             | EC               | CORP              | IN        |      4816 | NS      | $18717.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                     | Nomura Research Institute Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      3900 | NS      | $92718.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151654 | PA      | $140537.75    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                            | Petroleo Brasileiro SA                                                           | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    129056 | NS      | $598778.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138MKE85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8943 | PA      | $8614.80      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                             | Great-West Lifeco Inc                                                            | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     20509 | NS      | $474100.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    125400 | NS      | $5317005.63   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Co                    | Housing Development Finance Corp Ltd                                             | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     38816 | NS      | $1233998.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INOVANCE                                          | Shenzhen Inovance Technology Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2000 | NS      | $20045.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Box Inc                                           | Box Inc                                                                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2555 | NS      | $79537.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                          | Tucson Electric Power Co                                                         | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9966.05      | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11264 | PA      | $11053.50     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     13512 | NS      | $338930.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp                             | Alfresa Holdings Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $72454.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7160 | PA      | $7146.13      | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BeiGene Ltd                                       | BeiGene Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |      5100 | NS      | $86558.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                             | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96762.33     | 0.01%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Co Ltd                           | Tsingtao Brewery Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      2200 | NS      | $34095.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegavision Corp                                   | Pegavision Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $13742.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49457 | PA      | $49578.83     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                          | Kao Corp                                                                         | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      2500 | NS      | $99251.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                           | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |       223 | NS      | $66931.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                          | Manhattan Associates Inc                                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       903 | NS      | $109624.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVI Ltd                                           | AVI Ltd                                                                          | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |     46139 | NS      | $204384.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151218.17    | 0.01%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9558 | PA      | $9841.70      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                              | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    825000 | PA      | $759298.55    | 0.05%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                            | Japan Post Bank Co Ltd                                                           | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     16800 | NS      | $144025.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Prudential Life Insuranc                    | ICICI Prudential Life Insurance Co Ltd                                           | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |      7457 | NS      | $40568.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71660 | PA      | $70476.66     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                           | Sberbank of Russia PJSC                                                          | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     96420 | NS      | $0.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Belimo Holding AG                                 | Belimo Holding AG                                                                | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        31 | NS      | $14789.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                                        | Horiba Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |       600 | NS      | $26011.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                                | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     55714 | PA      | $58270.16     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                      | Tatneft PJSC                                                                     | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |     32037 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    802864 | PA      | $776061.52    | 0.05%             | 2047-09-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                      | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94478.06     | 0.01%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                | Koninklijke DSM NV                                                               | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      1637 | NS      | $201014.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                            | Puget Sound Energy Inc                                                           | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20469.60     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35238.27     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                             | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $352943.61    | 0.02%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323073 | PA      | $274205.02    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTL Group SA                                      | RTL Group SA                                                                     | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      1149 | NS      | $48390.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                        | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119885.83    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nan Ya Printed Circuit Board C                    | Nan Ya Printed Circuit Board Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $22044.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149811.67    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical E                    | Shenzhen Mindray Bio-Medical Electronics Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3325 | NS      | $151456.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiata Group Bhd                                  | Axiata Group Bhd                                                                 | CUSIP: 000000000<br>LEI: 254900DM0V7OCPDUUC55 | Long             | EC               | CORP              | MY        |     74100 | NS      | $52044.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                       | Textron Inc                                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4229 | NS      | $299413.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418SYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1017 | PA      | $1022.25      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52049 | PA      | $51947.37     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                    | Ayala Land Inc                                                                   | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |     38200 | NS      | $21205.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL                    | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $24708.23     | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                       | James Hardie Industries PLC                                                      | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     10625 | NS      | $191231.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9KW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90647 | PA      | $89963.02     | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2305860 | PA      | $2002759.13   | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angelalign Technology Inc                         | Angelalign Technology Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       600 | NS      | $9383.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471296.99   | 0.09%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                         | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      2175 | NS      | $90480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Logistics Inc                                  | JD Logistics Inc                                                                 | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | CN        |     55300 | NS      | $106357.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     51510 | NS      | $6051394.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Energy Exchange Ltd                        | Indian Energy Exchange Ltd                                                       | CUSIP: 000000000<br>LEI: 335800JRG8ZOKN1KAE97 | Long             | EC               | CORP              | IN        |      3398 | NS      | $5739.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remegen Co Ltd                                    | Remegen Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 300300M9HCX4TFAD4I10 | Long             | EC               | CORP              | CN        |      1000 | NS      | $7377.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                         | Elekta AB                                                                        | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |         4 | NS      | $24.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       430 | NS      | $44113.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611964 | PA      | $567018.93    | 0.04%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                           | ABB Ltd                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     17582 | NS      | $535855.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YDUQS Participacoes SA                            | YDUQS Participacoes SA                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      4396 | NS      | $8421.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                            | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $61651.21     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Olympus Corp                                      | Olympus Corp                                                                     | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      5300 | NS      | $93479.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $65359.55     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                     | Sutter Health                                                                    | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9743.52      | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22325 | PA      | $21982.33     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3571 | PA      | $3543.59      | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                        | VMware Inc                                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      1102 | NS      | $135281.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                               | Astellas Pharma Inc                                                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     30800 | NS      | $468333.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19378 | PA      | $19373.44     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418RGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101549 | PA      | $102556.33    | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pigeon Corp                                       | Pigeon Corp                                                                      | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |       800 | NS      | $13111.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                            | Sibanye Stillwater Ltd                                                           | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     25148 | NS      | $66673.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X9Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83925 | PA      | $68567.91     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84549.15     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co                           | Saudi Arabian Mining Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     14131 | NS      | $242601.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                          | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $386976.87    | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                       | Obic Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $44042.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Holdings Ltd/South                     | Woolworths Holdings Ltd/South Africa                                             | CUSIP: 000000000<br>LEI: 37890095421E07184E97 | Long             | EC               | CORP              | ZA        |      4351 | NS      | $16947.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YTO Express Group Co Ltd                          | YTO Express Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29606 | NS      | $85804.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                 | Japan Tobacco Inc                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     15100 | NS      | $304419.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                  | Coca-Cola HBC AG                                                                 | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |         3 | NS      | $70.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292278.19    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dongkuk Steel Mill Co Ltd                         | Dongkuk Steel Mill Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8940 | NS      | $79009.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                          | Aker ASA                                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |       176 | NS      | $12924.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc                                            | M3 Inc                                                                           | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |       500 | NS      | $13581.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                             | Trend Micro Inc/Japan                                                            | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      1700 | NS      | $79504.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                             | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      2999 | NS      | $473931.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                             | Fast Retailing Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       800 | NS      | $486826.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Makalot Industrial Co Ltd                         | Makalot Industrial Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     44000 | NS      | $332758.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualicorp Consultoria e Corret                    | Qualicorp Consultoria e Corretora de Seguros SA                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     81822 | NS      | $90510.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469372 | PA      | $362222.88    | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                       | Aeon Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      1900 | NS      | $40119.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189420 | PA      | $172137.27    | 0.01%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co Ltd                    | Odakyu Electric Railway Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $34966.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                            | Welcia Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $18648.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62810000 | PA      | $61543985.94  | 3.86%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104062 | PA      | $103159.39    | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2993 | NS      | $742593.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lawson Inc                                        | Lawson Inc                                                                       | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |      8100 | NS      | $309667.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312945LK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20271 | PA      | $20117.52     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                       | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    303000 | PA      | $300767.66    | 0.02%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8078 | NS      | $886883.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20130 | PA      | $18896.16     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                             | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338112.05    | 0.02%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9127.91      | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN S                    | Polski Koncern Naftowy ORLEN SA                                                  | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      3082 | NS      | $45278.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484240 | PA      | $445162.24    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SK Bioscience Co Ltd                              | SK Bioscience Co Ltd                                                             | CUSIP: 000000000<br>LEI: 988400F5SGZAXEGIAM36 | Long             | EC               | CORP              | KR        |       146 | NS      | $8549.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                     | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107333.73    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                        | FANUC Corp                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      2100 | NS      | $314257.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PharmaResearch Co Ltd                             | PharmaResearch Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400WCI2SXC6H7SG23 | Long             | EC               | CORP              | KR        |       262 | NS      | $14514.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                      | Kyocera Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $9927.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    442637 | PA      | $397333.33    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $168912.61    | 0.01%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                 | Swire Pacific Ltd                                                                | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     12500 | NS      | $109573.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                | Liberty Global PLC                                                               | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      1728 | NS      | $33575.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Life Insurance Co Ltd                        | HDFC Life Insurance Co Ltd                                                       | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |     24912 | NS      | $170171.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co Ltd                              | Nongfu Spring Co Ltd                                                             | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |     12000 | NS      | $67581.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                          | Hana Financial Group Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1266 | NS      | $42156.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31891.22     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ABB India Ltd                                     | ABB India Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001BUNB8WEF9JI21 | Long             | EC               | CORP              | IN        |      1856 | NS      | $60167.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | Royal Bank of Canada                                                             | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     14236 | NS      | $1338436.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES PWR-MINN                          | Northern States Power Co/MN                                                      | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    141000 | PA      | $109094.79    | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PharmaEssentia Corp                               | PharmaEssentia Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1043 | NS      | $16163.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8839000 | PA      | $8287976.21   | 0.52%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                                | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91841.30     | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1362368.31   | 0.09%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Cement Corp                                | Taiwan Cement Corp                                                               | CUSIP: 000000000<br>LEI: 529900C56C3PB9X9ZO58 | Long             | EC               | CORP              | TW        |    107000 | NS      | $116968.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                         | Reply SpA                                                                        | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |        53 | NS      | $6080.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2014-A                                             | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15647 | PA      | $14522.15     | 0.00%             | 2035-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    557890 | PA      | $499367.84    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                      | Ricoh Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      9600 | NS      | $73067.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $172918.01    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                               | Kimberly-Clark Corp                                                              | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     64000 | PA      | $44165.05     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                         | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      2411 | NS      | $243766.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                      | United Microelectronics Corp                                                     | CUSIP: 910873405<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |      6717 | NS      | $43862.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                           | Saab AB                                                                          | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      5744 | NS      | $226357.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7051 | PA      | $6918.17      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                             | SM Prime Holdings Inc                                                            | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      1200 | NS      | $765.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                               | Tourmaline Oil Corp                                                              | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      3055 | NS      | $154148.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                | Cenovus Energy Inc                                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      9064 | NS      | $175857.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                | Outfront Media Inc                                                               | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    171899 | NS      | $2850085.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health PLC                                    | NMC Health PLC                                                                   | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | AE        |       411 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Clearway Energy Inc                               | Clearway Energy Inc                                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       642 | NS      | $20460.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    980000 | PA      | $793002.67    | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      5052 | NS      | $49289.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273041 | PA      | $243573.72    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd                         | Treasury Wine Estates Ltd                                                        | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |      3157 | NS      | $29165.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    422000 | PA      | $352750.88    | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DiGi.Com Bhd                                      | DiGi.Com Bhd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     54600 | NS      | $49552.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $79956.06     | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                         | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71131.31     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEPI Rockcastle NV                                | NEPI Rockcastle NV                                                               | CUSIP: 000000000<br>LEI: 549300FMWM53K9ULYT15 | Long             | EC               | CORP              | NL        |      1584 | NS      | $9496.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1144487 | PA      | $1119309.71   | 0.07%             | 2042-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LX INTERNATIONAL CORP                             | LX INTERNATIONAL CORP                                                            | CUSIP: 000000000<br>LEI: 988400KZJVVPCZ6BC265 | Long             | EC               | CORP              | KR        |      2399 | NS      | $64629.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV INC                                           | NOV Inc                                                                          | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13938.07     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                   | PGIM Core Ultra Short Bond Fund                                                  | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 411182514 | NS      | $411182514.01 | 25.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2015-MS1                                          | CUSIP: 61765DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $344250.32    | 0.02%             | 2048-05-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Shimamura Co Ltd                                  | Shimamura Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $9965.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29000 | PA      | $28731.15     | 0.00%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                        | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     15020 | NS      | $904669.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMOREPACIFIC Group                                | AMOREPACIFIC Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2804 | NS      | $77779.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30229.91     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lotte Shopping Co Ltd                             | Lotte Shopping Co Ltd                                                            | CUSIP: 000000000<br>LEI: 9884003SJK2VZLLC4B08 | Long             | EC               | CORP              | KR        |       339 | NS      | $24428.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd                                    | AGL Energy Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |     14529 | NS      | $79533.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Tungsten Co Ltd                            | Xiamen Tungsten Co Ltd                                                           | CUSIP: 000000000<br>LEI: 300300SEC2FOC4PL5N49 | Long             | EC               | CORP              | CN        |     13000 | NS      | $36621.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                | Azimut Holding SpA                                                               | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |       555 | NS      | $12418.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Siderurgica Nacional SA                       | Cia Siderurgica Nacional SA                                                      | CUSIP: 000000000<br>LEI: 529900K40TEND42S0T46 | Long             | EC               | CORP              | BR        |      9398 | NS      | $25615.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascott Trust                           | CapitaLand Ascott Trust                                                          | CUSIP: 000000000<br>LEI: 549300W6RTG7Y32IWY65 | Long             | EC               | CORP              | SG        |      6300 | NS      | $4943.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301556 | PA      | $245787.07    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                      | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3460 | NS      | $169159.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co Ltd                                | SG Holdings Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $67941.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                   | Pirelli & C SpA                                                                  | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |     20574 | NS      | $88191.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     10720 | NS      | $1893688.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44240.03     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7974 | NS      | $743097.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                                             | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82790.19     | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13071 | PA      | $12840.27     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netcare Ltd                                       | Netcare Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    154117 | NS      | $131757.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2863 | NS      | $337834.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                            | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |         4 | NS      | $26.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433568.39    | 0.03%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                          | Qatar National Bank QPSC                                                         | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     53645 | NS      | $265909.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                     | REA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3283 | NS      | $246903.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                           | Sega Sammy Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |      6300 | NS      | $95126.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                      | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15122 | NS      | $2714247.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                              | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     29440 | NS      | $177325.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19471 | PA      | $18724.04     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                   | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       497 | NS      | $27038.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                       | easyJet PLC                                                                      | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |      1840 | NS      | $7217.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190172.76    | 0.01%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                         | Spirit Realty Capital Inc                                                        | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     68281 | NS      | $2726460.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      5497 | NS      | $126936.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8425000 | PA      | $-7131883.06  | -0.45%            | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                        | California State University                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $44795.57     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                        | Inpex Corp                                                                       | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      5400 | NS      | $58025.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                             | Mineral Resources Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |       539 | NS      | $28274.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle India Ltd                                  | Nestle India Ltd                                                                 | CUSIP: 000000000<br>LEI: 3358008SYYY9CPWH5D94 | Long             | EC               | CORP              | IN        |       428 | NS      | $101246.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                         | Hoya Corp                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2800 | NS      | $268180.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express Cayman Inc                            | ZTO Express Cayman Inc                                                           | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | CN        |      4714 | NS      | $126665.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3476 | NS      | $1914198.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Product Center PCL                           | Home Product Center PCL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    561600 | NS      | $251079.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13670 | NS      | $803522.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co Ltd                             | Tokyo Tatemono Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |       900 | NS      | $10895.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NWS Holdings Ltd                                  | NWS Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: 2549002WHK9XGQC01O62 | Long             | EC               | CORP              | HK        |     21000 | NS      | $18126.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     10263 | NS      | $337242.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72518 | PA      | $63678.36     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                        | Cigna Corp                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6395 | NS      | $2118919.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                               | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273968.17    | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1850994 | PA      | $1607520.10   | 0.10%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Bank Bhd                                   | Public Bank Bhd                                                                  | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |    659100 | NS      | $646282.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                        | Kakao Corp                                                                       | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |      1994 | NS      | $84936.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                    | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | MO        |     24800 | NS      | $27514.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1748 | NS      | $260521.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2020-3                                     | CUSIP: 96042QAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061291 | PA      | $1055774.12   | 0.07%             | 2025-11-17      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Gujarat Gas Ltd                                   | Gujarat Gas Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800BGVH85CIFRKY95 | Long             | EC               | CORP              | IN        |     10544 | NS      | $61951.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                    | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     22116 | NS      | $6196682.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    590000 | PA      | $547521.32    | 0.03%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276364 | PA      | $246530.17    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404016 | PA      | $329746.12    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J Front Retailing Co Ltd                          | J Front Retailing Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $11797.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     20999 | NS      | $236061.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                       | Kanzhun Ltd                                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |      1350 | NS      | $27499.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co Ltd                        | Koito Manufacturing Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $32797.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                             | Aldar Properties PJSC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     44707 | NS      | $53718.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Enterprises Ltd                             | Adani Enterprises Ltd                                                            | CUSIP: 000000000<br>LEI: 335800OTN96B3M38HC30 | Long             | EC               | CORP              | IN        |      5648 | NS      | $263010.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     28346 | NS      | $1858080.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co Ltd                            | Yamazaki Baking Co Ltd                                                           | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $17946.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                  | T&D Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      1300 | NS      | $18609.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                    | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       190 | NS      | $41203.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288638 | PA      | $275932.48    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                     | CME Group Inc                                                                    | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109019.24    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                        | Sino Biopharmaceutical Ltd                                                       | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |     64000 | NS      | $37268.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltas Ltd                                        | Voltas Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800VVTQSSZ7NV7F51 | Long             | EC               | CORP              | IN        |      8032 | NS      | $77501.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                            | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    111000 | PA      | $81987.56     | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                            | Darden Restaurants Inc                                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1649 | NS      | $228106.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co                                                                       | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38427.50     | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Challenger Ltd                                    | Challenger Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |     10274 | NS      | $52826.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd                               | Larsen & Toubro Ltd                                                              | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |      7864 | NS      | $197656.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     12212 | NS      | $148756.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     41966 | NS      | $1299978.47   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Brasil Participacoes SA                    | Santos Brasil Participacoes SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     30083 | NS      | $44492.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2424 | NS      | $250859.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1817 | NS      | $176939.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                      | Leonardo SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      5281 | NS      | $45547.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $221825.98    | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                | Analog Devices Inc                                                               | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58861.74     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    445000 | PA      | $409620.36    | 0.03%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2004-AC2                            | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25635 | PA      | $22066.65     | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd                            | Zydus Lifesciences Ltd                                                           | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |     10612 | NS      | $53771.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230187 | PA      | $187949.62    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                             | Boston Properties Inc                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     43496 | NS      | $2939459.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133B5NU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118925 | PA      | $96892.76     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                               | Otis Worldwide Corp                                                              | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10516.27     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                       | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1575 | NS      | $35699.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Thailand PCL                    | Delta Electronics Thailand PCL                                                   | CUSIP: 000000000<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |      2500 | NS      | $59817.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                         | Link REIT                                                                        | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     16300 | NS      | $119272.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                         | Zijin Mining Group Co Ltd                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |    234000 | NS      | $314494.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     11341 | NS      | $407598.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404545.25    | 0.03%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUWF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39543 | PA      | $37120.49     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105994 | PA      | $94986.12     | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6198 | PA      | $6259.72      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476002 | PA      | $388992.13    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $74488.17     | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinsus Interconnect Technology                    | Kinsus Interconnect Technology Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $16905.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                | POSCO Holdings Inc                                                               | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      3116 | NS      | $169728.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooredoo QPSC                                      | Ooredoo QPSC                                                                     | CUSIP: 000000000<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |      8472 | NS      | $21515.