# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070719
**Filing Date:** 2023-3
**Character Count:** 794101
**Document Hash:** e270ca62e0ec288b0a01b1d0038a6a5b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070719.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070719

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772259

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $445947037.89

**Total Liabilities:** $6726236.10

**Net Assets:** $439220801.79

**Cash Not Reported:** $2740880.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -310.65000000 | **1-Year:** -6339.61000000 | **5-Year:** -15715.82000000 | **10-Year:** -16564.61000000 | **30-Year:** -7699.10000000

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

- **3-Month:** -22.83000000 | **1-Year:** -847.37000000 | **5-Year:** -3068.76000000 | **10-Year:** -1214.38000000 | **30-Year:** -17.46000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022034 | 5.82%                | -2.21%               | 5.23%                |
| Class ID C000022032 | 5.84%                | -2.19%               | 5.30%                |
| Class ID C000022033 | 5.85%                | -2.19%               | 5.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-798882.94              | $26259136.23                               |
| Month 2  | $-5955629.57             | $-7777401.05                               |
| Month 3  | $-542844.77              | $23282756.23                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                  | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nagoya Railroad Co Ltd                                                | Nagoya Railroad Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |       400 | NS      | $6605.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Ltd                                        | Domino's Pizza Enterprises Ltd                                                  | CUSIP: 000000000<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |       136 | NS      | $7345.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2014-CCRE15 Mortgage Trust                                                 | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96551.31     | 0.02%             | 2047-02-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                           | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       779 | NS      | $162405.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp                                                            | Tokyu Corp                                                                      | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |      1300 | NS      | $16719.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $85550.00     | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                    | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      9300 | NS      | $417998.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-64.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd                                            | Harvey Norman Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |      1402 | NS      | $4448.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Bank Slaski SA                                                    | ING Bank Slaski SA                                                              | CUSIP: 000000000<br>LEI: 259400YLRTOBISHBVX41 | Long             | EC               | CORP              | PL        |        76 | NS      | $3041.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255543.38    | 0.06%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                | One Market Plaza Trust 2017-1MKT                                                | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $310122.95    | 0.07%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                      | NEW YORK ST THRUWAY AUTH                                                        | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $74562.13     | 0.02%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                               | Nexstar Media Group Inc                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       370 | NS      | $75764.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                               | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34108.21     | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $251710.08    | 0.06%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| IDP Education Ltd                                                     | IDP Education Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       445 | NS      | $9872.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     35000 | PA      | $28675.62     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136ATXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137829 | PA      | $16218.91     | 0.00%             | 2046-09-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142053.09    | 0.03%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ZOZO, Ltd.                                                            | ZOZO, Ltd.                                                                      | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       300 | NS      | $7776.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                              | Universal Music Group NV                                                        | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      1673 | NS      | $42800.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place PLC                                                  | St James's Place PLC                                                            | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |      1197 | NS      | $18155.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp                                                            | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518704.44    | 0.12%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                                      | LB-UBS Commercial Mortgage Trust 2006-C6                                        | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114664 | PA      | $50221.51     | 0.01%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd                                           | Square Enix Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |       200 | NS      | $9448.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                              | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $182500.00    | 0.04%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J87F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60165 | PA      | $61832.47     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                   | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      5387 | NS      | $4705999.28   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                             | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       982 | NS      | $77214.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                        | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      4820 | NS      | $16615.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                         | EDP - Energias de Portugal SA                                                   | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      6450 | NS      | $32056.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                     | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2030 | NS      | $98800.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                                      | Mazda Motor Corp                                                                | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |      1400 | NS      | $11299.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                              | L E Lundbergforetagen AB                                                        | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |       140 | NS      | $6491.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       316 | NS      | $15771.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corp                                                          | Toshiba Corp                                                                    | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |      1000 | NS      | $34368.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                            | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5073 | NS      | $2144204.91   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                               | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     17636 | NS      | $1046696.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29615.08     | 0.01%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                         | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     22890 | NS      | $800757.64    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                   | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      2109 | NS      | $52872.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                                    | Weir Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |       562 | NS      | $12374.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                                  | Washington H Soul Pattinson & Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |       531 | NS      | $10822.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                               | Asbury Automotive Group Inc                                                     | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149176.00    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                              | Allison Transmission Inc                                                        | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18964.40     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Umicore SA                                                            | Umicore SA                                                                      | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |       455 | NS      | $17202.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                               | Hargreaves Lansdown PLC                                                         | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |       760 | NS      | $8374.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                               | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       452 | NS      | $142913.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                              | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       886 | NS      | $48381.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                                          | Castellum AB                                                                    | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |       621 | NS      | $8534.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $332132.98    | 0.08%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| BT Group PLC                                                          | BT Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |     15335 | NS      | $23649.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                               | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151610.23    | 0.03%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                       | Bermuda Government International Bond                                           | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $201000.00    | 0.05%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                             | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      8914 | NS      | $1651140.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                             | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     11893 | NS      | $56676.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                   | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3049 | NS      | $712246.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                                                      | Seiko Epson Corp                                                                | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |       700 | NS      | $10556.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                           | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3300 | NS      | $106684.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36208RAF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3829 | PA      | $3827.81      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                         | SoftBank Corp                                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      6100 | NS      | $69786.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136ACAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20663 | PA      | $965.85       | 0.00%             | 2028-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                            | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      1435 | NS      | $592772.91    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                             | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     21905 | NS      | $6319.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                            | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1807 | NS      | $261870.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                                   | Mapletree Pan Asia Commercial Trust                                             | CUSIP: 000000000<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               |  | SG        |      5000 | NS      | $6968.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2019-BNK23                                                                 | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89895.53     | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                        | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       993 | NS      | $93302.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237578.98    | 0.05%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Etablissements Franz Colruyt NV                                       | Etablissements Franz Colruyt NV                                                 | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |       124 | NS      | $3285.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $175630.28    | 0.04%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| SMC Corp                                                              | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $50837.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orix JREIT Inc                                                        | Orix JREIT Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |         6 | NS      | $8253.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                              | BX Commercial Mortgage Trust 2020-VIV4                                          | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $226884.55    | 0.05%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                        | ILPT Commercial Mortgage Trust 2022-LPF2                                        | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251909 | PA      | $251751.41    | 0.06%             | 2039-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                              | Angel Oak Mortgage Trust I LLC 2018-3                                           | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       638 | PA      | $635.87       | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644199 | PA      | $607373.28    | 0.14%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                                    | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      1000 | NS      | $32151.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                           | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       871 | NS      | $197194.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BARCLAYS BANK PLC                                                               | CUSIP: 06742T3C8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | PA      | $250610.80    | 0.06%             | 2023-12-07      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                   | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42428.88     | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137FRE31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142082 | PA      | $16139.76     | 0.00%             | 2050-02-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Kyushu Railway Co                                                     | Kyushu Railway Co                                                               | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |       300 | NS      | $6726.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140EXCM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26138 | PA      | $25715.19     | 0.01%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $305777.85    | 0.07%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $60530.51     | 0.01%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                             | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       132 | NS      | $8651.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR CORP                                                              | NCR Corp                                                                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74873.10     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd                                                  | Yakult Honsha Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |       400 | NS      | $28557.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     58000 | PA      | $54157.50     | 0.01%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                      | Ryder System Inc                                                                | CUSIP: 78355HKG3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70937.52     | 0.02%             | 2023-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                         | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |       959 | NS      | $71963.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd                                                             | Ampol Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |       515 | NS      | $11142.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                          | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1400 | NS      | $36315.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                                          | Amplifon SpA                                                                    | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |       201 | NS      | $5546.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184456.00    | 0.04%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                          | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     13092 | NS      | $968101.84    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                           | BBCMS Trust 2018-CBM                                                            | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $68493.89     | 0.02%             | 2037-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Azelis Group NV                                                       | Azelis Group NV                                                                 | CUSIP: 000000000<br>LEI: 699400M9RRMTV264FM70 | Long             | EC               | CORP              | BE        |       151 | NS      | $4072.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd                                                        | Mercury NZ Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |      1407 | NS      | $5466.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                     | ONEOK Partners LP                                                               | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250144.60    | 0.06%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                                   | Yamaha Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |       800 | NS      | $19682.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                                | SKF AB                                                                          | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |       824 | NS      | $14558.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                        | American Electric Power Co Inc                                                  | CUSIP: 0255E3UL0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |    250000 | PA      | $243771.39    | 0.06%             | 2023-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                              | Aegon NV                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      3107 | NS      | $17073.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31388R4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2358 | PA      | $2440.45      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    505000 | PA      | $445908.07    | 0.10%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                       | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90125.00     | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                              | BX Trust 2022-PSB                                                               | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449796 | PA      | $450498.74    | 0.10%             | 2039-08-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                               | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51276.35     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                              | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     97851 | NS      | $1939424.86   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                         | Beiersdorf AG                                                                   | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       215 | NS      | $26087.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                  | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10156 | NS      | $1384770.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                  | PURCHASED HKD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | HK        |         1 | NC      | $-192.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                             | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        60 | NS      | $22809.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2018-K082 Mortgage Trust                                                  | CUSIP: 30297LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $154257.05    | 0.04%             | 2028-09-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                    | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 000000000<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      2441 | NS      | $25748.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                            | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2254 | NS      | $728267.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                | Edgewell Personal Care Co                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118376.25    | 0.03%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                                | Liberty Broadband Corp                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1738 | NS      | $156037.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                        | TOPIX INDX FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -58 | NC      | $-158209.