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                            | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    230000 | PA      | $159574.73    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    733054 | PA      | $657880.49    | 0.04%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DocuSign Inc                                      | DocuSign Inc                                                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      2675 | NS      | $148248.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37933 | PA      | $37212.20     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Interface Solution Hol                    | General Interface Solution Holding Ltd                                           | CUSIP: 000000000<br>LEI: 529900UF1EE97VL5NU66 | Long             | EC               | CORP              | TW        |     18000 | NS      | $51425.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                           | Largan Precision Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $198298.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                            | UCB SA                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      2253 | NS      | $177521.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430681 | PA      | $399173.85    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                                                   | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      1000 | PA      | $865.55       | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601427 | PA      | $509501.02    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| My EG Services Bhd                                | My EG Services Bhd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     92800 | NS      | $18331.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                 | Marathon Oil Corp                                                                | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34875.76     | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                      | Gazprom PJSC                                                                     | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    234039 | NS      | $0.32         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Keyence Corp                                      | Keyence Corp                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       500 | NS      | $194122.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corp                                        | Nikon Corp                                                                       | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |      7200 | NS      | $63667.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95271 | PA      | $96864.87     | 0.01%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159556.27    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358408 | PA      | $319667.35    | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $86397.46     | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KJQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132240 | PA      | $117205.16    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Devyani International Ltd                         | Devyani International Ltd                                                        | CUSIP: 000000000<br>LEI: 335800QL2YIWJ1DFK350 | Long             | EC               | CORP              | IN        |      4310 | NS      | $9388.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                 | Nippon Steel Corp                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      4000 | NS      | $69404.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wistron Corp                                      | Wistron Corp                                                                     | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | EC               | CORP              | TW        |     46000 | NS      | $43932.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183912 | PA      | $180998.49    | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1043 | NS      | $33188.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                 | Suncor Energy Inc                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     13832 | NS      | $438762.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138MJF20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6610 | PA      | $6361.78      | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649164 | PA      | $616751.05    | 0.04%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                      | Evolution AB                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       238 | NS      | $23182.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DL E&C Co Ltd                                     | DL E&C Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 988400UU0MCCBS1YP242 | Long             | EC               | CORP              | KR        |       487 | NS      | $13049.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK23                                                                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $347091.24    | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Commercial Bank PSQC/The                          | Commercial Bank PSQC/The                                                         | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | EC               | CORP              | QA        |     23506 | NS      | $32298.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                        | Fortescue Metals Group Ltd                                                       | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     13040 | NS      | $182262.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                        | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230424.42    | 0.01%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                         | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     78741 | NS      | $365807.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                             | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      3100 | NS      | $176569.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corp                                 | JGC Holdings Corp                                                                | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |       900 | NS      | $11408.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino-American Silicon Products                    | Sino-American Silicon Products Inc                                               | CUSIP: 000000000<br>LEI: 529900DMZ4STK7NEXO95 | Long             | EC               | CORP              | TW        |     11000 | NS      | $49774.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                          | Patterson-UTI Energy Inc                                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      2945 | NS      | $49593.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark de Mexico SAB d                    | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | EC               | CORP              | MX        |     26801 | NS      | $45483.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                          | Silicon Laboratories Inc                                                         | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1295 | NS      | $175692.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Commercial & Savings                     | Shanghai Commercial & Savings Bank Ltd/The                                       | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             | EC               | CORP              | TW        |     18246 | NS      | $26136.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hite Jinro Co Ltd                                 | Hite Jinro Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     14918 | NS      | $302743.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Migros Ticaret AS                                 | Migros Ticaret AS                                                                | CUSIP: 000000000<br>LEI: 5493002IOWNT1QZMAA74 | Long             | EC               | CORP              | TR        |     28550 | NS      | $223735.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      5399 | NS      | $758206.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26426300 | PA      | $21520918.06  | 1.35%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                     | SoftBank Corp                                                                    | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     20400 | NS      | $230798.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                    | CMOC Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |    123000 | NS      | $56348.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $280545.28    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53499.98     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Li Auto Inc                                       | Li Auto Inc                                                                      | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | CN        |     13100 | NS      | $126660.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2021-1                                    | CUSIP: 80286NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1106475 | PA      | $1087341.89   | 0.07%             | 2026-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    265000 | PA      | $250805.94    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37593 | PA      | $33478.71     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minor International PCL                           | Minor International PCL                                                          | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | EC               | CORP              | TH        |     84800 | NS      | $78896.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5273 | PA      | $5180.36      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93437 | PA      | $96379.96     | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2589 | NS      | $167689.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                         | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $619597.70    | 0.04%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FQS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51136 | PA      | $49895.83     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                         | Tokio Marine Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      9200 | NS      | $196534.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaga Nasional Bhd                               | Tenaga Nasional Bhd                                                              | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |    168500 | NS      | $368355.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| A-Living Smart City Services C                    | A-Living Smart City Services Co Ltd                                              | CUSIP: 000000000<br>LEI: 3003007MSHCO6ZTTSZ09 | Long             | EC               | CORP              | CN        |     12750 | NS      | $15279.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497993 | PA      | $494065.64    | 0.03%             | 2033-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                      | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |      9689 | NS      | $17178.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                                | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109149.49    | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $119007.99    | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hysan Development Co Ltd                          | Hysan Development Co Ltd                                                         | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |      5000 | NS      | $16192.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                                                | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    270000 | PA      | $210309.20    | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290664 | PA      | $236945.59    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132J2SY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8820 | PA      | $8301.11      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TBEA Co Ltd                                       | TBEA Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 300300NIEBMOQ4DNLE36 | Long             | EC               | CORP              | CN        |         2 | NS      | $5.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61745 | PA      | $61209.79     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kiatnakin Phatra Bank PCL                         | Kiatnakin Phatra Bank PCL                                                        | CUSIP: 000000000<br>LEI: 254900UPQE3MNOEDXK30 | Long             | EC               | CORP              | TH        |     23200 | NS      | $49354.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING ENT                                       | Beijing Enterprises Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     25500 | NS      | $81416.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Casio Computer Co Ltd                             | Casio Computer Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |     12600 | NS      | $127828.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                     | Coloplast A/S                                                                    | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       737 | NS      | $86341.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                              | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     18723 | NS      | $357119.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tong Yang Industry Co Ltd                         | Tong Yang Industry Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     51000 | NS      | $71183.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                             | Arrow Electronics Inc                                                            | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     38000 | PA      | $29937.08     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132J4B40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57325 | PA      | $55004.04     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tung Ho Steel Enterprise Corp                     | Tung Ho Steel Enterprise Corp                                                    | CUSIP: 000000000<br>LEI: 5299003755GCQVWX5K49 | Long             | EC               | CORP              | TW        |     18090 | NS      | $30976.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                        | ANDRITZ AG                                                                       | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |       663 | NS      | $37951.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                           | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      1739 | NS      | $557140.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140EUKZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5149 | PA      | $5049.33      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                 | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     97093 | NS      | $262582.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co L                    | Genius Electronic Optical Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $10843.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                                                | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63069.98     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd                                       | Infosys Ltd                                                                      | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     21729 | NS      | $391339.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGi Green                                       | LONGi Green Energy Technology Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |     33613 | NS      | $204451.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qube Holdings Ltd                                 | Qube Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |      8782 | NS      | $16751.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                     | Rightmove PLC                                                                    | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |     20623 | NS      | $127582.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50057.78     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      8511 | NS      | $1173252.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235906 | PA      | $219091.85    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                               | Richter Gedeon Nyrt                                                              | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |       375 | NS      | $8327.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                          | SMC Corp                                                                         | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       200 | NS      | $83510.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASCO CORP                                        | Masco Corp                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34924.62     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122980 | PA      | $109680.42    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45800000 | PA      | $45821468.75  | 2.87%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     17906 | NS      | $780880.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                       | Novavax Inc                                                                      | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      2285 | NS      | $23489.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      5882 | NS      | $664009.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171781.85    | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                             | Rede D'Or Sao Luiz SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      1760 | NS      | $9831.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp                              | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | MX        |      4489 | NS      | $271090.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JA Solar Technology Co Ltd                        | JA Solar Technology Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3000 | NS      | $25960.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258295.25    | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                     | FirstRand Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |    145226 | NS      | $527618.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                       | Dr Reddy's Laboratories Ltd                                                      | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |      1284 | NS      | $65668.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                          | Central Japan Railway Co                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      3300 | NS      | $405172.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies Inc                                                           | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    385000 | PA      | $367302.85    | 0.02%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    280000 | PA      | $238976.02    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cielo SA                                          | Cielo SA                                                                         | CUSIP: 000000000<br>LEI: 635400V276LMQ5UZ6C26 | Long             | EC               | CORP              | BR        |     97830 | NS      | $97336.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65865 | PA      | $58731.56     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                            | Paylocity Holding Corp                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       563 | NS      | $109368.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworth Group Ltd                                | Skyworth Group Ltd                                                               | CUSIP: 000000000<br>LEI: 529900LRFQSJWSSXY627 | Long             | EC               | CORP              | HK        |     14000 | NS      | $5975.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                    | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     51213 | NS      | $1431403.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                        | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295237.93    | 0.02%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LG Innotek Co Ltd                                 | LG Innotek Co Ltd                                                                | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |        74 | NS      | $14924.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDEE INT'L                                     | Kingdee International Software Group Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | CN        |     44000 | NS      | $93372.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      8300 | NS      | $351031.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20428.84     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 31326FRD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8450 | PA      | $8571.92      | 0.00%             | 2043-05-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                          | Accelleron Industries AG                                                         | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |      1099 | NS      | $22683.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     57000 | PA      | $46937.53     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -25000 | PA      | $-20336.51    | -0.00%            | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                              | UltraTech Cement Ltd                                                             | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |      2336 | NS      | $196019.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4476 | PA      | $4382.63      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport S                    | Fraport AG Frankfurt Airport Services Worldwide                                  | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |       234 | NS      | $9476.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26907.76     | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     13001 | NS      | $1765738.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     11519 | NS      | $1745819.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                     | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      4693 | NS      | $100942.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                           | China Railway Group Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     54000 | NS      | $28354.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418XK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15298 | PA      | $15408.47     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                           | Maruti Suzuki India Ltd                                                          | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |      1415 | NS      | $143149.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                         | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      6216 | NS      | $58927.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68513.56     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182790 | PA      | $180007.17    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd                            | Persistent Systems Ltd                                                           | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |       163 | NS      | $7620.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                               | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      2456 | NS      | $78580.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFUJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4025 | PA      | $3994.48      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2020-3                                       | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $472073.89    | 0.03%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank AlBilad                                      | Bank AlBilad                                                                     | CUSIP: 000000000<br>LEI: 558600YCBMF3KW9QH647 | Long             | EC               | CORP              | SA        |      4915 | NS      | $57779.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6309 | NS      | $453932.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $227601.79    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                   | Shiseido Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      2400 | NS      | $117632.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LVU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59726 | PA      | $57836.48     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                                | E Ink Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |      7000 | NS      | $36657.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                    | CK Infrastructure Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | HK        |      2000 | NS      | $10436.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alsea SAB de CV                                   | Alsea SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | EC               | CORP              | MX        |    122100 | NS      | $230458.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                   | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    438000 | PA      | $356921.01    | 0.02%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                               | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17958.22     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                      | RS GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |      1065 | NS      | $11467.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312940EP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6437 | PA      | $6388.52      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                   | Gold Fields Ltd                                                                  | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      5508 | NS      | $57007.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85886.14     | 0.01%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                         | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    164870 | NS      | $2646163.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                              | Koninklijke Vopak NV                                                             | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |      2422 | NS      | $72045.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Elxsi Ltd                                    | Tata Elxsi Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800OWLDKWXSI48N33 | Long             | EC               | CORP              | IN        |        89 | NS      | $6754.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116746 | PA      | $95442.19     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42519 | PA      | $41684.42     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1425000 | PA      | $1382125.37   | 0.09%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                      | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90849.30     | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29788 | PA      | $28294.70     | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      6847 | NS      | $970836.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corp                                        | Weibo Corp                                                                       | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | CN        |      2095 | NS      | $40056.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                     | Beiersdorf AG                                                                    | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       121 | NS      | $13826.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      2853 | NS      | $79471.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                        | Acciona SA                                                                       | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       670 | NS      | $123301.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      7652 | NS      | $2416960.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     31928 | NS      | $505468.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                           | ENN Energy Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | CN        |     19300 | NS      | $269583.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $324238.76    | 0.02%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                    | Kuraray Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |      2900 | NS      | $23210.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    161397 | PA      | $160911.72    | 0.01%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ACEN Corp                                         | ACEN Corp                                                                        | CUSIP: 000000000<br>LEI: 549300LGUZQ61GQQXQ60 | Long             | EC               | CORP              | PH        |      9030 | NS      | $1241.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                   | thyssenkrupp AG                                                                  | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |      3895 | NS      | $23652.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39684.97     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       691 | NS      | $191351.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -248000 | PA      | $-226889.72   | -0.01%            | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458292 | PA      | $376572.79    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314160 | PA      | $266888.54    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138M5GF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14398 | PA      | $13942.64     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1250 | NS      | $331200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Trust 2019-FTR2                                                | CUSIP: 35564WAA1<br>LEI: 5493008J93RJW7PJFN93 | Long             | ABS-MBS          | CORP              | US        |    631753 | PA      | $625257.03    | 0.04%             | 2048-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cia Brasileira de Distribuicao                    | Cia Brasileira de Distribuicao                                                   | CUSIP: 000000000<br>LEI: 5299003V5B6KLICZCC14 | Long             | EC               | CORP              | BR        |      9954 | NS      | $30808.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                            | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     29346 | NS      | $103360.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                           | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    107247 | NS      | $4153676.31   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP                                          | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162227.04    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                               | WiseTech Global Ltd                                                              | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      3139 | NS      | $107957.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10925.29     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNNY OPTICAL                                     | Sunny Optical Technology Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | CN        |     19500 | NS      | $229980.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCSoft Corp                                       | NCSoft Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       234 | NS      | $83590.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200728.85    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6EC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10319 | PA      | $10550.13     | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL                                        | CP ALL PCL                                                                       | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |       400 | NS      | $787.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                     | Jardine Matheson Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      7100 | NS      | $361182.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp                             | Yaskawa Electric Corp                                                            | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |      1300 | NS      | $41477.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38893 | PA      | $40210.72     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                        | Boliden AB                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       557 | NS      | $20922.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805326 | PA      | $707749.19    | 0.04%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $193930.19    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       380 | NS      | $147248.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                           | KT Corp                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      9149 | NS      | $244875.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp                                       | Kinden Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $9798.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74104 | PA      | $62956.81     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56218.63     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49805 | PA      | $49403.89     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $14313.92     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3745827 | PA      | $3178082.98   | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecopro BM Co Ltd                                  | Ecopro BM Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       227 | NS      | $16606.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228380 | PA      | $209544.98    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                            | Trane Technologies Luxembourg Finance SA                                         | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $32241.12     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     10633 | NS      | $105713.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178187 | PA      | $165098.83    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232976 | PA      | $189871.47    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co Ltd                    | Keisei Electric Railway Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |       500 | NS      | $14205.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25503200 | PA      | $23215881.75  | 1.46%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Akeso Inc                                         | Akeso Inc                                                                        | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Long             | EC               | CORP              | CN        |      4000 | NS      | $21864.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                      | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | CN        |       881 | NS      | $49.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       765 | NS      | $21764.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Distributions Se                    | International Distributions Services PLC                                         | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |      2985 | NS      | $7651.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                          | Packaging Corp of America                                                        | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51371.57     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138XQDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65768 | PA      | $63478.93     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8417 | PA      | $7648.78      | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LXJM                                              | Luxshare Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |     49539 | NS      | $226725.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312938Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20879 | PA      | $20656.72     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $374142.80    | 0.02%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152709.78    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     36162 | NS      | $672115.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                          | Snap Inc                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     24096 | NS      | $215659.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437538 | PA      | $402824.27    | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                             | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $54346.05     | 0.00%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| President Chain Store Corp                        | President Chain Store Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11000 | NS      | $97258.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915364 | PA      | $907947.97    | 0.06%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Suzhou Maxwell Technologies Co                    | Suzhou Maxwell Technologies Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       880 | NS      | $52241.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chailease Holding Co Ltd                          | Chailease Holding Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | TW        |     32727 | NS      | $230567.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                 | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       612 | NS      | $39913.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157875 | PA      | $136762.68    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     29000 | PA      | $18374.10     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STSS                                              | Shanxi Taigang Stainless Steel Co Ltd                                            | CUSIP: 000000000<br>LEI: 300300TSZ3ZVPD82J476 | Long             | EC               | CORP              | CN        |      9000 | NS      | $5612.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinik Co                                          | Kinik Co                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $10238.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coromandel International Ltd                      | Coromandel International Ltd                                                     | CUSIP: 000000000<br>LEI: 335800U73K3HJSQKT249 | Long             | EC               | CORP              | IN        |     26889 | NS      | $288072.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Brasileira de Aluminio                        | Cia Brasileira de Aluminio                                                       | CUSIP: 000000000<br>LEI: 5493001QYTIDILBVYO18 | Long             | EC               | CORP              | BR        |      2898 | NS      | $6248.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CanSino Biologics Inc                             | CanSino Biologics Inc                                                            | CUSIP: 000000000<br>LEI: 254900SPBQ0ZVM8QC931 | Long             | EC               | CORP              | CN        |       800 | NS      | $6790.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44158.71     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       721 | NS      | $119123.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                               | Electronic Arts Inc                                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97547.88     | 0.01%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248030.35    | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42013 | PA      | $40156.62     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINOPEC CORP                                      | China Petroleum & Chemical Corp                                                  | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |    558900 | NS      | $269284.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219363 | PA      | $185995.41    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1730 | NS      | $160630.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgutneftegas PJSC                               | Surgutneftegas PJSC                                                              | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |    177716 | NS      | $0.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kunlun Energy Co Ltd                              | Kunlun Energy Co Ltd                                                             | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | HK        |    158000 | NS      | $112330.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                       | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42612.59     | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Iluka Resources Ltd                               | Iluka Resources Ltd                                                              | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |      9577 | NS      | $61604.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18920.90     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd                                         | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | CN        |    133000 | NS      | $139840.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                             | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      1613 | NS      | $127346.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | Becton Dickinson and Co                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      7347 | NS      | $1868342.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78823.56     | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                   | Gold Fields Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     22762 | NS      | $236379.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843676 | PA      | $742756.27    | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215781.91    | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                        | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      2635 | NS      | $943587.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                         | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      7600 | NS      | $266526.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AU Small Finance Bank Ltd                         | AU Small Finance Bank Ltd                                                        | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |      2988 | NS      | $23601.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1074979 | PA      | $1070860.87   | 0.07%             | 2029-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                  | Imperial Oil Ltd                                                                 | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      7573 | NS      | $368862.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                         | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       454 | NS      | $231053.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5991 | PA      | $6049.62      | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                       | Dr Reddy's Laboratories Ltd                                                      | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       551 | NS      | $28514.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                          | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $688363.10    | 0.04%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SATS Ltd                                          | SATS Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900SEP1R0K8049D51 | Long             | EC               | CORP              | SG        |      5200 | NS      | $11022.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLOTTE-MECKLENBURG NC HOSP                     | Charlotte-Mecklenburg Hospital Authority/The                                     | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     95000 | PA      | $65512.27     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fufeng Group Ltd                                  | Fufeng Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | CN        |     92000 | NS      | $55799.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                    | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $430853.54    | 0.03%             | 2057-10-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MDKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67133 | PA      | $64701.54     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $258769.88    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                | Voya Financial Inc                                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     11007 | NS      | $676820.