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140X4EN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20606 | PA      | $19940.49     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                       | BAE Systems PLC                                                                 | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $41252.35     | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                    | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8135 | NS      | $1661085.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                                                  | Swire Properties Ltd                                                            | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |      2600 | NS      | $7322.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                            | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       880 | NS      | $15522.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                                | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      1439 | NS      | $34687.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                                           | Toro Co/The                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1262 | NS      | $140738.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                                         | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      3800 | NS      | $46579.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                     | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1710 | NS      | $279448.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFA DESARROLLO SPA                                                   | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    199271 | PA      | $159805.32    | 0.04%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                         | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       110 | NS      | $9886.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $78128.00     | 0.02%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Haseko Corp                                                           | Haseko Corp                                                                     | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |       500 | NS      | $5785.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                             | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        66 | NS      | $3548.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                       | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      6077 | NS      | $1624989.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corp                                                             | Lion Corp                                                                       | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |       700 | NS      | $7744.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142957.50    | 0.03%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ASX Ltd                                                               | ASX Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |       426 | NS      | $20858.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                              | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     18389 | NS      | $24090.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals Inc                                                  | Mitsui Chemicals Inc                                                            | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |       400 | NS      | $9414.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54151.91     | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                       | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      7088 | NS      | $74909.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co Ltd                                        | Keisei Electric Railway Co Ltd                                                  | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |       400 | NS      | $11654.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                           | GSAMP Trust 2006-FM1                                                            | CUSIP: 362334PJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148467 | PA      | $94487.49     | 0.02%             | 2036-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                                   | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       241 | NS      | $19855.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-1802.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10010 | NS      | $4996891.90   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                              | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      4506 | NS      | $22965.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                                   | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      2683 | NS      | $181156.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                            | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       400 | NS      | $11676.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                                          | Ricoh Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      1500 | NS      | $11676.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp Ltd                                                    | Lendlease Corp Ltd                                                              | CUSIP: 000000000<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |      1491 | NS      | $9116.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    331288 | NS      | $2004373.90   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224179.59    | 0.05%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31283H6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16519 | PA      | $16994.09     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOPPAN INC                                                            | TOPPAN INC                                                                      | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       800 | NS      | $12885.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                          | Entegris Inc                                                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102338.27    | 0.02%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                        | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      1346 | NS      | $19244.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                          | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       142 | NS      | $21433.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                       | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4312 | NS      | $2855680.00   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                       | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1687 | NS      | $175852.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                  | Dycom Industries Inc                                                            | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71620.00     | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd                          | Bezeq The Israeli Telecommunication Corp Ltd                                    | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |      4430 | NS      | $7322.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136837.36    | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                 | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22006 | PA      | $20616.73     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                     | Post Holdings Inc                                                               | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15761.28     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2021-1                                    | CUSIP: 96043FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1188484.34   | 0.27%             | 2026-03-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                              | Svenska Cellulosa AB SCA                                                        | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      1317 | NS      | $18275.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                        | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       255 | NS      | $169763.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73760.78     | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                  | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       859 | NS      | $115733.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Master Fund Inc                                    | Nomura Real Estate Master Fund Inc                                              | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               |  | JP        |        10 | NS      | $11697.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                          | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      4914 | NS      | $187931.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         3 | NS      | $32969.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                             | Land Securities Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |      1627 | NS      | $14267.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                   | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       799 | NS      | $106589.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $239189.47    | 0.05%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| NSK Ltd                                                               | NSK Ltd                                                                         | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |      1000 | NS      | $5623.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $360446.28    | 0.08%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                         | Rightmove PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |      1925 | NS      | $14003.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     16344 | NS      | $766043.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                   | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1507 | NS      | $146133.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                                                               | IGO Ltd                                                                         | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |      1481 | NS      | $15476.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                      | FTSE 100 IDX FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        45 | NC      | $-8622.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon PLC                                                         | Persimmon PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |       692 | NS      | $12140.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                           | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $2905.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     71600 | NS      | $525539.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA/New York NY                                                | Natixis SA/New York NY                                                          | CUSIP: 63873KX69<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |    250000 | PA      | $241456.06    | 0.05%             | 2023-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                     | Lithia Motors Inc                                                               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116250.00    | 0.03%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                                         | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     11238 | NS      | $24321.