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204856.66    | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443979.82    | 0.03%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37166.97     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Revolving Auto Loan                     | Santander Revolving Auto Loan Trust 2019-A                                       | CUSIP: 80286JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1563909.90   | 0.10%             | 2032-01-26      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286578 | PA      | $243373.92    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2019-R03                                     | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54932 | PA      | $54797.64     | 0.00%             | 2031-09-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd                        | Cathay Pacific Airways Ltd                                                       | CUSIP: 000000000<br>LEI: EQNZNT235RBOJ6LJQZ02 | Long             | EC               | CORP              | HK        |      9000 | NS      | $9805.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dali Foods Group Co Ltd                           | Dali Foods Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 52990093PPQC644N7T38 | Long             | EC               | CORP              | CN        |     81500 | NS      | $37078.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                    | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $3232.79      | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                        | Realtek Semiconductor Corp                                                       | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     39000 | NS      | $354665.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                    | EPR Properties                                                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     74702 | NS      | $2817759.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $249052.03    | 0.02%             | 2025-09-25      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| Azul SA                                           | Azul SA                                                                          | CUSIP: 000000000<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EP               | CORP              | BR        |     28287 | NS      | $58177.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                | WuXi AppTec Co Ltd                                                               | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |       500 | NS      | $5822.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Faratronic Co Ltd                          | Xiamen Faratronic Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       500 | NS      | $11536.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International A                    | Kuehne + Nagel International AG                                                  | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       393 | NS      | $91365.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                           | Dubai Islamic Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |     33686 | NS      | $52284.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380000 | PA      | $2123871.30   | 0.13%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $157892.34    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    475000 | PA      | $428721.82    | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Telecommunications Or                    | Hellenic Telecommunications Organization SA                                      | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |     13731 | NS      | $214466.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                             | Keysight Technologies Inc                                                        | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367001.38    | 0.02%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bharat Forge Ltd                                  | Bharat Forge Ltd                                                                 | CUSIP: 000000000<br>LEI: 3358009U5Z2BU2X3L230 | Long             | EC               | CORP              | IN        |      1500 | NS      | $15915.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                        | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60635.09     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                    | Telkom Indonesia Persero Tbk PT                                                  | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    232000 | NS      | $55868.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      6977 | NS      | $170587.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries                    | Teva Pharmaceutical Industries Ltd                                               | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      2489 | NS      | $22699.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138AHPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21130 | PA      | $21354.02     | 0.00%             | 2041-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $46962.50     | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $244167.67    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JMT Network Services PCL                          | JMT Network Services PCL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      5400 | NS      | $10743.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      6996 | NS      | $906121.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                   | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    220000 | PA      | $156403.08    | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                    | Bancolombia SA                                                                   | CUSIP: 05968L102<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |       958 | NS      | $27341.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619790 | PA      | $505639.68    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                               | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     34687 | NS      | $4960241.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lens Technology Co Ltd                            | Lens Technology Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    107300 | NS      | $162960.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co Ltd                            | Sinopharm Group Co Ltd                                                           | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     18400 | NS      | $46572.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp                                        | Ebara Corp                                                                       | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |       300 | NS      | $10686.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955186 | PA      | $810340.44    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Parex Resources Inc                               | Parex Resources Inc                                                              | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |       616 | NS      | $9167.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                                          | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      1618 | NS      | $45073.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                     | Novatek Microelectronics Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14000 | NS      | $143118.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                             | Elite Material Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $16612.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAURA Technology Group Co Ltd                     | NAURA Technology Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300JI5I0B95GO5C39 | Long             | EC               | CORP              | CN        |       600 | NS      | $19503.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                         | Ball Corp                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      3508 | NS      | $179399.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39335 | PA      | $38543.23     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                    | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        82 | NS      | $118526.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Hotels Co Ltd                              | Indian Hotels Co Ltd                                                             | CUSIP: 000000000<br>LEI: 33580076CH5SBY5HWA22 | Long             | EC               | CORP              | IN        |      3198 | NS      | $12302.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JG Summit Holdings Inc                            | JG Summit Holdings Inc                                                           | CUSIP: 000000000<br>LEI: 8945008FXJ2QCVCRJM25 | Long             | EC               | CORP              | PH        |       556 | NS      | $502.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $731697.90    | 0.05%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Affle India Ltd                                   | Affle India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800VOXUF6XMCWSD89 | Long             | EC               | CORP              | IN        |       500 | NS      | $6530.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15648 | PA      | $15366.81     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                  | W R Berkley Corp                                                                 | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2296 | NS      | $166620.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOS ANGELES CA UNIF SCH DIST                      | Los Angeles Unified School District/CA                                           | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156434.81    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                     | Zhongsheng Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | CN        |      2500 | NS      | $12805.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                          | Kone Oyj                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      6546 | NS      | $338897.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                 | Industrivarden AB                                                                | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      4099 | NS      | $99700.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STAG Industrial Inc                               | STAG Industrial Inc                                                              | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     66220 | NS      | $2139568.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60800000 | PA      | $60804750.30  | 3.81%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                            | Novolipetsk Steel PJSC                                                           | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |      2772 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jenoptik AG                                       | Jenoptik AG                                                                      | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |         2 | NS      | $54.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ligado A-0 Preferred Equity                       | Ligado A-0 Preferred Equity                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3262 | NS      | $48934.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                         | Stockland                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19394 | NS      | $47764.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                              | Straumann Holding AG                                                             | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       419 | NS      | $48047.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138M5FB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16121 | PA      | $16370.19     | 0.00%             | 2042-08-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                 | Marathon Oil Corp                                                                | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      9626 | NS      | $260575.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44564.63     | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182327 | PA      | $149121.60    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417DUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5982 | PA      | $5764.74      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd                                 | George Weston Ltd                                                                | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       767 | NS      | $95161.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renishaw PLC                                      | Renishaw PLC                                                                     | CUSIP: 000000000<br>LEI: 21380048ADXM6Z67CT18 | Long             | EC               | CORP              | GB        |       165 | NS      | $7320.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                            | KB Financial Group Inc                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      4607 | NS      | $176506.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDFC First Bank Ltd                               | IDFC First Bank Ltd                                                              | CUSIP: 000000000<br>LEI: 335800SBNAPYVT1D2K13 | Long             | EC               | CORP              | IN        |     90830 | NS      | $64406.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                         | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      1660 | NS      | $224973.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -75000 | PA      | $-75327.56    | -0.00%            | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uni-President Enterprises Corp                    | Uni-President Enterprises Corp                                                   | CUSIP: 000000000<br>LEI: 254900DAXBDMVEXU5959 | Long             | EC               | CORP              | TW        |    154000 | NS      | $333335.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                          | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      1000 | PA      | $637.21       | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barwa Real Estate Co                              | Barwa Real Estate Co                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |     22012 | NS      | $17378.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18722 | PA      | $18685.83     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                          | Huntington National Bank/The                                                     | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    695000 | PA      | $697859.11    | 0.04%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HAICHANG HLDG                                     | Haichang Ocean Park Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34000 | NS      | $6940.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                             | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65398.66     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     18056 | NS      | $911608.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                      | Spirax-Sarco Engineering PLC                                                     | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       653 | NS      | $83408.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Techn                    | New Oriental Education & Technology Group Inc                                    | CUSIP: 000000000<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | CN        |     17630 | NS      | $62146.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                 | SK Telecom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      2778 | NS      | $104213.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Mining & Smelting Co Lt                    | Mitsui Mining & Smelting Co Ltd                                                  | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      1100 | NS      | $25745.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd                          | Guangdong Investment Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     20000 | NS      | $20421.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Zinc Co Ltd                                 | Korea Zinc Co Ltd                                                                | CUSIP: 000000000<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |       431 | NS      | $193153.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corp                                         | Lion Corp                                                                        | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |      6600 | NS      | $75916.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                         | Holmen AB                                                                        | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |         3 | NS      | $119.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allkem Ltd                                        | Allkem Ltd                                                                       | CUSIP: 000000000<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |      5371 | NS      | $40689.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPASA                                            | Cia de Saneamento de Minas Gerais-COPASA                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     40006 | NS      | $118915.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN CORP                                       | Ameren Corp                                                                      | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    380000 | PA      | $363071.84    | 0.02%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40990 | PA      | $43272.55     | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                       | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     30351 | NS      | $77555.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Remic Trust 2020-DNA2                                          | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   2017460 | PA      | $2013012.75   | 0.13%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Hanwha Corp                                       | Hanwha Corp                                                                      | CUSIP: 000000000<br>LEI: 988400JE9FIHQS7TX614 | Long             | EC               | CORP              | KR        |      7569 | NS      | $154037.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                   | Mitsui & Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     10500 | NS      | $305820.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Transmission Ltd                            | Adani Transmission Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PLH866JQ6LXE52 | Long             | EC               | CORP              | IN        |      4658 | NS      | $145453.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                 | Bajaj Finance Ltd                                                                | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |      6674 | NS      | $528679.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     23301 | NS      | $1060661.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC USA INC                                      | HSBC USA Inc                                                                     | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196284.19    | 0.01%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HKEX                                              | Hong Kong Exchanges & Clearing Ltd                                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      4000 | NS      | $171881.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FCY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2608 | PA      | $2562.23      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Terumo Corp                                       | Terumo Corp                                                                      | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      9600 | NS      | $272165.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                        | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      2291 | NS      | $26457.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                          | ZOZO Inc                                                                         | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       600 | NS      | $14817.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                      | United Microelectronics Corp                                                     | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    250000 | NS      | $328471.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       857 | NS      | $43081.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                                   | KE Holdings Inc                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | CN        |     12927 | NS      | $180460.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $715680.29    | 0.04%             | 2030-07-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     14643 | NS      | $662302.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                 | Suzuki Motor Corp                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      5700 | NS      | $182555.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                          | Lehman Brothers Holdings Inc                                                     | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $240.85       | 0.00%             | 2012-10-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $513887.31    | 0.03%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Samsung SDS Co Ltd                                | Samsung SDS Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1746 | NS      | $170163.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp                                      | Semtech Corp                                                                     | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1538 | NS      | $44125.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                    | New York State Dormitory Authority                                               | CUSIP: 64990GWW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $54399.89     | 0.00%             | 2043-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                          | China Resources Land Ltd                                                         | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |     24000 | NS      | $109184.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    784466 | PA      | $749715.62    | 0.05%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100468 | PA      | $100001.33    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA SUNTIEN                                     | China Suntien Green Energy Corp Ltd                                              | CUSIP: 000000000<br>LEI: 529900JAYC5BYZPWOK13 | Long             | EC               | CORP              | CN        |     35000 | NS      | $14543.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                        | Worley Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |      1437 | NS      | $14658.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241829 | PA      | $206189.32    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    315000 | PA      | $259244.21    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ST Engineering                                    | Singapore Technologies Engineering Ltd                                           | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      3600 | NS      | $9008.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                  | Black Hills Corp                                                                 | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70002.10     | 0.00%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28643 | PA      | $28533.92     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                         | Gerdau SA                                                                        | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               | CORP              | BR        |      3889 | NS      | $21545.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     14499 | NS      | $1704067.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5331 | NS      | $495569.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3201 | NS      | $415041.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                          | China Hongqiao Group Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |    118000 | NS      | $111292.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                    | City of San Francisco CA Public Utilities Commission Water Revenue               | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15747.42     | 0.00%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434736 | PA      | $355663.79    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mapletree Industrial Trust                        | Mapletree Industrial Trust                                                       | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |      5700 | NS      | $9445.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14205 | PA      | $13863.32     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                     | Sales Tax Securitization Corp                                                    | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $40815.12     | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255476 | PA      | $234414.14    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L&T Finance Holdings Ltd                          | L&T Finance Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 335800XGURT7JWGYNB41 | Long             | EC               | CORP              | IN        |     65370 | NS      | $68794.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2385 | NS      | $302561.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $646890.53    | 0.04%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                   | DKSH Holding AG                                                                  | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |         2 | NS      | $151.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SH PHARMA                                         | Shanghai Pharmaceuticals Holding Co Ltd                                          | CUSIP: 000000000<br>LEI: 30030029J1KKCBY19820 | Long             | EC               | CORP              | CN        |     51600 | NS      | $85663.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Plastics Corp                              | Nan Ya Plastics Corp                                                             | CUSIP: 000000000<br>LEI: 254900L66RP14M9UOM28 | Long             | EC               | CORP              | TW        |      3000 | NS      | $6918.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15022 | PA      | $14699.60     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Polycab India Ltd                                 | Polycab India Ltd                                                                | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |      1106 | NS      | $34296.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247461.35    | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     30160 | NS      | $1000444.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                        | Ferrari NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      1353 | NS      | $290135.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      3938 | NS      | $488390.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                          | Ambev SA                                                                         | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    208348 | NS      | $569450.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104156 | PA      | $85061.10     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                        | Longfor Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | CN        |     18500 | NS      | $56927.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                           | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       389 | NS      | $28480.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                     | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     98875 | NS      | $5402530.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global Inc                                                                   | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18269.79     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| M31 Technology Corp                               | M31 Technology Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $14819.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190735.47    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KPIT Technologies Ltd                             | KPIT Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 3358009MOTWWU66WMV49 | Long             | EC               | CORP              | IN        |      1399 | NS      | $11882.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                         | Bandai Namco Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $18803.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Financial Holding Co Lt                    | Cathay Financial Holding Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5299009XR1QLFAMQ3X77 | Long             | EC               | CORP              | TW        |    264994 | NS      | $344080.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-1                                              | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33528 | PA      | $33424.19     | 0.00%             | 2031-03-20      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                         | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      1178 | NS      | $105955.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                       | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      1531 | NS      | $85990.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265986 | PA      | $225567.83    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962562 | PA      | $845253.44    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                   | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68620.53     | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sung Kwang Bend Co Ltd                            | Sung Kwang Bend Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1104 | NS      | $11600.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74665 | PA      | $72261.88     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $143986.59    | 0.01%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                              | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48121.13     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                             | Emaar Properties PJSC                                                            | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     46233 | NS      | $73553.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $172316.26    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                           | Washington Gas Light Co                                                          | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7312.56      | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Klabin SA                                         | Klabin SA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     18856 | NS      | $71232.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                         | Axfood AB                                                                        | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |       425 | NS      | $11653.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115512 | PA      | $113474.18    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125557.73    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| U-PRESID CHINA                                    | Uni-President China Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 529900JUA05094TOKA73 | Long             | EC               | CORP              | CN        |     38000 | NS      | $37929.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                  | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     33975 | NS      | $305908.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                         | Hindustan Aeronautics Ltd                                                        | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |       409 | NS      | $12503.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YONGDA AUTO                                       | China Yongda Automobiles Services Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 529900G4APWIO18G0C95 | Long             | EC               | CORP              | CN        |    244500 | NS      | $180871.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153023.20    | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                     | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     15100 | NS      | $251008.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                | Samsung SDI Co Ltd                                                               | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |       711 | NS      | $333844.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    290376 | NS      | $3186270.71   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3620AWSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31320 | PA      | $30169.65     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                               | Travel + Leisure Co                                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     23874 | NS      | $869013.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                 | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      5865 | NS      | $613686.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2818 | NS      | $1536520.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140964.95    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                    | COSCO SHIPPING Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     68000 | NS      | $69124.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                               | State Bank of India                                                              | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     36298 | NS      | $268423.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24590400 | PA      | $19353413.25  | 1.21%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                       | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     18982 | NS      | $105395.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                     | Whitbread PLC                                                                    | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |      3740 | NS      | $115635.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                     | Hudson Pacific Properties Inc                                                    | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51715 | NS      | $503186.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                          | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      4811 | NS      | $146215.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460032 | PA      | $378845.80    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                                                   | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     78000 | PA      | $53168.49     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Almarai Co JSC                                    | Almarai Co JSC                                                                   | CUSIP: 000000000<br>LEI: 549300B4EDUXYD2G6098 | Long             | EC               | CORP              | SA        |      7131 | NS      | $101578.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                        | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       165 | NS      | $19707.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3930 | NS      | $1048681.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140EVAF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       478 | PA      | $468.57       | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                          | Lyft Inc                                                                         | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      4830 | NS      | $53226.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                            | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     27157 | NS      | $408637.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC                                              | Industrial & Commercial Bank of China Ltd                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   1104000 | NS      | $566230.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                 | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     25083 | NS      | $300478.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $101359.34    | 0.01%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                          | Inova Health System Foundation                                                   | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5793.40      | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $366575.55    | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                             | ASPEED Technology Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1100 | NS      | $60047.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      7854 | NS      | $585986.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolon Industries Inc                              | Kolon Industries Inc                                                             | CUSIP: 000000000<br>LEI: 988400LHRPRCSKXOAF72 | Long             | EC               | CORP              | KR        |      2788 | NS      | $90971.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUUA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76926 | PA      | $74574.64     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Topsports International Holdin                    | Topsports International Holdings Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12000 | NS      | $9454.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QDHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687157 | PA      | $645009.29    | 0.04%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                  | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      8162 | NS      | $387809.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Vanke Co Ltd                                | China Vanke Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900E66UJ2DWY7KW55 | Long             | EC               | CORP              | CN        |     80700 | NS      | $162347.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering & Construction                     | GS Engineering & Construction Corp                                               | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |      9444 | NS      | $158899.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                        | Hexagon AB                                                                       | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |      4515 | NS      | $47340.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    195000 | PA      | $179991.79    | 0.01%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                | Crown Holdings Inc                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       345 | NS      | $28362.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                            | Otsuka Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $65225.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -29000 | PA      | $-28731.15    | -0.00%            | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                          | FMC Corp                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3312 | NS      | $413337.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $534140.77    | 0.03%             | 2024-05-11      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Avary Holding Shenzhen Co Ltd                     | Avary Holding Shenzhen Co Ltd                                                    | CUSIP: 000000000<br>LEI: 30030067AGXAJK5FRS12 | Long             | EC               | CORP              | CN        |     36677 | NS      | $145244.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                                        | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19904.54     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                               | Fred Hutchinson Cancer Center                                                    | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55087.12     | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     35462 | NS      | $3128812.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Ltd                             | AngloGold Ashanti Ltd                                                            | CUSIP: 000000000<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |     13592 | NS      | $264828.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2013-C14                              | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188448 | PA      | $187070.42    | 0.01%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunic                    | Bezeq The Israeli Telecommunication Corp Ltd                                     | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |     13647 | NS      | $23411.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62198.84     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Severstal PAO                                     | Severstal PAO                                                                    | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      2445 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kongsberg Gruppen ASA                             | Kongsberg Gruppen ASA                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      1935 | NS      | $82360.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9738 | PA      | $9527.60      | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UPL Ltd                                           | UPL Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |      6690 | NS      | $57779.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hu Lane Associate Inc                             | Hu Lane Associate Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $9369.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312936RV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7591 | PA      | $7522.07      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                       | South32 Ltd                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     44257 | NS      | $121336.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216170 | PA      | $201100.24    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                    | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $770086.04    | 0.05%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| HP Inc                                            | HP Inc                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      7110 | NS      | $191045.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41892 | PA      | $38347.68     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bangchak Corp PCL                                 | Bangchak Corp PCL                                                                | CUSIP: 000000000<br>LEI: 254900M7L6ML94L1YX58 | Long             | EC               | CORP              | TH        |    360100 | NS      | $327025.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                                       | Sysmex Corp                                                                      | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      1000 | NS      | $60370.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $518012.76    | 0.03%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Marfrig Global Foods SA                           | Marfrig Global Foods SA                                                          | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |      8312 | NS      | $13487.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    265000 | PA      | $249514.06    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Riyad Bank                                        | Riyad Bank                                                                       | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |      8000 | NS      | $68026.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     12279 | NS      | $2031928.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33529.84     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11588 | NS      | $1394499.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMASS MEM HEALTH CARE                             | UMass Memorial Health Care Obligated Group                                       | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15710.02     | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72816 | PA      | $59519.31     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                            | FUJIFILM Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      5000 | NS      | $250007.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                       | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      3719 | NS      | $297214.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisamitsu Pharmaceutical Co In                    | Hisamitsu Pharmaceutical Co Inc                                                  | CUSIP: 000000000<br>LEI: 5299006QL3IBQ4CN7E12 | Long             | EC               | CORP              | JP        |       300 | NS      | $8905.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                      | Jardine Cycle & Carriage Ltd                                                     | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |     21100 | NS      | $450521.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Ltd                        | Growthpoint Properties Ltd                                                       | CUSIP: 000000000<br>LEI: 37890019DD1E46632291 | Long             | EC               | CORP              | ZA        |     12547 | NS      | $10755.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    680637 | PA      | $592564.35    | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Gr                    | Tencent Music Entertainment Group                                                | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | CN        |     10058 | NS      | $83280.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICTSI                                             | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     27160 | NS      | $97477.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                         | Woodside Energy Group Ltd                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      3446 | NS      | $83455.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $199569.78    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ashok Leyland Ltd                                 | Ashok Leyland Ltd                                                                | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |      5565 | NS      | $9631.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6650 | NS      | $570902.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359626 | PA      | $295151.94    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $566217.05    | 0.04%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                          | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26956.79     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      4715 | NS      | $467728.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parade Technologies Ltd                           | Parade Technologies Ltd                                                          | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | US        |      2000 | NS      | $50114.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porton Pharma Solutions Ltd                       | Porton Pharma Solutions Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7500 | NS      | $44179.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                      | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47978.26     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                    | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      1328 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242194.04    | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance                                   | Teleperformance                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       981 | NS      | $234523.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                      | Impala Platinum Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     16581 | NS      | $208371.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poya International Co Ltd                         | Poya International Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $97144.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     15922 | NS      | $2876468.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Country Garden Holdings Co Ltd                    | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | CN        |    140000 | NS      | $47158.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                        | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       693 | NS      | $13786.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fancl Corp                                        | Fancl Corp                                                                       | CUSIP: 000000000<br>LEI: 3538004V8SS9O9BA8I42 | Long             | EC               | CORP              | JP        |       700 | NS      | $14251.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                       | LUKOIL PJSC                                                                      | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     14992 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Torrent Pharmaceuticals Ltd                       | Torrent Pharmaceuticals Ltd                                                      | CUSIP: 000000000<br>LEI: 335800NA6HK275RIJE13 | Long             | EC               | CORP              | IN        |       537 | NS      | $10039.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elgi Equipments Ltd                               | Elgi Equipments Ltd                                                              | CUSIP: 000000000<br>LEI: 335800SXTB7FFNWAF558 | Long             | EC               | CORP              | IN        |      1459 | NS      | $7382.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEXium Interconnect Inc                          | FLEXium Interconnect Inc                                                         | CUSIP: 000000000<br>LEI: 213800WXE6VMVZICKA40 | Long             | EC               | CORP              | TW        |     45000 | NS      | $142911.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211945.74    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244818 | PA      | $212063.63    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                 | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2757 | NS      | $444924.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124266 | PA      | $105566.06    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                    | Dallas Fort Worth International Airport                                          | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $78110.71     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44609 | PA      | $39775.26     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-2                                              | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388433 | PA      | $381821.27    | 0.02%             | 2031-06-20      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                          | L E Lundbergforetagen AB                                                         | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |      1370 | NS      | $58407.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5704 | PA      | $5741.78      | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2020-DNA1                                          | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   1594047 | PA      | $1589113.25   | 0.10%             | 2050-01-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697561 | PA      | $588931.04    | 0.04%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wens Foodstuffs Group Co Ltd                      | Wens Foodstuffs Group Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3003005O7DXT61IXLJ96 | Long             | EC               | CORP              | CN        |     37935 | NS      | $107477.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                         | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129386.82    | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Joinn Laboratories China Co Lt                    | Joinn Laboratories China Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4000 | NS      | $20430.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Cor                    | Voltronic Power Technology Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $100343.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                             | University of Chicago/The                                                        | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     43000 | PA      | $28781.61     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Abdullah Al Othaim Markets Co                     | Abdullah Al Othaim Markets Co                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1909 | NS      | $52966.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                   | McDonald's Corp                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144786.18    | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nanya Technology Corp                             | Nanya Technology Corp                                                            | CUSIP: 000000000<br>LEI: 254900STKVKJBRRO0835 | Long             | EC               | CORP              | TW        |      8000 | NS      | $13285.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                      | Allegion plc                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $30142.57     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings Inc                     | Nihon M&A Center Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13535.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253240 | PA      | $225884.22    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    483000 | PA      | $387695.40    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40767.34     | 0.00%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                              | Kerry Properties Ltd                                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | HK        |     34500 | NS      | $74845.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    773888 | PA      | $691523.69    | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                              | Aurizon Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     52596 | NS      | $133248.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-5                                              | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619158 | PA      | $592691.86    | 0.04%             | 2031-11-20      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                         | Holcim AG                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      4008 | NS      | $207467.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     33000 | PA      | $20092.85     | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1673 | NS      | $281214.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                         | Korea Electric Power Corp                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      2954 | NS      | $51012.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAKEMED                                           | WakeMed                                                                          | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     31000 | PA      | $20556.18     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19670 | PA      | $19499.78     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd                            | Sinotruk Hong Kong Ltd                                                           | CUSIP: 000000000<br>LEI: 529900BB4WA4W576X724 | Long             | EC               | CORP              | CN        |      6500 | NS      | $9029.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    610000 | PA      | $585432.07    | 0.04%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075158 | PA      | $1040775.97   | 0.07%             | 2031-09-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72730000 | PA      | $73190244.89  | 4.59%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                          | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387117.49    | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                               | Flughafen Zurich AG                                                              | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |       580 | NS      | $89749.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                                             | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    135000 | PA      | $99036.43     | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nidec Corp                                        | Nidec Corp                                                                       | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      2000 | NS      | $102918.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12759 | NS      | $991629.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138M8EN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8634 | PA      | $8326.87      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230565 | PA      | $188295.04    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                     | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      3592 | NS      | $857985.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                       | Suntory Beverage & Food Ltd                                                      | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      4300 | NS      | $146424.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      9076 | NS      | $630372.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $319033.97    | 0.02%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158469 | PA      | $139556.83    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Kayan Petrochemical Co                      | Saudi Kayan Petrochemical Co                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     11610 | NS      | $42556.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | CN        |    272000 | NS      | $84923.23     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                     | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $110605.88    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                             | Delta Electronics Inc                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     79000 | NS      | $732329.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                           | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      1108 | NS      | $158490.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd                           | Hindalco Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     49108 | NS      | $280746.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4261 | NS      | $1316222.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138MBWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74214 | PA      | $71517.45     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33487 | PA      | $29822.43     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $232859.04    | 0.01%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20886 | PA      | $20244.77     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104839 | PA      | $90783.37     | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |      3436 | NS      | $35974.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                      | Chugai Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      2200 | NS      | $56114.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $580970.24    | 0.04%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451514 | PA      | $381477.77    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                    | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     10818 | NS      | $431281.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119793 | PA      | $98318.12     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2743682.58   | 0.17%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                         | Mitsubishi HC Capital Inc                                                        | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |      3300 | NS      | $16231.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKR Corporindo Tbk PT                             | AKR Corporindo Tbk PT                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1111900 | NS      | $100013.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $667562.11    | 0.04%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                        | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     41569 | NS      | $1160466.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8978 | PA      | $9027.44      | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                          | Tucson Electric Power Co                                                         | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38341.79     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Insignia Financial Ltd                            | Insignia Financial Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     26758 | NS      | $60881.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    515000 | PA      | $425715.21    | 0.03%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Itochu Techno-Solutions Corp                      | Itochu Techno-Solutions Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11597.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd                          | Yadea Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6000 | NS      | $9989.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155866 | PA      | $140003.53    | 0.01%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472574 | PA      | $423383.20    | 0.03%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227338 | PA      | $193041.02    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320118 | PA      | $262731.33    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                            | Cousins Properties Inc                                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     85633 | NS      | $2165658.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1416062 | PA      | $1155967.62   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries                     | Sun Pharmaceutical Industries Ltd                                                | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |     14408 | NS      | $174235.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46296.40     | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73501.41     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                           | WESCO International Inc                                                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       178 | NS      | $22285.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                   | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26506.83     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                 | Ralph Lauren Corp                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       587 | NS      | $62028.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67513 | PA      | $66608.61     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                      | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      3221 | NS      | $223268.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138MLBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12288 | PA      | $11825.15     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     40000 | PA      | $26720.70     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3622A2SC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8627 | PA      | $7839.75      | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502213 | PA      | $410144.73    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| First International Bank Of Is                    | First International Bank Of Israel Ltd/The                                       | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |      1127 | NS      | $44450.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                    | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     34766 | NS      | $85083.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729391 | PA      | $618842.39    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                      | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5526 | NS      | $412001.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER HEALTH                                     | Banner Health                                                                    | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $18092.21     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Hygeia Healthcare Holdings Co                     | Hygeia Healthcare Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 2549001Z9KHQTRR29237 | Long             | EC               | CORP              | CN        |      1800 | NS      | $12842.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCG7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9207.61      | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd                          | ANTA Sports Products Ltd                                                         | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | CN        |     33400 | NS      | $434425.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                      | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    207000 | PA      | $148992.12    | 0.01%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                        | Nasdaq Inc                                                                       | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30886.60     | 0.00%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134489 | PA      | $114681.18    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                            | AmerisourceBergen Corp                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3996 | NS      | $662177.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zai Lab Ltd                                       | Zai Lab Ltd                                                                      | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | CN        |       307 | NS      | $9424.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947791 | PA      | $803535.35    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                    | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |     10782 | NS      | $300165.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                         | Mapletree Logistics Trust                                                        | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               | CORP              | SG        |      2400 | NS      | $2853.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2019-1                                              | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143684 | PA      | $1140891.09   | 0.07%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                    | Federal Realty Investment Trust                                                  | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13734 | NS      | $1387683.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Pharm Co Ltd                                | Hanmi Pharm Co Ltd                                                               | CUSIP: 000000000<br>LEI: 988400PP10VZVUOFE672 | Long             | EC               | CORP              | KR        |        75 | NS      | $17763.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                              | Hermes International                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       449 | NS      | $694985.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicony Electronics Co Ltd                        | Chicony Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JBP5GB5B1IHS51 | Long             | EC               | CORP              | TW        |     16000 | NS      | $44810.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                  | TVS Motor Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |      2772 | NS      | $36301.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    295000 | PA      | $248206.90    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Randstad NV                                       | Randstad NV                                                                      | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      1363 | NS      | $83282.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSBJ                                              | Suzhou Dongshan Precision Manufacturing Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300PUYVPZAJYVAE50 | Long             | EC               | CORP              | CN        |     34846 | NS      | $124384.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69142.04     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASYMCHEM                                          | Asymchem Laboratories Tianjin Co Ltd                                             | CUSIP: 000000000<br>LEI: 8368002CY8G4Q85YRQ60 | Long             | EC               | CORP              | CN        |      4090 | NS      | $87315.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                        | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     12766 | NS      | $803364.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53489 | PA      | $54164.08     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $669761.75    | 0.04%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                          | Tryg A/S                                                                         | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      5947 | NS      | $141333.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386190.62    | 0.02%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30884 | PA      | $30445.24     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                              | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $30906.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1479815 | PA      | $1332646.16   | 0.08%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp                                                            | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    109000 | PA      | $75839.28     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                     | Bank of Communications Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |    175000 | NS      | $100432.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    610000 | PA      | $500300.55    | 0.03%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNJK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9234 | PA      | $9081.84      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      1875 | NS      | $97433.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Ning Co Ltd                                    | Li Ning Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | CN        |     37500 | NS      | $322462.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                            | ANZ Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19448 | NS      | $313286.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                            | SCREEN Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       200 | NS      | $12753.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129404 | PA      | $110635.30    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593837 | PA      | $586241.79    | 0.04%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     26340 | NS      | $816013.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -400000 | PA      | $-374617.44   | -0.02%            | 2038-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sika AG                                           | Sika AG                                                                          | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       665 | NS      | $159868.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                                                   | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     28000 | PA      | $30912.07     | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116697 | PA      | $98793.03     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381501 | PA      | $335082.14    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      5399 | NS      | $938562.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5641 | NS      | $911642.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14                      | CUSIP: 61690GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146176.89    | 0.01%             | 2047-02-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FVHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3727 | PA      | $3653.32      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp                                    | Korea Gas Corp                                                                   | CUSIP: 000000000<br>LEI: 988400TFZILHBD5M3R71 | Long             | EC               | CORP              | KR        |      8903 | NS      | $255934.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                        | Freenet AG                                                                       | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |      4733 | NS      | $102915.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    455000 | PA      | $380870.38    | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25508400 | PA      | $20390777.25  | 1.28%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -75000 | PA      | $-74488.17    | -0.00%            | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7620 | NS      | $107442.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        15 | NS      | $33057.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       853 | NS      | $68395.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                | Anglo American PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      5951 | NS      | $233321.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Healthcare Group Holdings                    | Life Healthcare Group Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 529900NEEWARTDD80135 | Long             | EC               | CORP              | ZA        |    192406 | NS      | $191130.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17001.86     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Icecek AS                               | Coca-Cola Icecek AS                                                              | CUSIP: 000000000<br>LEI: 789000WT80VVLUWJDK41 | Long             | EC               | CORP              | TR        |      3213 | NS      | $35162.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                | Honda Motor Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     25200 | NS      | $574787.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                          | Ambev SA                                                                         | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     11442 | NS      | $31122.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACWA Power Co                                     | ACWA Power Co                                                                    | CUSIP: 000000000<br>LEI: 558600Y0TFKRV2QZ1A74 | Long             | EC               | CORP              | SA        |      1536 | NS      | $62161.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $170548.31    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130288.96    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc                                   | RingCentral Inc                                                                  | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1408 | NS      | $49843.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                | Intertek Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      5964 | NS      | $290161.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplo Technology Co Ltd                          | Simplo Technology Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     27000 | NS      | $249951.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisdom Marine Lines Co Ltd                        | Wisdom Marine Lines Co Ltd                                                       | CUSIP: 000000000<br>LEI: 2138002Y4SAHF7NM3W37 | Long             | EC               | CORP              | TW        |     24000 | NS      | $47796.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40801.82     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359009 | PA      | $312557.08    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      9800 | NS      | $394277.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      3025 | NS      | $94025.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64680.21     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JD Health International Inc                       | JD Health International Inc                                                      | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | CN        |      3350 | NS      | $30250.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -2375000 | PA      | $-1989858.74  | -0.12%            | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                   | PerkinElmer Inc                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1231 | NS      | $172610.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                               | Exact Sciences Corp                                                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      5309 | NS      | $262848.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      8105 | NS      | $299209.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Benesse Holdings Inc                              | Benesse Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300XOPEJA8L2IV934 | Long             | EC               | CORP              | JP        |     15100 | NS      | $229580.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                           | Bank of Nova Scotia/The                                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     25823 | NS      | $1265212.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                           | DSV A/S                                                                          | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      1642 | NS      | $259661.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                      | Wal-Mart de Mexico SAB de CV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    198932 | NS      | $703175.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co                     | Hon Hai Precision Industry Co Ltd                                                | CUSIP: 438090805<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      4854 | NS      | $31316.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                          | Northern States Power Co/MN                                                      | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19219.32     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                       | Hitachi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      5700 | NS      | $286802.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                         | ANSYS Inc                                                                        | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       709 | NS      | $171287.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Co Ltd                      | New World Development Co Ltd                                                     | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |     62000 | NS      | $173921.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                          | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     15409 | NS      | $41561.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26307.70     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    640000 | PA      | $595138.50    | 0.04%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Mapletree Pan Asia Commercial                     | Mapletree Pan Asia Commercial Trust                                              | CUSIP: 000000000<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               | CORP              | SG        |     40800 | NS      | $50977.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $23747500.00  | 1.49%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Galapagos NV                                      | Galapagos NV                                                                     | CUSIP: 000000000<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |       349 | NS      | $15489.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                 | FUCHS PETROLUB SE                                                                | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |       479 | NS      | $16743.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                         | Seven & i Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      2900 | NS      | $124283.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Lt                    | Brookfield Asset Management Ltd                                                  | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       488 | NS      | $13980.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Union Group PCL                              | Thai Union Group PCL                                                             | CUSIP: 000000000<br>LEI: 25490047VDGNFMEYZW95 | Long             | EC               | CORP              | TH        |     14000 | NS      | $6829.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                  | Schlumberger Ltd                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     10176 | NS      | $544008.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACC Auto Trust                                    | ACC Auto Trust 2021-A                                                            | CUSIP: 00108XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381380 | PA      | $376464.56    | 0.02%             | 2027-04-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162424.97    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                        | Nasdaq Inc                                                                       | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11470.39     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $374617.44    | 0.02%             | 2038-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd                    | Agricultural Bank of China Ltd                                                   | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |    316000 | NS      | $108102.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                        | Embraer SA                                                                       | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      3649 | NS      | $39883.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi Unicem SpA                                  | Buzzi Unicem SpA                                                                 | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       602 | NS      | $11600.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transmissora Alianca de Energi                    | Transmissora Alianca de Energia Eletrica SA                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      2760 | NS      | $18164.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     88222 | NS      | $546759.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1136412.14   | 0.07%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67174.25     | 0.00%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                             | Daikin Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      1000 | NS      | $151713.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                       | China Merchants Bank Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |     27140 | NS      | $145360.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT                                               | Nippon Telegraph & Telephone Corp                                                | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     20200 | NS      | $576073.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132KESL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80929 | PA      | $77911.07     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                             | Pembina Pipeline Corp                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      1257 | NS      | $42667.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOC Holding AS                                    | KOC Holding AS                                                                   | CUSIP: 000000000<br>LEI: 7890005U0H950VH19H45 | Long             | EC               | CORP              | TR        |        45 | NS      | $201.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                         | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 000000000<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |      2583 | NS      | $17482.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      7400 | NS      | $1537424.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      4176 | NS      | $293923.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                        | Harmony Gold Mining Co Ltd                                                       | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      4756 | NS      | $16615.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                            | Grupo Mexico SAB de CV                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     93640 | NS      | $330129.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                             | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    107000 | PA      | $90088.62     | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Super Hi International Holding                    | Super Hi International Holding Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       300 | NS      | $382.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1275 | NS      | $219542.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                     | Sumitomo Heavy Industries Ltd                                                    | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |       700 | NS      | $13975.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                    | Hershey Co/The                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5967 | NS      | $1381778.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     11468 | NS      | $1183964.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132CWQ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201425 | PA      | $185305.72    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145685 | PA      | $143114.42    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                       | Kubota Corp                                                                      | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      6800 | NS      | $92897.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Absolute PCL                               | Energy Absolute PCL                                                              | CUSIP: 000000000<br>LEI: 549300YNVU2DM30XBZ14 | Long             | EC               | CORP              | TH        |     87200 | NS      | $243704.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                     | McKesson Corp                                                                    | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44478.86     | 0.00%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                   | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     15512 | NS      | $982374.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                      | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48581.54     | 0.00%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                             | Medipal Holdings Corp                                                            | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |      1400 | NS      | $18504.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      5373 | NS      | $305934.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                    | Cia Energetica de Minas Gerais                                                   | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |     26711 | NS      | $55261.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                   | Tyson Foods Inc                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27831.50     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88405 | PA      | $78538.95     | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468397 | PA      | $405587.18    | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Teijin Ltd                                        | Teijin Ltd                                                                       | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |      2100 | NS      | $20464.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4448 | NS      | $2163907.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsuruha Holdings Inc                              | Tsuruha Holdings Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $302503.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                                | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28919.60     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34963.94     | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Drax Group PLC                                    | Drax Group PLC                                                                   | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |      3374 | NS      | $28619.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3622A2R87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99737 | PA      | $90583.41     | 0.01%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co Ltd                    | E.Sun Financial Holding Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |     26691 | NS      | $20841.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relo Group Inc                                    | Relo Group Inc                                                                   | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |      1800 | NS      | $28935.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                         | Advanced Info Service PCL                                                        | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |      5000 | NS      | $28119.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                         | Tesco PLC                                                                        | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     80372 | NS      | $216592.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Depository Services In                    | Central Depository Services India Ltd                                            | CUSIP: 000000000<br>LEI: 335800YRV56TH7RQVH27 | Long             | EC               | CORP              | IN        |       550 | NS      | $7394.