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                 | Scripps Escrow II Inc                                                           | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $142020.03    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                  | Straumann Holding AG                                                            | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       255 | NS      | $33385.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38381YVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152939 | PA      | $17632.87     | 0.00%             | 2049-09-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                               | CarMax Auto Owner Trust 2020-4                                                  | CUSIP: 14316HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $640433.88    | 0.15%             | 2026-08-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                                      | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      6900 | NS      | $13223.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                             | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        51 | NS      | $47931.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                    | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34127 | NS      | $2546898.01   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                                    | Alternative Loan Trust 2006-OA9                                                 | CUSIP: 02146YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93348 | PA      | $67668.61     | 0.02%             | 2046-07-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                         | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1679 | NS      | $243606.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd                                      | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      8500 | NS      | $16212.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100834.72    | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75807 | PA      | $76812.43     | 0.02%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                             | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     16215 | NS      | $49255.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46433.90     | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd                                              | Hang Lung Properties Ltd                                                        | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |      4000 | NS      | $7529.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60803.98     | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51698.00     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electrolux AB                                                         | Electrolux AB                                                                   | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |       496 | NS      | $7034.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91224.50     | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     35000 | PA      | $31815.47     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust 2015-PS1                                          | CUSIP: 17324VAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147275 | PA      | $141692.50    | 0.03%             | 2042-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond - WI Reopening                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1240125.00   | 0.28%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                              | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $164585.00    | 0.04%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                    | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    285000 | PA      | $261362.29    | 0.06%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45619.95     | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                        | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       238 | NS      | $16673.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                      | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      3092 | NS      | $24535.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                              | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      1001 | NS      | $18507.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                           | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       300 | NS      | $9875.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3393500 | PA      | $2329319.61   | 0.53%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc                                                   | Spectrum Brands Inc                                                             | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2975.01      | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                              | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76712.50     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138W9B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37833 | PA      | $36150.77     | 0.01%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                 | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      1294 | NS      | $13676.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                                | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |      2800 | NS      | $12648.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     30164 | NS      | $4456731.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                                  | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169165.30    | 0.04%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                     | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       782 | NS      | $178288.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133319.95    | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust 2020-3                             | CUSIP: 025297AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106865 | PA      | $105922.22    | 0.02%             | 2026-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                                        | Kakaku.com Inc                                                                  | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       400 | NS      | $6675.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                                         | Insurance Australia Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |      5418 | NS      | $18822.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                              | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      1200 | NS      | $39668.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                    | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       519 | NS      | $36613.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125721.39    | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                            | Bank Polska Kasa Opieki SA                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       380 | NS      | $8129.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57388.29     | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2021-D                                         | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165050 | PA      | $149091.94    | 0.03%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55874.08     | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Century Corp                                                    | Tokyo Century Corp                                                              | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |       100 | NS      | $3511.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                        | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      2583 | NS      | $91143.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4992.24      | 0.00%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36180C3X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69503 | PA      | $65778.24     | 0.01%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                          | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5778 | NS      | $295191.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Inc                                              | Hakuhodo DY Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $8656.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                        | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      3725 | NS      | $290892.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                                           | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |       400 | NS      | $7150.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                            | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $30026.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                   | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $171108.60    | 0.04%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      1800 | NS      | $12701.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                              | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $260823.66    | 0.06%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                         | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       816 | NS      | $73501.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                     | Sonova Holding AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       115 | NS      | $28750.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corp                                      | Daiwa House REIT Investment Corp                                                | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |         4 | NS      | $8701.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                                       | Tate & Lyle PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |       870 | NS      | $8103.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2403 | NS      | $282826.26    | 0.06%             |  |  |  | No            |                  2 | 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        |    600000 | PA      | $539760.78    | 0.12%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                           | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128295.07    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                   | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       991 | NS      | $62340.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                                          | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      2800 | NS      | $52604.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                              | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80911 | PA      | $71900.87     | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $193413.10    | 0.04%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                                        | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       400 | NS      | $28599.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                            | Acciona SA                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |        54 | NS      | $10565.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                                 | Swiss Life Holding AG                                                           | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        68 | NS      | $40182.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                          | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |       600 | NS      | $24268.