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                  | Asahi Kasei Corp                                                                 | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     13400 | NS      | $95389.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                          | Volvo AB                                                                         | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     13905 | NS      | $251174.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi SpA                                    | De' Longhi SpA                                                                   | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |       261 | NS      | $5869.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178995.79    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                        | Genmab A/S                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       625 | NS      | $264246.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2375000 | PA      | $1989858.74   | 0.12%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sims Ltd                                          | Sims Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |      3606 | NS      | $31968.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                        | Fluidra SA                                                                       | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |      5804 | NS      | $90246.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hugel Inc                                         | Hugel Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1013 | NS      | $108198.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| StarPower Semiconductor Ltd                       | StarPower Semiconductor Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       600 | NS      | $28509.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225432 | PA      | $183967.00    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                   | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82117.24     | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                             | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $63163.31     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| College Loan Corporation Trust                    | College Loan Corp Trust I                                                        | CUSIP: 194262CE9<br>LEI: 254900HRAVYB2492C092 | Long             | ABS-MBS          | CORP              | US        |    196177 | PA      | $192645.37    | 0.01%             | 2024-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                     | Al Rajhi Bank                                                                    | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     35476 | NS      | $709457.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     11312 | NS      | $1653135.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                        | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     12012 | NS      | $87993.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2021-4                                    | CUSIP: 80285VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1880000 | PA      | $1786968.76   | 0.11%             | 2027-02-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                              | HCL Technologies Ltd                                                             | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |     21159 | NS      | $265352.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                              | Juniper Networks Inc                                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     15220 | NS      | $486431.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874000 | PA      | $841012.00    | 0.05%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Greggs PLC                                        | Greggs PLC                                                                       | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |      2388 | NS      | $67096.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133A36A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417873 | PA      | $369138.20    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Fi                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     27171 | NS      | $261087.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chroma ATE Inc                                    | Chroma ATE Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     59000 | NS      | $346558.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10736 | PA      | $10544.95     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tiger Brands Ltd                                  | Tiger Brands Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900C57HAFZAHHBC90 | Long             | EC               | CORP              | ZA        |      1863 | NS      | $22998.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    320000 | PA      | $284783.35    | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47231 | PA      | $45420.12     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35815 | PA      | $34021.72     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    349000 | PA      | $287349.75    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $159034.60    | 0.01%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                    | Air Liquide SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      4791 | NS      | $680012.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co Ltd                       | Sungrow Power Supply Co Ltd                                                      | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |      1700 | NS      | $27400.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co Ltd                           | Great Wall Motor Co Ltd                                                          | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |    134000 | NS      | $172621.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                           | Tritax Big Box REIT PLC                                                          | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |     30990 | NS      | $51936.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553687 | PA      | $512698.92    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                      | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43855.50     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                        | Lattice Semiconductor Corp                                                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      1287 | NS      | $83500.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings                    | MS&AD Insurance Group Holdings Inc                                               | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      5300 | NS      | $169440.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION                     | Texas Transportation Commission                                                  | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    125000 | PA      | $85903.46     | 0.01%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                     | TopBuild Corp                                                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1238 | NS      | $193734.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45170 | PA      | $46733.32     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1878169 | PA      | $1452736.11   | 0.09%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6163 | NS      | $523423.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                       | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       222 | NS      | $9850.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                    | Public Storage                                                                   | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456967.28    | 0.03%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                | Teck Resources Ltd                                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      8343 | NS      | $315296.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-1                                              | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2209279.95   | 0.14%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128E6AD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36996 | PA      | $35865.52     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Daiichikosho Co Ltd                               | Daiichikosho Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $12041.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CG SERVICES                                       | Country Garden Services Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | CN        |     50000 | NS      | $122656.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78701 | PA      | $70202.78     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    302000 | PA      | $265463.87    | 0.02%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183106 | PA      | $149506.07    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HL Mando Co Ltd                                   | HL Mando Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 988400P5GM9DGVVOJQ79 | Long             | EC               | CORP              | KR        |      3168 | NS      | $101100.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                     | Tata Consultancy Services Ltd                                                    | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |     36292 | NS      | $1427259.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                         | Repsol SA                                                                        | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      8706 | NS      | $138573.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $163912.26    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CICC                                              | China International Capital Corp Ltd                                             | CUSIP: 000000000<br>LEI: 529900OS3SVVTT56QN67 | Long             | EC               | CORP              | CN        |     42053 | NS      | $231069.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                        | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       175 | NS      | $65696.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Industrial Services Co                      | Saudi Industrial Services Co                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      9517 | NS      | $51483.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                             | Hyundai Glovis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       697 | NS      | $90492.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2876 | NS      | $392040.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                      | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      2714 | NS      | $174741.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                | Equity Residential                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     88778 | NS      | $5237902.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                                 | Sekisui House Ltd                                                                | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      3900 | NS      | $69143.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dalmia Bharat Ltd                                 | Dalmia Bharat Ltd                                                                | CUSIP: 000000000<br>LEI: 335800Q2I12HTQ7ETZ32 | Long             | EC               | CORP              | IN        |      3788 | NS      | $85117.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                | Steel Dynamics Inc                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3092 | NS      | $302088.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                       | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      6754 | NS      | $125656.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                      | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219514.08    | 0.01%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Lotte Corp                                        | Lotte Corp                                                                       | CUSIP: 000000000<br>LEI: 988400HKP8IPW74L3K25 | Long             | EC               | CORP              | KR        |      4565 | NS      | $111492.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp                                          | NOF Corp                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $7972.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    645000 | PA      | $586964.07    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hope Liuhe Co Ltd                             | New Hope Liuhe Co Ltd                                                            | CUSIP: 000000000<br>LEI: 300300F28XODWP5GJF78 | Long             | EC               | CORP              | CN        |     15600 | NS      | $29042.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                        | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |      3967 | NS      | $132373.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211983 | PA      | $179751.10    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                      | Ganfeng Lithium Group Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |      8015 | NS      | $80280.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JK Cement Ltd                                     | JK Cement Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800IECEF3EIDGF809 | Long             | EC               | CORP              | IN        |        73 | NS      | $2570.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418XXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1460 | PA      | $1463.06      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                        | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     79698 | NS      | $3590394.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                             | General Dynamics Corp                                                            | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    330000 | PA      | $276059.24    | 0.02%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aditya Birla Fashion and Retai                    | Aditya Birla Fashion and Retail Ltd                                              | CUSIP: 000000000<br>LEI: 335800HSKHHOD8FD3O29 | Long             | EC               | CORP              | IN        |      3343 | NS      | $11602.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elan Microelectronics Corp                        | Elan Microelectronics Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     18000 | NS      | $50180.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336929 | PA      | $301280.82    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corp Inmobiliaria Vesta SAB de                    | Corp Inmobiliaria Vesta SAB de CV                                                | CUSIP: 000000000<br>LEI: 4469000001BIRIFZJ959 | Long             | EC               | CORP              | MX        |    259548 | NS      | $615088.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      3437 | NS      | $1622.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $161751.47    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                  | Lenovo Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | CN        |    450000 | NS      | $366524.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUYAO GLASS                                       | Fuyao Glass Industry Group Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     15200 | NS      | $63467.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                              | Invitation Homes Inc                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138207 | NS      | $4096455.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $131056.41    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Petronas Chemicals Group Bhd                      | Petronas Chemicals Group Bhd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     45100 | NS      | $88102.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                       | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    149763 | NS      | $374201.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                              | Southern Copper Corp                                                             | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58261.60     | 0.00%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2086 | NS      | $952259.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings                     | Allison Transmission Holdings Inc                                                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       391 | NS      | $16265.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121908 | PA      | $100053.22    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                          | Bank Central Asia Tbk PT                                                         | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   1993100 | NS      | $1092892.99   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                        | BioMerieux                                                                       | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       532 | NS      | $55893.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                              | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47250.60     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564566 | PA      | $503555.18    | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anritsu Corp                                      | Anritsu Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $8763.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134969 | PA      | $120382.64    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261098 | PA      | $213734.72    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brii Biosciences Ltd                              | Brii Biosciences Ltd                                                             | CUSIP: 000000000<br>LEI: 5493000GCQ47MM4EKK44 | Long             | EC               | CORP              | CN        |      2000 | NS      | $1879.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                               | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93806.78     | 0.01%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19843.42     | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                          | Ameriprise Financial Inc                                                         | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    440000 | PA      | $421542.77    | 0.03%             | 2025-04-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58498 | PA      | $57395.92     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129989 | PA      | $959062.18    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                            | Sun Life Financial Inc                                                           | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       667 | NS      | $30960.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITIES CO                             | Kentucky Utilities Co                                                            | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38901.57     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $406863.88    | 0.03%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                    | H Lundbeck A/S                                                                   | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |      2036 | NS      | $7624.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                           | Kotak Mahindra Bank Ltd                                                          | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |     30645 | NS      | $674229.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                   | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    190000 | PA      | $132132.51    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3693.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Chain Hospital PCL                        | Bangkok Chain Hospital PCL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     36900 | NS      | $21847.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                    | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       232 | NS      | $54601.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                           | Reliance Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     54954 | NS      | $1687121.53   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5124 | NS      | $563332.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34976 | PA      | $33428.81     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159550.68    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                      | Techtronic Industries Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     18000 | NS      | $199923.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94261.43     | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                              | Dassault Aviation SA                                                             | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       273 | NS      | $46298.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    817952 | PA      | $782986.32    | 0.05%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $448492.23    | 0.03%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Xtep International Holdings Lt                    | Xtep International Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 529900ZZZZBTOKZQI549 | Long             | EC               | CORP              | CN        |      7500 | NS      | $8300.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    370000 | PA      | $242357.31    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    110000 | PA      | $95971.58     | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385396 | PA      | $346010.80    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                       | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     12602 | NS      | $8254688.06   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209283.67    | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                          | Ipsen SA                                                                         | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       157 | NS      | $16887.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmos Pharmaceutical Corp                        | Cosmos Pharmaceutical Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $20320.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36543 | PA      | $35386.05     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12732 | PA      | $12509.81     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de C                    | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |      1658 | NS      | $133906.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                     | Metropolitan Transportation Authority                                            | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43241.02     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337408 | PA      | $326682.09    | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    265000 | PA      | $170726.25    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                          | Howden Joinery Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |      9680 | NS      | $65363.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd                     | China Resources Gas Group Ltd                                                    | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | HK        |     25400 | NS      | $94756.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2020-2                                     | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1785049 | PA      | $1767471.52   | 0.11%             | 2025-07-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Pop Mart International Group L                    | Pop Mart International Group Ltd                                                 | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | CN        |      2400 | NS      | $6040.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia SA                                   | CPFL Energia SA                                                                  | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |     29112 | NS      | $182962.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                  | Wacker Chemie AG                                                                 | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |       596 | NS      | $75953.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics Inc                            | Innovent Biologics Inc                                                           | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | CN        |     17000 | NS      | $72353.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd                                       | Vedanta Ltd                                                                      | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |      6077 | NS      | $22618.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                          | Beth Israel Lahey Health Inc                                                     | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     66000 | PA      | $40583.02     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Television Francaise 1                            | Television Francaise 1                                                           | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |         9 | NS      | $69.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inari Amertron Bhd                                | Inari Amertron Bhd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    103900 | NS      | $61568.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1417555 | PA      | $1203042.02   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                  | Genuine Parts Co                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       784 | NS      | $136031.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp                                     | Unicharm Corp                                                                    | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      3900 | NS      | $149316.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136014.23    | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Birlasoft Ltd                                     | Birlasoft Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800287UMX47DWBF82 | Long             | EC               | CORP              | IN        |      5384 | NS      | $19427.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp Lt                    | China Minsheng Banking Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |     67500 | NS      | $23324.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1965 | NS      | $825889.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                  | Transurban Group                                                                 | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     22988 | NS      | $202245.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205428 | PA      | $192619.92    | 0.01%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104963 | PA      | $98520.91     | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Experian PLC                                      | Experian PLC                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     17112 | NS      | $579554.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       526 | NS      | $151898.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128524.28    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39161 | PA      | $38477.99     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1499000 | PA      | $-1476846.89  | -0.09%            | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POSCO Chemical Co Ltd                             | POSCO Chemical Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        78 | NS      | $11142.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                          | Itau Unibanco Holding SA                                                         | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     78165 | NS      | $370201.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile TeleSystems PJSC                           | Mobile TeleSystems PJSC                                                          | CUSIP: 000000000<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               | CORP              | RU        |      3382 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Cinda Asset Management C                    | China Cinda Asset Management Co Ltd                                              | CUSIP: 000000000<br>LEI: 3003008W60YAHL9CQE51 | Long             | EC               | CORP              | CN        |    113000 | NS      | $15593.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KCC Corp                                          | KCC Corp                                                                         | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | EC               | CORP              | KR        |       256 | NS      | $41516.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EPZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46930 | PA      | $44864.03     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    131000 | PA      | $110560.77    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31955.79     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21387.76     | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35366 | PA      | $35717.01     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                               | BlueScope Steel Ltd                                                              | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      2601 | NS      | $29644.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132XS6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6944 | PA      | $6933.78      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                           | Duke Energy Florida LLC                                                          | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321651.82    | 0.02%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                           | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      8062 | NS      | $2259859.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Auto Credit Linked Notes                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499788 | PA      | $1413586.97   | 0.09%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1499000 | PA      | $1476846.89   | 0.09%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                           | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      4661 | NS      | $242511.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                              | Swire Properties Ltd                                                             | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     38400 | NS      | $97263.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176762.88    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Chang Hwa Commercial Bank Ltd                     | Chang Hwa Commercial Bank Ltd                                                    | CUSIP: 000000000<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |     52493 | NS      | $29248.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179NNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6582 | PA      | $6646.18      | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     10032 | NS      | $392092.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepkor Holdings Ltd                               | Pepkor Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     11067 | NS      | $13037.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2020-1                                              | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265022 | PA      | $264690.39    | 0.02%             | 2026-03-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166887 | PA      | $136471.36    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271274.17    | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                               | Otis Worldwide Corp                                                              | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22112.22     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120183 | PA      | $119526.94    | 0.01%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                         | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    965000 | PA      | $801303.98    | 0.05%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz SA                              | KGHM Polska Miedz SA                                                             | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |         3 | NS      | $87.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                              | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28118.31     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATL                                              | Contemporary Amperex Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      6328 | NS      | $358166.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29469.47     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33997.93     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417DUM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11632 | PA      | $11205.13     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $124419.01    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1143 | NS      | $52246.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                              | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31531.79     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bellway PLC                                       | Bellway PLC                                                                      | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |      2273 | NS      | $51979.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N2                                           | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508192 | PA      | $466967.18    | 0.03%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                            | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | CN        |     95000 | NS      | $7768.74      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    135000 | PA      | $89965.00     | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                      | Metro Inc/CN                                                                     | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1006 | NS      | $55701.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                         | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      2723 | NS      | $143517.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                              | National Fuel Gas Co                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94165.71     | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138MLUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14536 | PA      | $14013.27     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140GQ6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43012 | PA      | $39777.74     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                 | Banco Bradesco SA                                                                | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    134113 | NS      | $382555.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                   | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     15720 | NS      | $978570.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                           | Physicians Realty Trust                                                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    136140 | NS      | $1969945.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    697000 | PA      | $631870.00    | 0.04%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                      | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       149 | NS      | $52687.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB d                    | Grupo Financiero Banorte SAB de CV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     60468 | NS      | $435174.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       329 | NS      | $194889.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                     | Scentre Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    130434 | NS      | $253897.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                     | Novozymes A/S                                                                    | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      2523 | NS      | $128001.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                        | NAVER Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      2723 | NS      | $387267.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                               | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    222854 | NS      | $7220469.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585420.41    | 0.04%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XIABUXIABU                                        | Xiabuxiabu Catering Management China Holdings Co Ltd                             | CUSIP: 000000000<br>LEI: 5299004RY3LN54RFB102 | Long             | EC               | CORP              | CN        |     13500 | NS      | $15270.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flight Centre Travel Group Ltd                    | Flight Centre Travel Group Ltd                                                   | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | EC               | CORP              | AU        |     12804 | NS      | $125310.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1016777.67   | 0.06%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                      | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2695 | NS      | $43227.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8839000 | PA      | $-8287976.21  | -0.52%            | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koza Anadolu Metal Madencilik                     | Koza Anadolu Metal Madencilik Isletmeleri AS                                     | CUSIP: 000000000<br>LEI: 789000DVKGVEC9701443 | Long             | EC               | CORP              | TR        |      3907 | NS      | $11089.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                       | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     18985 | NS      | $385463.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                | Grupo Televisa SAB                                                               | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |      8000 | NS      | $7266.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      4843 | NS      | $168145.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EGKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48990 | PA      | $47812.85     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pharmaron Beijing Co Ltd                          | Pharmaron Beijing Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |     12100 | NS      | $83143.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159359 | PA      | $140497.14    | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                        | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24480.91     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                     | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     17787 | NS      | $252759.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41600000 | PA      | $42432000.00  | 2.66%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                        | Nucor Corp                                                                       | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67972.54     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                                        | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    385000 | PA      | $340624.75    | 0.02%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4517 | NS      | $759578.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256717 | PA      | $222680.02    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WTWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30016 | PA      | $29833.76     | 0.00%             | 2043-05-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                          | CapitaLand Ascendas REIT                                                         | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |      3200 | NS      | $6553.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272403 | PA      | $243005.04    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29089 | PA      | $30120.42     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hong Leong Bank Bhd                               | Hong Leong Bank Bhd                                                              | CUSIP: 000000000<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |     10500 | NS      | $48954.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porto Seguro SA                                   | Porto Seguro SA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3100 | NS      | $13562.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                         | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     35883 | NS      | $5795822.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                           | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2473 | NS      | $586917.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haier Smart Home Co Ltd                           | Haier Smart Home Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     38800 | NS      | $136592.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                     | Live Nation Entertainment Inc                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4771 | NS      | $332729.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                          | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13796.86     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                              | Commercial Metals Co                                                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       368 | NS      | $17774.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                          | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      8000 | NS      | $183246.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                          | Rexel SA                                                                         | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      5050 | NS      | $99881.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90245.50     | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    650000 | PA      | $418390.13    | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Gulf Energy Development PCL                       | Gulf Energy Development PCL                                                      | CUSIP: 000000000<br>LEI: 254900L46WX9IXF5VA41 | Long             | EC               | CORP              | TH        |     23200 | NS      | $36985.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                         | Toronto-Dominion Bank/The                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     10544 | NS      | $682712.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $119725.72    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd                                 | H World Group Ltd                                                                | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |      1925 | NS      | $81658.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      8891 | NS      | $236154.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346864.08    | 0.02%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180587 | PA      | $175681.42    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30328 | PA      | $29699.44     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753923 | PA      | $652816.52    | 0.04%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      8135 | NS      | $1184130.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PSBC                                              | Postal Savings Bank of China Co Ltd                                              | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |    286000 | NS      | $176981.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd                                    | Absa Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |     11055 | NS      | $125536.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                          | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25437.25     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     50697 | NS      | $4258548.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Ltd                                  | Asian Paints Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |     14669 | NS      | $545337.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    738000 | PA      | $684809.86    | 0.04%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Izumi Co Ltd                                      | Izumi Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6773.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd                        | Aluminum Corp of China Ltd                                                       | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |    248000 | NS      | $104946.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LSZ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17120 | PA      | $16577.90     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2675000 | PA      | $-2429709.78  | -0.15%            | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DMG Mori Co Ltd                                   | DMG Mori Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |      3400 | NS      | $45025.