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       455 | NS      | $259500.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38379QD51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128809 | PA      | $16116.76     | 0.00%             | 2045-10-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                             | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1238 | NS      | $73799.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                                              | Indonesia Asahan Aluminium Persero PT                                           | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198308.70    | 0.05%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                             | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       698 | NS      | $13924.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                                          | Ferguson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |      3742 | NS      | $526505.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                          | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      1289 | NS      | $24493.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                                          | MTR Corp Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |      3500 | NS      | $18779.46     | 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        |      1500 | NS      | $36038.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                 | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     74441 | NS      | $2302460.13   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris                                                    | Aeroports de Paris                                                              | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |        59 | NS      | $9137.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                          | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2891 | NS      | $294014.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                                      | CLP Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      3500 | NS      | $26044.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EKG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37825 | PA      | $37371.13     | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                              | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90387.08     | 0.02%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    250000 | PA      | $226445.96    | 0.05%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2496 | NS      | $171088.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                     | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      2189 | NS      | $38545.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50414.64     | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    335000 | PA      | $275167.73    | 0.06%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                                    | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       500 | NS      | $21154.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                      | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      2703 | NS      | $24315.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                               | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      1689 | NS      | $78575.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                         | Commonbond Student Loan Trust 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29812 | PA      | $27141.16     | 0.01%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                               | UDR Inc                                                                         | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     85000 | PA      | $64265.11     | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                     | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3639 | NS      | $481257.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                     | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78776.49     | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                               | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      5629 | NS      | $14060.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd                                             | Treasury Wine Estates Ltd                                                       | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |      1587 | NS      | $16343.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                       | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      8800 | NS      | $785576.38    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    282946 | PA      | $244138.83    | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                              | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     16921 | NS      | $2154550.93   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                             | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     10961 | NS      | $1373432.93   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HashiCorp Inc                                                         | HashiCorp Inc                                                                   | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |      2082 | NS      | $66998.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                       | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |       700 | NS      | $27438.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2020-BNK28                                                                 | CUSIP: 06540YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $79392.41     | 0.02%             | 2063-03-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                             | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     51426 | NS      | $1510497.08   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                          | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92255.29     | 0.02%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| MISUMI Group Inc                                                      | MISUMI Group Inc                                                                | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |       600 | NS      | $15082.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                               | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57544.34     | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                            | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146807 | PA      | $127220.76    | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296UWV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14917 | PA      | $14856.89     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aramark                                                               | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      3916 | NS      | $174379.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd                                                | Ramsay Health Care Ltd                                                          | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |       402 | NS      | $18960.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart Inc                                                          | ABC-Mart Inc                                                                    | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |       100 | NS      | $5380.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp                                                            | Lixil Corp                                                                      | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |       600 | NS      | $10363.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                           | Covestro AG                                                                     | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |       419 | NS      | $19213.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                     | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    130000 | PA      | $117642.20    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                              | Jeronimo Martins SGPS SA                                                        | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       600 | NS      | $13020.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                     | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       395 | NS      | $10458.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                 | Burlington Stores Inc                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1093 | NS      | $251204.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                  | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      5690 | NS      | $183445.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                              | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      3100 | NS      | $31958.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                           | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       361 | NS      | $125270.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                                        | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $16560.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                 | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      2100 | NS      | $39411.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                    | CNA Financial Corp                                                              | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      1575 | NS      | $68607.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292HJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4559 | PA      | $4772.56      | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166684.07    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                              | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140625 | PA      | $139503.31    | 0.03%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AutoStore Holdings Ltd                                                | AutoStore Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KYN3M0LSM5A413 | Long             | EC               | CORP              | BM        |      2153 | NS      | $4977.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                               | Fidelity National Information Services Inc                                      | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49840.33     | 0.01%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                           | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236687.97    | 0.05%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                    | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45760.03     | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                  | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43842.15     | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Investment AB Latour                                                  | Investment AB Latour                                                            | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |       294 | NS      | $6205.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                    | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1867 | NS      | $333613.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                            | ANDRITZ AG                                                                      | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |       155 | NS      