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongyue Group Ltd                                 | Dongyue Group Ltd                                                                | CUSIP: 000000000<br>LEI: 529900EJNEZTJBHCHW95 | Long             | EC               | CORP              | CN        |      6000 | NS      | $6571.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                 | Barrick Gold Corp                                                                | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      4579 | NS      | $78492.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masraf Al Rayan QSC                               | Masraf Al Rayan QSC                                                              | CUSIP: 000000000<br>LEI: 254900KFL51VLXABR231 | Long             | EC               | CORP              | QA        |     43560 | NS      | $37976.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Feng TAY Enterprise Co Ltd                        | Feng TAY Enterprise Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $53596.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $115213.75    | 0.01%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242108 | PA      | $214584.24    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SM Investments Corp                               | SM Investments Corp                                                              | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |     12540 | NS      | $203371.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EGNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223977 | PA      | $226805.93    | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                          | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | IT        |       868 | NS      | $8812.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                       | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $303037.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                        | Dai-ichi Life Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      8700 | NS      | $196475.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1057 | NS      | $88005.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Mengniu Dairy Co Ltd                        | China Mengniu Dairy Co Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | EC               | CORP              | HK        |     40000 | NS      | $180364.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49939 | PA      | $49284.93     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1043423.92   | 0.07%             | 2026-10-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    128600 | NS      | $1420180.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                              | Sonic Healthcare Ltd                                                             | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      2498 | NS      | $50836.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Media Holdings Inc                           | Fuji Media Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800TG2T8DSPV7H313 | Long             | EC               | CORP              | JP        |      1900 | NS      | $15454.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8354 | PA      | $8177.18      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Guangzhou Automobile Group Co                     | Guangzhou Automobile Group Co Ltd                                                | CUSIP: 000000000<br>LEI: 5299005KY9BJO3ZE6A37 | Long             | EC               | CORP              | CN        |     90000 | NS      | $60273.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       693 | NS      | $378107.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    214000 | PA      | $174886.10    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384821 | PA      | $361095.76    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PCCW Ltd                                          | PCCW Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |     42000 | NS      | $18922.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99555.84     | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1728 | NS      | $357816.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                      | Perusahaan Gas Negara Tbk PT                                                     | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   1830800 | NS      | $206879.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108802 | PA      | $93348.52     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24112 | PA      | $24519.57     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140EUFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4199 | PA      | $4117.65      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TBS Holdings Inc                                  | TBS Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $11601.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar International Islamic Ba                    | Qatar International Islamic Bank QSC                                             | CUSIP: 000000000<br>LEI: 2549007SZGKT5N5ND952 | Long             | EC               | CORP              | QA        |     11383 | NS      | $32579.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $62597.76     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132GMAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3138 | PA      | $3054.98      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4804 | NS      | $1509597.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                          | Israel Discount Bank Ltd                                                         | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     29862 | NS      | $156773.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                          | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267102.20    | 0.02%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                           | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3828.32      | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SHENZHOU INTL                                     | Shenzhou International Group Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | CN        |     18600 | NS      | $207424.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca                                        | BPER Banca                                                                       | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     32949 | NS      | $67551.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                          | Sumitomo Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    123600 | NS      | $443183.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     29596 | NS      | $1170763.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40340 | PA      | $34073.55     | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co KGaA                          | DWS Group GmbH & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |       241 | NS      | $7777.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418VWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4455 | PA      | $4511.01      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215254 | PA      | $191995.24    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    110955 | NS      | $1193407.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                          | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43620.78     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                            | Wharf Holdings Ltd/The                                                           | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |      4000 | NS      | $11733.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614020 | PA      | $585960.25    | 0.04%             | 2048-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418VNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3590 | PA      | $3616.28      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                    | Whirlpool Corp                                                                   | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2303 | NS      | $325782.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daewoo Engineering & Construct                    | Daewoo Engineering & Construction Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400P76EU13V47BI82 | Long             | EC               | CORP              | KR        |     27951 | NS      | $92649.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    270000 | PA      | $227948.85    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                  | Nitto Denko Corp                                                                 | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      2900 | NS      | $167024.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                       | Abu Dhabi Islamic Bank PJSC                                                      | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |     16961 | NS      | $42018.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                            | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |      4534 | NS      | $247783.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                          | Horizon Therapeutics Plc                                                         | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      1144 | NS      | $130187.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141640 | PA      | $126333.40    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                          | Ubisoft Entertainment SA                                                         | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      1957 | NS      | $55286.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp                                   | Brookfield Corp                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      1953 | NS      | $61417.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF MICHIGAN MI                               | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $24379.30     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                    | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1469 | NS      | $1068981.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Precious Shipping PCL                             | Precious Shipping PCL                                                            | CUSIP: 000000000<br>LEI: 984500F66CA49E3F6C33 | Long             | EC               | CORP              | TH        |     27700 | NS      | $12847.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     73404 | NS      | $1243614.16   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17648 | PA      | $16948.65     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JTEKT Corp                                        | JTEKT Corp                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $8354.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31416BMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54693 | PA      | $56235.96     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                     | Volkswagen AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |       130 | NS      | $20393.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                           | Duke Energy Florida LLC                                                          | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569717.29    | 0.04%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                             | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $64008.72     | 0.00%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5154 | NS      | $1792200.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RES BEER                                    | China Resources Beer Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     32000 | NS      | $222578.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                         | Safran SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      3572 | NS      | $447407.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    110358 | NS      | $209990.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55789.22     | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                    | Public Storage                                                                   | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    485000 | PA      | $413157.31    | 0.03%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Avenue Supermarts Ltd                             | Avenue Supermarts Ltd                                                            | CUSIP: 000000000<br>LEI: 335800B2ZPJKOU2ZM776 | Long             | EC               | CORP              | IN        |      3491 | NS      | $171413.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                          | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     38832 | NS      | $208844.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                           | CSL Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      2937 | NS      | $572697.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                          | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       608 | NS      | $64016.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23161.87     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cogna Educacao                                    | Cogna Educacao                                                                   | CUSIP: 000000000<br>LEI: 549300BTP1E45NJ6R194 | Long             | EC               | CORP              | BR        |    135631 | NS      | $54510.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570026 | PA      | $508464.25    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2019-R02                                     | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266284 | PA      | $265953.52    | 0.02%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140EU2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3651 | PA      | $3564.25      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $418306.89    | 0.03%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Telekom Malaysia Bhd                              | Telekom Malaysia Bhd                                                             | CUSIP: 000000000<br>LEI: 254900SNFPTSDGGVEK77 | Long             | EC               | CORP              | MY        |    134100 | NS      | $164317.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246138.42    | 0.02%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $264275.70    | 0.02%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tata Communications Ltd                           | Tata Communications Ltd                                                          | CUSIP: 000000000<br>LEI: 3358004PBWAYF65RLI81 | Long             | EC               | CORP              | IN        |      1080 | NS      | $16612.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    930000 | PA      | $920377.99    | 0.06%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSN Mineracao SA                                  | CSN Mineracao SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     31978 | NS      | $24391.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                       | Daiwa House Industry Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $20732.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                         | Kesko Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      3544 | NS      | $78308.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                      | Porsche Automobil Holding SE                                                     | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      1212 | NS      | $66097.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2018-REV1                                           | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1012520.37   | 0.06%             | 2031-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1325 | NS      | $499564.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compeq Manufacturing Co Ltd                       | Compeq Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     56000 | NS      | $80789.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $148840.80    | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129672 | PA      | $110108.55    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Croda International PLC                           | Croda International PLC                                                          | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      1412 | NS      | $112364.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |      1217 | NS      | $145652.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                  | CLP Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     10000 | NS      | $72855.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2020401 | PA      | $1976331.15   | 0.12%             | 2026-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                   | Eagle Materials Inc                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    280000 | PA      | $218972.57    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     14622 | NS      | $361602.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co Ltd                         | Zijin Mining Group Co Ltd                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     14200 | NS      | $20387.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316958 | PA      | $305922.14    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                               | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       448 | NS      | $139018.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                          | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      8724 | NS      | $449025.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton Inc                                       | Krafton Inc                                                                      | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |        33 | NS      | $4413.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                 | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    535000 | PA      | $515721.56    | 0.03%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1346416 | PA      | $1327916.91   | 0.08%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-6                                 | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43982 | PA      | $41329.96     | 0.00%             | 2034-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       665 | NS      | $21878.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140EU4M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       477 | PA      | $467.71       | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73401 | PA      | $75043.73     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                         | Ackermans & van Haaren NV                                                        | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |       572 | NS      | $98174.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $462971.06    | 0.03%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $184510.25    | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    410000 | PA      | $365364.53    | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83347 | PA      | $79314.74     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                      | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      3252 | NS      | $21786.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FTW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3423 | PA      | $3358.20      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                               | TE Connectivity Ltd                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |      3913 | NS      | $449212.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC SA                                  | Empresas CMPC SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |      4628 | NS      | $7716.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                         | Healthpeak Properties Inc                                                        | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     93639 | NS      | $2347529.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31416WUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4127 | PA      | $4178.71      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                      | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $31056.17     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Life Insurance Corp of India                      | Life Insurance Corp of India                                                     | CUSIP: 000000000<br>LEI: 21380068NOA8WMH89Z35 | Long             | EC               | CORP              | IN        |      5083 | NS      | $42031.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $590833.44    | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Global Unichip Corp                               | Global Unichip Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $144742.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     13543 | NS      | $1668226.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                       | ITOCHU Corp                                                                      | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     17500 | NS      | $549023.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254436 | PA      | $226931.84    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note                    | Toyota Auto Loan Extended Note Trust 2020-1                                      | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1198429.66   | 0.08%             | 2033-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108860 | PA      | $89141.46     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                               | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64987.37     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63166.59     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14134 | PA      | $13887.45     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                | Analog Devices Inc                                                               | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52823.34     | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53597.10     | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                          | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     28746 | NS      | $32108.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233095 | PA      | $190872.29    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27310.39     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                        | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |       422 | NS      | $16933.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production P                    | PTT Exploration & Production PCL                                                 | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |    109100 | NS      | $555604.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Islamic Bank SAQ                            | Qatar Islamic Bank SAQ                                                           | CUSIP: 000000000<br>LEI: 254900CFGPXJI71OHT95 | Long             | EC               | CORP              | QA        |     19033 | NS      | $97360.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    545000 | PA      | $522089.52    | 0.03%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                | Ameren Illinois Co                                                               | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73555.09     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       472 | NS      | $121573.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp                                     | Shimadzu Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $67943.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $170739.46    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $41689.75     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                         | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     51607 | NS      | $239783.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                     | Geely Automobile Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |    295000 | NS      | $426136.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PVR Ltd                                           | PVR Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800NR78RUVFDE4L48 | Long             | EC               | CORP              | IN        |      1117 | NS      | $23198.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                       | Snap-on Inc                                                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      4009 | NS      | $916016.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                               | Swatch Group AG/The                                                              | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       912 | NS      | $259209.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUO Corp                                          | AUO Corp                                                                         | CUSIP: 000000000<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |     69600 | NS      | $33811.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                        | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     14791 | NS      | $985820.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co L                    | Samsung Electro-Mechanics Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       165 | NS      | $17135.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417GKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11828 | PA      | $11119.82     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP PLC                                            | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    283389 | NS      | $1635137.85   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamada Holdings Co Ltd                            | Yamada Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |     89300 | NS      | $316993.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                          | Baylor Scott & White Holdings                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     29000 | PA      | $19134.88     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                        | Denso Corp                                                                       | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      1100 | NS      | $53943.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16047 | PA      | $16056.43     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50157.72     | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 31326FW61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1701 | PA      | $1701.78      | 0.00%             | 2043-08-01      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                         | BIM Birlesik Magazalar AS                                                        | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |      4444 | NS      | $32476.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                             | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     47000 | PA      | $35487.27     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| RWE AG                                            | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       647 | NS      | $28602.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                             | Carlyle Group Inc/The                                                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     10640 | NS      | $317497.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                      | Ganfeng Lithium Group Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |     14600 | NS      | $108234.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Dagangan Bhd                             | Petronas Dagangan Bhd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     17100 | NS      | $89244.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                          | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140364.79    | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                   | Yale University                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     67000 | PA      | $43193.81     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OCI NV                                            | OCI NV                                                                           | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |       404 | NS      | $14444.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33049.72     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                     | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      6376 | NS      | $173243.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XNV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $893308.68    | 0.06%             | 2030-01-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                           | GSK PLC                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     42214 | NS      | $729594.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      5585 | NS      | $1183238.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MER PORT                                    | China Merchants Port Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |     18000 | NS      | $26279.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIBC                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       498 | NS      | $20144.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                      | BT Group PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    116305 | NS      | $157043.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                           | Standard Bank Group Ltd                                                          | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |     66257 | NS      | $653735.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    580000 | PA      | $397821.23    | 0.02%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                           | Magna International Inc                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       189 | NS      | $10616.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197741 | PA      | $168086.48    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mirvac Group                                      | Mirvac Group                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33846 | NS      | $48965.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                   | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97049.16     | 0.01%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-CCRE17 Mortgage Trust                                                  | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $351154.08    | 0.02%             | 2047-05-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29334 | PA      | $28781.09     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $410819.83    | 0.03%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                     | Element Fleet Management Corp                                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |       685 | NS      | $9334.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEY BANK NA                                       | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422185.29    | 0.03%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     19253 | NS      | $1742347.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653080 | PA      | $588047.63    | 0.04%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APL Apollo Tubes Ltd                              | APL Apollo Tubes Ltd                                                             | CUSIP: 000000000<br>LEI: 335800ZU4GXSB7Q4IU95 | Long             | EC               | CORP              | IN        |      4374 | NS      | $57564.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Platinum Ltd                       | Anglo American Platinum Ltd                                                      | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      4122 | NS      | $344008.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30393.84     | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4459 | NS      | $1911840.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amara Raja Batteries Ltd                          | Amara Raja Batteries Ltd                                                         | CUSIP: 000000000<br>LEI: 335800PV7RRC72PLCG19 | Long             | EC               | CORP              | IN        |      3878 | NS      | $26781.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375740.29    | 0.02%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                    | Fisher & Paykel Healthcare Corp Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      9715 | NS      | $139003.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     11313 | NS      | $523452.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                       | Moncler SpA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      2121 | NS      | $112703.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                    | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |         3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531456 | PA      | $454211.62    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     10593 | NS      | $42877.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                            | AmerisourceBergen Corp                                                           | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    355000 | PA      | $331643.54    | 0.02%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                | Tokyo Electron Ltd                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       700 | NS      | $205680.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 PLC                                          | JET2 PLC                                                                         | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |         3 | NS      | $34.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon NV                                          | Aegon NV                                                                         | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      6953 | NS      | $35228.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works Inc                                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2698 | NS      | $594369.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31419HEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14694 | PA      | $14879.73     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    497000 | PA      | $461756.67    | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                         | KDDI Corp                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     23900 | NS      | $724812.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                       | Brenntag SE                                                                      | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       208 | NS      | $13265.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                             | General Dynamics Corp                                                            | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72718.05     | 0.00%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2015-C26                                   | CUSIP: 94989CAZ4<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $471574.85    | 0.03%             | 2048-02-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                                  | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271863 | PA      | $1208202.74   | 0.08%             | 2028-06-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108885.54    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    430000 | PA      | $287159.61    | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174759 | PA      | $169592.84    | 0.01%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shinsegae Inc                                     | Shinsegae Inc                                                                    | CUSIP: 000000000<br>LEI: 9884005BGBN4CVNXZ186 | Long             | EC               | CORP              | KR        |       658 | NS      | $115036.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COFCO Joycome Foods Ltd                           | COFCO Joycome Foods Ltd                                                          | CUSIP: 000000000<br>LEI: 3003003OFHF11IML2X42 | Long             | EC               | CORP              | CN        |     23000 | NS      | $6548.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82127.55     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     15736 | NS      | $223286.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31605 | PA      | $29696.93     | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                             | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196353.16    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $612569.30    | 0.04%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd                               | Malayan Banking Bhd                                                              | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |    135700 | NS      | $268005.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $478816.78    | 0.03%             | 2047-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3622AADU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53569 | PA      | $51343.44     | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119170 | PA      | $108163.82    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                              | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |     33263 | NS      | $285527.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PPB Group Bhd                                     | PPB Group Bhd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     19700 | NS      | $77994.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias do Brasil SA                       | EDP - Energias do Brasil SA                                                      | CUSIP: 000000000<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |     10862 | NS      | $42873.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $54633.05     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       517 | NS      | $210915.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     24075 | NS      | $1896869.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561266 | PA      | $477560.40    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FQUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28531 | PA      | $27838.88     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    590000 | PA      | $522035.23    | 0.03%             | 2026-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $125628.41    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138607 | PA      | $113644.74    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     35162 | NS      | $1164565.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                          | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8514.30      | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                | Inter RAO UES PJSC                                                               | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   2090349 | NS      | $2.83         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Investor AB                                       | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     38929 | NS      | $704652.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1851 | NS      | $62267.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                             | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    770000 | PA      | $733542.96    | 0.05%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 3SBio Inc                                         | 3SBio Inc                                                                        | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | CN        |     93000 | NS      | $98469.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE GAS INC                                       | ONE Gas Inc                                                                      | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113121.71    | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110950.81    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc                                        | Rapid7 Inc                                                                       | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      2935 | NS      | $99731.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13684 | PA      | $13458.06     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                           | OPAP SA                                                                          | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      9236 | NS      | $130668.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                              | Hyundai Mobis Co Ltd                                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      2252 | NS      | $357208.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                           | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     19008 | NS      | $390936.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                     | CSPC Pharmaceutical Group Ltd                                                    | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | CN        |    385120 | NS      | $400938.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2714 | NS      | $217689.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Galaxy Securities Co Ltd                    | China Galaxy Securities Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |     72500 | NS      | $35248.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                              | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $387292.85    | 0.02%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     44297 | NS      | $1170769.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126778.22    | 0.01%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     40173 | NS      | $9634288.86   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Bobcat Inc                                 | Doosan Bobcat Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       866 | NS      | $23694.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16711 | PA      | $17308.30     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $121098.56    | 0.01%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS                           | EI du Pont de Nemours and Co                                                     | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171615.89    | 0.01%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pinduoduo Inc                                     | Pinduoduo Inc                                                                    | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | CN        |      6908 | NS      | $563347.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Alpine Co Ltd                                | Alps Alpine Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |      7000 | NS      | $63271.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                            | Methodist Hospital/The                                                           | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $14977.69     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Dialog Group Bhd                                  | Dialog Group Bhd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     42500 | NS      | $23635.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                             | Carl Zeiss Meditec AG                                                            | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |       246 | NS      | $30920.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61442 | PA      | $56377.01     | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0PU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     29432 | PA      | $29321.76     | 0.00%             | 2029-12-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250049 | PA      | $228788.86    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                          | Oklahoma Development Finance Authority                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41700.97     | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD OF ADMIN FIN CO                    | State Board of Administration Finance Corp                                       | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     34000 | PA      | $27777.39     | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                       | Discover Financial Services                                                      | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      5760 | NS      | $563500.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8335300 | PA      | $8279297.20   | 0.52%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9951 | NS      | $1319403.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     11484 | NS      | $113461.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $113685.85    | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Sanofi                                            | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     13850 | NS      | $1335508.23   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                         | Avant Loans Funding Trust 2021-REV1                                              | CUSIP: 05353LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1552478.18   | 0.10%             | 2030-07-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                         | CK Hutchison Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     52500 | NS      | $314519.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135368.27    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                    | Kakaku.com Inc                                                                   | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       200 | NS      | $3209.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      1000 | NS      | $122112.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                     | Empire Co Ltd                                                                    | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      5658 | NS      | $149013.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd                                           | ITC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |    109556 | NS      | $438525.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                    | SITC International Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |      3000 | NS      | $6649.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                        | Signify NV                                                                       | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      1365 | NS      | $45949.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings Inc                    | Nippon Television Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |      1200 | NS      | $9465.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73155.76     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283538.69    | 0.02%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2025000 | PA      | $-1776672.75  | -0.11%            | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61300.41     | 0.00%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Yamaguchi Financial Group Inc                     | Yamaguchi Financial Group Inc                                                    | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |      2900 | NS      | $18920.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                      | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34246.14     | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner Inc                                                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4194 | NS      | $168808.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1541000 | PA      | $1756258.44   | 0.11%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Crescent Point Energy Corp                        | Crescent Point Energy Corp                                                       | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |     20609 | NS      | $147033.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    420000 | PA      | $365335.19    | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VAT Group AG                                      | VAT Group AG                                                                     | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |       244 | NS      | $66982.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     95000 | PA      | $67295.39     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    970000 | PA      | $873747.81    | 0.05%             | 2026-06-19      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| IHH Healthcare Bhd                                | IHH Healthcare Bhd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     28200 | NS      | $39794.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $228794.72    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2025000 | PA      | $1776672.75   | 0.11%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd                           | CIMB Group Holdings Bhd                                                          | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |    283400 | NS      | $372945.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     16832 | NS      | $662339.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154022.24    | 0.01%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132M7JN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178810 | PA      | $171464.10    | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    979759 | PA      | $942996.01    | 0.06%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222452 | PA      | $206478.24    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                             | Waste Connections Inc                                                            | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $69075.18     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $583739.76    | 0.04%             | 2024-06-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     26516 | NS      | $2924714.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                 | IGM Financial Inc                                                                | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |       218 | NS      | $6085.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                               | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $201397.82    | 0.01%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                         | Anhui Conch Cement Co Ltd                                                        | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |     11000 | NS      | $38329.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     10506 | NS      | $261716.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468254 | PA      | $397555.79    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215163 | PA      | $175949.23    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    117000 | PA      | $125189.34    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOSIDENG                                          | Bosideng International Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | HK        |     74000 | NS      | $35066.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manila Electric Co                                | Manila Electric Co                                                               | CUSIP: 000000000<br>LEI: 254900RDFLCM12O8SK69 | Long             | EC               | CORP              | PH        |     11370 | NS      | $61091.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                           | Saudi National Bank/The                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     32540 | NS      | $437973.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                       | Zscaler Inc                                                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1102 | NS      | $123313.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229920 | PA      | $188450.82    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4015 | PA      | $3948.89      | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                 | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54721 | NS      | $3881360.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    217000 | PA      | $184048.20    | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Yunnan Botanee Bio-Technology                     | Yunnan Botanee Bio-Technology Group Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       400 | NS      | $8601.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21190000 | PA      | $20390904.55  | 1.28%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310645 | PA      | $277097.81    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Cooperative Financial H                    | Taiwan Cooperative Financial Holding Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     68870 | NS      | $58190.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qurate Retail Inc                                 | Qurate Retail Inc                                                                | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |         2 | NS      | $3.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamigumi Co Ltd                                   | Kamigumi Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $40716.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72952 | PA      | $67575.59     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209682.57    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX Corp                                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       817 | NS      | $77378.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                     | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88113.77     | 0.01%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Faraday Technology Corp                           | Faraday Technology Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $59941.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                            | Petroleo Brasileiro SA                                                           | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      1793 | NS      | $9507.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                        | Suzuken Co Ltd/Aichi Japan                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10822.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155325 | PA      | $138539.46    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boubyan Bank KSCP                                 | Boubyan Bank KSCP                                                                | CUSIP: 000000000<br>LEI: 254900D1UAYOAUPGL280 | Long             | EC               | CORP              | KW        |     10117 | NS      | $26445.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196098 | PA      | $160179.71    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                             | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HNV1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    385000 | PA      | $381744.44    | 0.02%             | 2023-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chularat Hospital PCL                             | Chularat Hospital PCL                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     92400 | NS      | $9816.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $711383.46    | 0.04%             | 2038-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FCXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2473 | PA      | $2417.82      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                   | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216626.44    | 0.01%             | 2024-03-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                    | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116278 | PA      | $113784.41    | 0.01%             | 2045-12-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                    | Mitsubishi Heavy Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      3700 | NS      | $146211.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd                                 | IndusInd Bank Ltd                                                                | CUSIP: 000000000<br>LEI: 335800JDVJ8HSXG9G512 | Long             | EC               | CORP              | IN        |      6023 | NS      | $88537.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                              | Lamar Advertising Co                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       477 | NS      | $45028.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3474 | PA      | $3392.17      | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                             | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $958052.96    | 0.06%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cia Brasileira de Distribuicao                    | Cia Brasileira de Distribuicao                                                   | CUSIP: 20440T300<br>LEI: 5299003V5B6KLICZCC14 | Long             | EC               | CORP              | BR        |     11835 | NS      | $36688.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NSTAR ELECTRIC CO                                 | NSTAR Electric Co                                                                | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27744.14     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3318 | PA      | $3316.52      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52240000 | PA      | $52525687.50  | 3.29%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                       | Givaudan SA                                                                      | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        79 | NS      | $241969.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130900.47    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                  | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     12495 | NS      | $467646.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827092 | PA      | $755237.57    | 0.05%             | 2049-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44762.33     | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                           | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     12159 | NS      | $172894.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd                                           | BSE Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800UOTLCPTZQVDA19 | Long             | EC               | CORP              | IN        |      1133 | NS      | $7450.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46006.08     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bizlink Holding Inc                               | Bizlink Holding Inc                                                              | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | TW        |      7000 | NS      | $53750.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Art Retail Group Ltd                          | Sun Art Retail Group Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009IMRZ363PQCP28 | Long             | EC               | CORP              | HK        |    127000 | NS      | $41462.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Ltd                                   | OZ Minerals Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |      4599 | NS      | $86687.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JMT Network Services PCL                          | JMT Network Services PCL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     28300 | NS      | $56304.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3664 | PA      | $3609.70      | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S-Oil Corp                                        | S-Oil Corp                                                                       | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |      1813 | NS      | $120664.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1985625.00   | 0.12%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                            | Aristocrat Leisure Ltd                                                           | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     22515 | NS      | $463939.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210893.24    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     20052 | NS      | $438938.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     28042 | NS      | $650574.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSISSIPPI POWER CO                              | Mississippi Power Co                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    220000 | PA      | $178851.21    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CTCI Corp                                         | CTCI Corp                                                                        | CUSIP: 000000000<br>LEI: 54930026E4DTBSJUWH86 | Long             | EC               | CORP              | TW        |      7000 | NS      | $9520.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327387 | PA      | $304087.10    | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28432.47     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                      | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      5058 | NS      | $447810.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCI                                               | New China Life Insurance Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |     44900 | NS      | $109317.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                            | Mid-America Apartments LP                                                        | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25952.85     | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132GF5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3139 | PA      | $3115.36      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City Union Bank Ltd                               | City Union Bank Ltd                                                              | CUSIP: 000000000<br>LEI: 33580024M7FWA847JI64 | Long             | EC               | CORP              | IN        |     19126 | NS      | $41654.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343678 | PA      | $340632.91    | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                             | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4032 | NS      | $162167.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     24730 | NS      | $1021101.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                    | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $113810.04    | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1135 | NS      | $132806.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                           | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20696 | NS      | $3046037.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122436 | PA      | $109196.17    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                    | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170030.05    | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Leroy Seafood Group ASA                           | Leroy Seafood Group ASA                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |         5 | NS      | $28.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOMENTIVE PERFORMANCE                             | Momentive Performance Materials Inc                                              | CUSIP: 55336TAC9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |    566000 | PA      | $0.57         | 0.00%             | 2020-10-15      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                    | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $32218.21     | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB                    | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     36836 | NS      | $287992.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Construction Equipment                    | Hyundai Construction Equipment Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400SUTJA1BDSX0Y30 | Long             | EC               | CORP              | KR        |       400 | NS      | $19761.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65408.72     | 0.00%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bloomage Biotechnology Corp Lt                    | Bloomage Biotechnology Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 3003000JYMDZWD0IUE82 | Long             | EC               | CORP              | CN        |       314 | NS      | $6119.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $186290.08    | 0.01%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Kings Luck                                        | Jiangsu King's Luck Brewery JSC Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11553 | NS      | $84758.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co Ltd                           | Chunghwa Telecom Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     44000 | NS      | $161815.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxis Bhd                                         | Maxis Bhd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     90300 | NS      | $78745.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826361 | PA      | $738800.21    | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kia Corp                                          | Kia Corp                                                                         | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      7278 | NS      | $342433.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                           | Ping An Insurance Group Co of China Ltd                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    206500 | NS      | $1356652.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                       | MOL Hungarian Oil & Gas PLC                                                      | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |     15602 | NS      | $108734.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                 | Industrivarden AB                                                                | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     10723 | NS      | $260166.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                           | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171921.97    | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59139.89     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sunwoda Electronic Co Ltd                         | Sunwoda Electronic Co Ltd                                                        | CUSIP: 000000000<br>LEI: 836800CQGW5QDXND0Q43 | Long             | EC               | CORP              | CN        |     29189 | NS      | $88945.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stantec Inc                                       | Stantec Inc                                                                      | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       280 | NS      | $13416.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157966.07    | 0.01%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                               | Block Financial LLC                                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $184146.55    | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                             | Grupo Bimbo SAB de CV                                                            | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |     30215 | NS      | $127611.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KCE Electronics PCL                               | KCE Electronics PCL                                                              | CUSIP: 000000000<br>LEI: 529900LNPH5MFQ9L6T25 | Long             | EC               | CORP              | TH        |     10500 | NS      | $14061.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107490 | PA      | $91503.21     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136851 | PA      | $122064.90    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25225.82     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10274.04     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Electric & Energy Syst                    | Hyundai Electric & Energy System Co Ltd                                          | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       439 | NS      | $14806.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Ltd                                         | Sasol Ltd                                                                        | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |      6579 | NS      | $104991.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                   | J Sainsbury PLC                                                                  | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     24642 | NS      | $64631.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    359977 | PA      | $354937.32    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     50892 | NS      | $1434687.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3645887 | PA      | $3382712.77   | 0.21%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                    | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22097.06     | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     29000 | NS      | $711485.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1746 | NS      | $114677.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                             | TFI International Inc                                                            | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       869 | NS      | $87034.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                    | Daifuku Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $102551.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                            | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |      6301 | NS      | $214278.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Putailai New Energy T                    | Shanghai Putailai New Energy Technology Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12188 | NS      | $91246.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                | Trip.com Group Ltd                                                               | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |       600 | NS      | $20693.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                            | AmerisourceBergen Corp                                                           | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    152000 | PA      | $126096.32    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SIHUAN PHARM                                      | Sihuan Pharmaceutical Holdings Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900UD7C9N3AQO1V88 | Long             | EC               | CORP              | CN        |     81000 | NS      | $9820.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62478.18     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Industries Qatar QSC                              | Industries Qatar QSC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |     17710 | NS      | $62511.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                | WuXi AppTec Co Ltd                                                               | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     32700 | NS      | $343105.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                   | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     21300 | NS      | $691500.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    141000 | PA      | $87147.17     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                             | Travelers Cos Inc/The                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3721 | NS      | $697650.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15348 | PA      | $15043.91     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schibsted ASA                                     | Schibsted ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |      1083 | NS      | $19864.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $24356250.00  | 1.53%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44720.32     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2908.50      | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                      | Chevron Corp                                                                     | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $120963.51    | 0.01%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $735580.85    | 0.05%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BYD ELECTRONIC                                    | BYD Electronic International Co Ltd                                              | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | CN        |      3500 | NS      | $11184.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                  | Raia Drogasil SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     19789 | NS      | $89122.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                      | Wheaton Precious Metals Corp                                                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      4845 | NS      | $189291.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsingtao Brewery Co Ltd                           | Tsingtao Brewery Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      2000 | NS      | $19694.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqin Railway Co Ltd                              | Daqin Railway Co Ltd                                                             | CUSIP: 000000000<br>LEI: 30030098LARO7YWJL882 | Long             | EC               | CORP              | CN        |     53835 | NS      | $51953.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                    | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     22400 | NS      | $203751.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Ocean Co Ltd                                  | Pan Ocean Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 988400HGOJIHDWPIAT45 | Long             | EC               | CORP              | KR        |      1835 | NS      | $8365.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOYY Inc                                          | JOYY Inc                                                                         | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | SG        |       172 | NS      | $5433.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124364 | PA      | $123786.29    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    482000 | NS      | $7000309.31   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393163 | PA      | $374893.77    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                  | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      2840 | NS      | $558692.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20603 | PA      | $20333.03     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                         | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |      5640 | NS      | $51957.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92542 | PA      | $88610.55     | 0.01%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPIC                                              | China Pacific Insurance Group Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     84800 | NS      | $187519.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminium Co Ltd                         | National Aluminium Co Ltd                                                        | CUSIP: 000000000<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |     11796 | NS      | $11456.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                    | Downer EDI Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |      4238 | NS      | $10650.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gotion High-tech Co Ltd                           | Gotion High-tech Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300J1NKV8ZBF0KN15 | Long             | EC               | CORP              | CN        |      3700 | NS      | $15359.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MMG Ltd                                           | MMG Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | EC               | CORP              | AU        |     56000 | NS      | $14263.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50967.80     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fulgent Sun International Hold                    | Fulgent Sun International Holding Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $9858.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                           | Duke Energy Florida LLC                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75695.29     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                     | HDFC Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     51154 | NS      | $1003311.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8860.76      | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                | Anglo American PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      5340 | NS      | $209113.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS                                    | China Overseas Land & Investment Ltd                                             | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |     34500 | NS      | $90282.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71060 | PA      | $63382.92     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                 | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25592.19     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                        | Haleon PLC                                                                       | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     25563 | NS      | $101142.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245068 | PA      | $218604.52    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785202 | PA      | $742694.16    | 0.05%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                            | Accton Technology Corp                                                           | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |     10000 | NS      | $75938.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                             | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36881.67     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38717.83     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Gr                    | Emirates Telecommunications Group Co PJSC                                        | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | EC               | CORP              | AE        |     28221 | NS      | $175162.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT Ltd                                         | ASMPT Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | HK        |      1500 | NS      | $10653.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siam Makro PCL                                    | Siam Makro PCL                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      6600 | NS      | $7613.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZA3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $363085.92    | 0.02%             | 2023-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -874000 | PA      | $-841012.00   | -0.05%            | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hiwin Technologies Corp                           | Hiwin Technologies Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     27284 | NS      | $161490.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co Ltd                       | China Life Insurance Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |    206000 | NS      | $351588.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148990 | PA      | $140995.55    | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korean Air Lines Co Ltd                           | Korean Air Lines Co Ltd                                                          | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |     19693 | NS      | $358874.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp Ltd                            | ComfortDelGro Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |     30800 | NS      | $28285.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Gas Transport Co Ltd                        | Qatar Gas Transport Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |     15754 | NS      | $15888.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188995 | PA      | $183403.80    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217741 | PA      | $185462.13    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0MD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1778353 | PA      | $1828412.62   | 0.11%             | 2029-07-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8278 | PA      | $8281.13      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2096506 | PA      | $2069765.20   | 0.13%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                        | Geberit AG                                                                       | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        64 | NS      | $30213.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     11101 | NS      | $1292045.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                    | Mitsubishi Gas Chemical Co Inc                                                   | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |      9200 | NS      | $126468.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wistron NeWeb Corp                                | Wistron NeWeb Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    143000 | NS      | $364658.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                            | Singapore Airlines Ltd                                                           | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     11600 | NS      | $47894.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7834.56      | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393639.47    | 0.02%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                          | Wisconsin Electric Power Co                                                      | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24565.05     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                             | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43204.68     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FUNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3191 | PA      | $3135.04      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                          | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     24595 | NS      | $200642.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                         | Ultrapar Participacoes SA                                                        | CUSIP: 90400P101<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |      2066 | NS      | $4999.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15618.72     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       898 | NS      | $300776.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                          | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $283410.78    | 0.02%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48425.41     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694194 | PA      | $661427.90    | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      5578 | NS      | $415505.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29253.43     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                       | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    265000 | PA      | $189347.22    | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Globalwafers Co Ltd                               | Globalwafers Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |      1000 | NS      | $13856.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42560.60     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292816 | PA      | $289267.79    | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186199.67    | 0.01%             | 2025-08-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                             | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1074418.16   | 0.07%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2020-3                                     | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | PA      | $1179619.80   | 0.07%             | 2025-11-17      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128PYU36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22032 | PA      | $21318.49     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68296 | PA      | $66123.63     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PICC P&C                                          | PICC Property & Casualty Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    154000 | NS      | $145606.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388351 | PA      | $347665.53    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Brasil SA                              | Telefonica Brasil SA                                                             | CUSIP: 000000000<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |      8446 | NS      | $61009.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35012.04     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Poonawalla Fincorp Ltd                            | Poonawalla Fincorp Ltd                                                           | CUSIP: 000000000<br>LEI: 335800JFD5CDCM4KVL41 | Long             | EC               | CORP              | IN        |      3667 | NS      | $13615.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    113773 | NS      | $12825630.29  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607691 | PA      | $577814.57    | 0.04%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216097 | PA      | $204292.92    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                     | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $67287.42     | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                     | ASE Technology Holding Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     56000 | NS      | $170149.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $290823.65    | 0.02%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1943 | NS      | $512038.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EJW46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    893935 | PA      | $873123.22    | 0.05%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                          | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     66871 | NS      | $1435051.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277497 | PA      | $251167.54    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                     | MTN Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     21318 | NS      | $159218.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-3                                              | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553418 | PA      | $541980.74    | 0.03%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     80620 | NS      | $178606.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itausa SA                                         | Itausa SA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |         6 | NS      | $9.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1975 | NS      | $766833.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140L6P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95983 | PA      | $78321.75     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $13104.38     | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25165 | PA      | $24844.61     | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     13732 | NS      | $362279.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187304.92    | 0.01%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co Ltd                            | Nippon Shokubai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $71860.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87399 | PA      | $83711.12     | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                 | Bank of China Ltd                                                                | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |   1270000 | NS      | $459650.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36494.71     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693078 | PA      | $618183.81    | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                         | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |        80 | NS      | $7472.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                    | Public Storage                                                                   | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    855000 | PA      | $734373.47    | 0.05%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| EcoRodovias Infraestrutura e L                    | EcoRodovias Infraestrutura e Logistica SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     39325 | NS      | $33060.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138Y4PH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135343 | PA      | $129263.56    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                        | First Quantum Minerals Ltd                                                       | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      2629 | NS      | $54929.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Pacifi                    | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      7177 | NS      | $102904.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                      | China Construction Bank Corp                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   1760000 | NS      | $1100685.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8234 | NS      | $913562.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       114 | NS      | $255200.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                   | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1090114.40   | 0.07%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       460 | NS      | $58916.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD                               | Activision Blizzard Inc                                                          | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30863.59     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FS2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1418 | PA      | $1385.60      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enerplus Corp                                     | Enerplus Corp                                                                    | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |      2255 | NS      | $39803.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                        | Intuit Inc                                                                       | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $24914.72     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                         | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22311.73     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18502 | NS      | $728978.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi AS                             | Turkiye Is Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |     33925 | NS      | $23222.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                      | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     19771 | NS      | $390479.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868566 | PA      | $707866.78    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                    | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    370000 | PA      | $305266.13    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84770.30     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                      | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     22648 | NS      | $26341.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14589.67     | 0.00%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2675000 | PA      | $2429709.78   | 0.15%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                  | Seiko Epson Corp                                                                 | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      2400 | NS      | $34917.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8425000 | PA      | $7131883.06   | 0.45%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Press Metal Aluminium Holdings                    | Press Metal Aluminium Holdings Bhd                                               | CUSIP: 000000000<br>LEI: 254900RO5GQ4M0YV5S47 | Long             | EC               | CORP              | MY        |     44500 | NS      | $49303.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25058.31     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hana Microelectronics PCL                         | Hana Microelectronics PCL                                                        | CUSIP: 000000000<br>LEI: 529900E1AFDPJFG0RH05 | Long             | EC               | CORP              | TH        |     11000 | NS      | $16304.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PL                    | Direct Line Insurance Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     15347 | NS      | $40905.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOE Varitronix Ltd                                | BOE Varitronix Ltd                                                               | CUSIP: 000000000<br>LEI: 529900SG21VXEZYNQO29 | Long             | EC               | CORP              | HK        |      5000 | NS      | $9452.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Inc                                     | Celltrion Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2240 | NS      | $285913.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gas Holdings Ltd                            | China Gas Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900KTSZLZ21VV8T33 | Long             | EC               | CORP              | HK        |     58200 | NS      | $84347.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                               | Cheil Worldwide Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1064 | NS      | $19434.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                            | K+S AG                                                                           | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |       974 | NS      | $19201.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                         | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | HK        |     31000 | NS      | $9405.51      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26602.95     | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of                    | People's Insurance Co Group of China Ltd/The                                     | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |    228000 | NS      | $75425.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       630 | NS      | $19489.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283382.82    | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $75327.56     | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159290 | PA      | $142080.41    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Resorttrust Inc                                   | Resorttrust Inc                                                                  | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |       800 | NS      | $14237.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $147400.00    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                           | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     11635 | NS      | $105549.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                          | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $249316.35    | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                               | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2142.85      | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINACOMSERVICE                                   | China Communications Services Corp Ltd                                           | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |     26000 | NS      | $9459.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOUGANG RES                                      | Shougang Fushan Resources Group Ltd                                              | CUSIP: 000000000<br>LEI: 529900OPUNJYLOX4OL37 | Long             | EC               | CORP              | HK        |    118000 | NS      | $37633.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                       | Alrosa PJSC                                                                      | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |    258455 | NS      | $0.35         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dechra Pharmaceuticals PLC                        | Dechra Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |       651 | NS      | $20519.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                               | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $83820.82     | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349131 | PA      | $332801.59    | 0.02%             | 2028-12-26      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491547 | PA      | $417508.49    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HelloFresh SE                                     | HelloFresh SE                                                                    | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |       848 | NS      | $18507.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                           | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |     82900 | NS      | $1836718.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                     | CTBC Financial Holding Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    526680 | NS      | $377937.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                          | Sartorius Stedim Biotech                                                         | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       161 | NS      | $52319.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUADIAN POWER                                     | Huadian Power International Corp Ltd                                             | CUSIP: 000000000<br>LEI: 529900207FCOKWBDRE79 | Long             | EC               | CORP              | CN        |     36000 | NS      | $14870.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $178121.42    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bajaj Finserv Ltd                                 | Bajaj Finserv Ltd                                                                | CUSIP: 000000000<br>LEI: 3358001EH4I4IDMGQ326 | Long             | EC               | CORP              | IN        |      4674 | NS      | $87239.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                          | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     49682 | NS      | $710755.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                               | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      2364 | NS      | $122639.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer Inc                                                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     26000 | PA      | $31536.03     | 0.00%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                       | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      2089 | NS      | $196767.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                           | MMC Norilsk Nickel PJSC                                                          | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |      1248 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Korea Shipbuilding & Offshore                     | Korea Shipbuilding & Offshore Engineering Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       901 | NS      | $50665.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1779 | NS      | $165678.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co Ltd                           | Chunghwa Telecom Co Ltd                                                          | CUSIP: 17133Q502<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8033 | NS      | $293927.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221289 | PA      | $181618.85    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    970000 | PA      | $887208.96    | 0.06%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd                                                                | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    217000 | PA      | $228907.88    | 0.01%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International                     | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |      2849 | NS      | $46456.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S                    | Dallas Area Rapid Transit                                                        | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     60000 | PA      | $39019.12     | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128183 | PA      | $116421.75    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                           | Wisconsin Power and Light Co                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119112.69    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $51426.45     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1184 | NS      | $160597.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1520171.88   | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282696 | PA      | $231754.21    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YEALINK NETWORK                                   | Yealink Network Technology Corp Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4079 | NS      | $35678.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18399 | PA      | $17620.65     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1425000 | PA      | $-1382125.37  | -0.09%            | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    510000 | PA      | $461542.09    | 0.03%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Haitong Securities Co Ltd                         | Haitong Securities Co Ltd                                                        | CUSIP: 000000000<br>LEI: 300300E1003931000068 | Long             | EC               | CORP              | CN        |      2000 | NS      | $1226.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                          | TDK Corp                                                                         | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      1300 | NS      | $42293.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                        | BOC Hong Kong Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    109500 | NS      | $371730.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31849 | PA      | $31545.38     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40579.66     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sankyu Inc                                        | Sankyu Inc                                                                       | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |       400 | NS      | $14634.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $451314.60    | 0.03%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | Ultragenyx Pharmaceutical Inc                                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      2079 | NS      | $96320.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                           | Banco Espirito Santo SA                                                          | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |    300000 | PA      | $44958.90     | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    585000 | PA      | $512772.43    | 0.03%             | 2027-07-22      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Light SA                                          | Light SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    176649 | NS      | $155907.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58260 | PA      | $55134.18     | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91972.07     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3736 | NS      | $1257276.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                     | HDFC Bank Ltd                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       704 | NS      | $48160.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2013-C17                              | CUSIP: 46640UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297957 | PA      | $292202.07    | 0.02%             | 2047-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Universal Robina Corp                             | Universal Robina Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     10010 | NS      | $24559.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                        | Ayala Corp                                                                       | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |       100 | NS      | $1251.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                     | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1069 | NS      | $72531.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66137.98     | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20757 | PA      | $20205.96     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $266547.66    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196113.77    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $441471.91    | 0.03%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                          | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252613.14    | 0.02%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FirstService Corp                                 | FirstService Corp                                                                | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1818 | NS      | $222631.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                                      | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1484 | NS      | $88541.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $260225.36    | 0.02%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250429 | PA      | $240841.37    | 0.02%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699932 | PA      | $570489.48    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24702 | PA      | $24245.88     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                | Publicis Groupe SA                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1908 | NS      | $121887.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     79000 | PA      | $65996.42     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                          | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      9472 | NS      | $261882.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365561.18    | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    520000 | PA      | $392163.16    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                             | Daiichi Sankyo Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     10700 | NS      | $344397.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                 | PetroChina Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    984200 | NS      | $449576.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Exide Industries Ltd                              | Exide Industries Ltd                                                             | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | IN        |      5535 | NS      | $12040.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truworths International Ltd                       | Truworths International Ltd                                                      | CUSIP: 000000000<br>LEI: 37890099AFD770037522 | Long             | EC               | CORP              | ZA        |     90929 | NS      | $293452.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                       | Infosys Ltd                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     72233 | NS      | $1316901.46   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom Neft PJSC                                 | Gazprom Neft PJSC                                                                | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |      1050 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196827.35    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                              | Allina Health System                                                             | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $58494.26     | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Airtac International Group                        | Airtac International Group                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1046 | NS      | $31580.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                             | PACCAR Financial Corp                                                            | CUSIP: 69371RQ82<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44213.06     | 0.00%             | 2023-06-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Jinke Smart Services Group Co                     | Jinke Smart Services Group Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2000 | NS      | $3498.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64903 | PA      | $65144.62     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QL Resources Bhd                                  | QL Resources Bhd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      2250 | NS      | $2816.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visual Photonics Epitaxy Co Lt                    | Visual Photonics Epitaxy Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14000 | NS      | $31285.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eletrobras SA                                     | Centrais Eletricas Brasileiras SA                                                | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EP               | CORP              | BR        |     14331 | NS      | $117311.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                          | Zhongji Innolight Co Ltd                                                         | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |      4900 | NS      | $19102.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420058 | PA      | $366928.14    | 0.02%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEG SA                                            | WEG SA                                                                           | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     44036 | NS      | $319890.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34939 | PA      | $31894.47     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111469.36    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C5                               | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $401756.57    | 0.03%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                       | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       426 | NS      | $91291.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $427754.78    | 0.03%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                  | Medibank Pvt Ltd                                                                 | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    102730 | NS      | $204950.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245297 | PA      | $218787.48    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                     | Timken Co/The                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     12729 | NS      | $899558.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energisa SA                                       | Energisa SA                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      5643 | NS      | $47267.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PharmaEngine Inc                                  | PharmaEngine Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $12187.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N2                                           | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187865 | PA      | $170970.36    | 0.01%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8GW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6605 | PA      | $6206.62      | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300LQK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20198 | PA      | $20356.55     | 0.00%             | 2041-08-01      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138M8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9902 | PA      | $9554.32      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198732 | PA      | $194151.16    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alteryx Inc                                       | Alteryx Inc                                                                      | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |       584 | NS      | $29591.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                        | Oriental Land Co Ltd/Japan                                                       | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      2500 | NS      | $363810.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SooChow Securities Co Ltd                         | SooChow Securities Co Ltd                                                        | CUSIP: 000000000<br>LEI: 300300E1008532000098 | Long             | EC               | CORP              | CN        |     21300 | NS      | $20065.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47759.87     | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                             | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      3362 | NS      | $31677.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                     | Volkswagen AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      3092 | NS      | $383561.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5126 | NS      | $2717702.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                          | Mizrahi Tefahot Bank Ltd                                                         | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      2217 | NS      | $71554.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                   | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      2806 | NS      | $30057.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Brasil Operadora e Agencia                    | CVC Brasil Operadora e Agencia de Viagens SA                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      8715 | NS      | $7412.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International                    | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      3456 | NS      | $221184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Literature Ltd                              | China Literature Ltd                                                             | CUSIP: 000000000<br>LEI: 529900YXWIZUFHMK8W28 | Long             | EC               | CORP              | CN        |     14000 | NS      | $54004.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                             | Mitsui Fudosan Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     12400 | NS      | $226634.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                       | Equifax Inc                                                                      | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993953.62    | 0.06%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                          | Daimler Truck Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      3409 | NS      | $104798.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                           | Banco Espirito Santo SA                                                          | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |    400000 | PA      | $59945.20     | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                       | Paychex Inc                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       627 | NS      | $72456.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                           | CGI Inc                                                                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      4575 | NS      | $394348.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TINGYI                                            | Tingyi Cayman Islands Holding Corp                                               | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | CN        |     12000 | NS      | $21168.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power Inc                               | Northland Power Inc                                                              | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |       900 | NS      | $24680.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7250 | NS      | $1924295.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                     | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     11174 | NS      | $321266.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Hangzhou Co Ltd                           | Bank of Hangzhou Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1092033000075 | Long             | EC               | CORP              | CN        |     40458 | NS      | $76343.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corp                                  | China Steel Corp                                                                 | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |     24000 | NS      | $23255.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122367.04    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Alchip Technologies Ltd                           | Alchip Technologies Ltd                                                          | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | TW        |      2000 | NS      | $50800.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2533.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero                     | Bank Rakyat Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   2235600 | NS      | $708797.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4797160 | PA      | $3911080.98   | 0.25%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25043000 | PA      | $20413957.97  | 1.28%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18743400 | PA      | $14833643.91  | 0.93%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    470000 | PA      | $458851.85    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                            | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    457000 | PA      | $393819.75    | 0.02%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19345 | PA      | $19181.30     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                       | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |      1202 | NS      | $11273.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                  | Tokyo Gas Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      1700 | NS      | $33285.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                              | Banca Mediolanum SpA                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     22955 | NS      | $191271.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24820900 | PA      | $20884460.39  | 1.31%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                           | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103415.52    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    275000 | PA      | $174160.94    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128Q0DK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9922 | PA      | $9589.70      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                            | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1629 | NS      | $227310.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60174 | PA      | $60934.20     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                   | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      3001 | NS      | $22424.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Ltd                                 | Tech Mahindra Ltd                                                                | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |      2064 | NS      | $25312.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                         | Wuxi Biologics Cayman Inc                                                        | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |     88000 | NS      | $666504.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                          | Lehman Brothers Holdings Inc                                                     | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    415000 | PA      | $1999.07      | 0.00%             | 2014-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan L                    | Evergreen Marine Corp Taiwan Ltd                                                 | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      4400 | NS      | $23254.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     51613 | NS      | $1567486.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arabian Internet & Communicati                    | Arabian Internet & Communications Services Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       254 | NS      | $16373.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                         | Amundi SA                                                                        | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      3740 | NS      | $212091.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138627 | PA      | $123653.15    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35565TAH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1176021 | PA      | $1173548.61   | 0.07%             | 2050-11-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| COSCO SHIP ENGY                                   | COSCO SHIPPING Energy Transportation Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900IGB8FVHRCR1W95 | Long             | EC               | CORP              | CN        |     40000 | NS      | $30572.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2020-2                                    | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1407389.40   | 0.09%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Intellian Technologies Inc                        | Intellian Technologies Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       211 | NS      | $11379.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIGERMED                                          | Hangzhou Tigermed Consulting Co Ltd                                              | CUSIP: 000000000<br>LEI: 300300CP4N8WDF6DOO67 | Long             | EC               | CORP              | CN        |      1900 | NS      | $21849.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    554000 | PA      | $536133.28    | 0.03%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100789.78    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Embraer SA                                        | Embraer SA                                                                       | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     16358 | NS      | $44497.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                      | Shimizu Corp                                                                     | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      6100 | NS      | $32549.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Total Gas Ltd                               | Adani Total Gas Ltd                                                              | CUSIP: 000000000<br>LEI: 335800XLXJ32DBM6H567 | Long             | EC               | CORP              | IN        |       261 | NS      | $11638.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5837 | NS      | $2135408.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101246.47    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                            | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      9109 | NS      | $595682.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938480 | PA      | $825116.11    | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54509.74     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424291 | PA      | $327013.57    | 0.02%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canon Inc                                         | Canon Inc                                                                        | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      4800 | NS      | $103891.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eve Energy Co Ltd                                 | Eve Energy Co Ltd                                                                | CUSIP: 000000000<br>LEI: 300300FTCIO530XV7T38 | Long             | EC               | CORP              | CN        |      6500 | NS      | $82245.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                     | JDE Peet's NV                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      1566 | NS      | $45296.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                            | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286593.98    | 0.02%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $451564.59    | 0.03%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                          | Northern States Power Co/MN                                                      | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17915.70     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                       | Sun Hung Kai Properties Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     12000 | NS      | $163912.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6060.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                        | PACCAR Inc                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5256 | NS      | $520186.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145294 | PA      | $142731.20    | 0.01%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Syngene International Ltd                         | Syngene International Ltd                                                        | CUSIP: 000000000<br>LEI: 335800FFAWRC77Z2EY68 | Long             | EC               | CORP              | IN        |      4083 | NS      | $28868.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline Inc                                     | Valvoline Inc                                                                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      1873 | NS      | $61153.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     45012 | NS      | $718391.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins PLC                                | Travis Perkins PLC                                                               | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |      1199 | NS      | $12818.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                | Banco do Brasil SA                                                               | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     41046 | NS      | $265544.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88628.88     | 0.01%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dentium Co Ltd                                    | Dentium Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       176 | NS      | $13961.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                        | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135573.00    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KH2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112172 | PA      | $99037.41     | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qatar Electricity & Water Co Q                    | Qatar Electricity & Water Co QSC                                                 | CUSIP: 000000000<br>LEI: 2763MA9U3F8LNMP1G116 | Long             | EC               | CORP              | QA        |      5137 | NS      | $24991.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    156796 | NS      | $158790.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70394.95     | 0.00%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47968 | PA      | $42358.65     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56609 | PA      | $55071.27     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6558 | PA      | $6476.15      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       222 | NS      | $187865.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      7119 | NS      | $1117327.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1738 | NS      | $324780.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                      | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     11709 | NS      | $1294664.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                          | IHI Corp                                                                         | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |       800 | NS      | $23174.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2774 | NS      | $463746.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Innovation Co Ltd                              | SK Innovation Co Ltd                                                             | CUSIP: 000000000<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |      1367 | NS      | $167002.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161555.15    | 0.01%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46004 | PA      | $41020.22     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5008 | PA      | $4887.18      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                              | Colgate-Palmolive Co                                                             | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31667.73     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                          | Air Products and Chemicals Inc                                                   | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44923.54     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2021-3                                    | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1587042.93   | 0.10%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $123672.21    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co                      | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |       479 | NS      | $465.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                      | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $303919.01    | 0.02%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                         | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      1175 | NS      | $61369.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                    | Rheinmetall AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       212 | NS      | $42204.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Bottlers Japan Holdi                    | Coca-Cola Bottlers Japan Holdings Inc                                            | CUSIP: 000000000<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |      1200 | NS      | $13027.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRADA SpA                                         | PRADA SpA                                                                        | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |      1800 | NS      | $10104.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ Logistics Corp                                 | CJ Logistics Corp                                                                | CUSIP: 000000000<br>LEI: 988400MIXJ2YDYLYR916 | Long             | EC               | CORP              | KR        |      1552 | NS      | $115741.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                               | Ping An Bank Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |     48300 | NS      | $91580.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                     | Rio Tinto Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1021 | NS      | $80583.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KNEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463916 | PA      | $395472.90    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries                    | Teva Pharmaceutical Industries Ltd                                               | CUSIP: 000000000<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      8190 | NS      | $75525.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                 | Cummins India Ltd                                                                | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      4086 | NS      | $68128.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                          | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     40963 | NS      | $198623.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16674.90     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                  | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     17606 | NS      | $337895.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     12513 | NS      | $2052507.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| B Grimm Power PCL                                 | B Grimm Power PCL                                                                | CUSIP: 000000000<br>LEI: 9845006CC45C6B3BD577 | Long             | EC               | CORP              | TH        |      9400 | NS      | $10798.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                        | Twilio Inc                                                                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1299 | NS      | $63599.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        82 | NS      | $202226.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     22615 | NS      | $1158792.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132CWM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1672429 | PA      | $1563918.87   | 0.10%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                           | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $204045.89    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                         | Hess Corp                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56811.87     | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                          | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      7567 | NS      | $1132401.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                             | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $918768.98    | 0.06%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sohgo Security Services Co Ltd                    | Sohgo Security Services Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10890.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Basin Shipping Ltd                        | Pacific Basin Shipping Ltd                                                       | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | HK        |     19000 | NS      | $6400.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    655000 | PA      | $579389.51    | 0.04%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60044 | PA      | $58018.18     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140FSGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3663 | PA      | $3598.96      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418AJL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127062 | PA      | $123040.86    | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     27300 | NS      | $853034.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      2345 | NS      | $171198.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LONGYUAN                                    | China Longyuan Power Group Corp Ltd                                              | CUSIP: 000000000<br>LEI: 5299008UYLF3O6V9T464 | Long             | EC               | CORP              | CN        |     80000 | NS      | $97247.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                           | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      4329 | NS      | $126279.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fielmann AG                                       | Fielmann AG                                                                      | CUSIP: 000000000<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |       670 | NS      | $26505.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6NC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48116 | PA      | $49948.10     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                         | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |      9047 | NS      | $17501.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp                       | Saudi Basic Industries Corp                                                      | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |     22351 | NS      | $534665.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                        | Oil & Natural Gas Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |     39899 | NS      | $71023.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                      | Nexon Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      2700 | NS      | $60616.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer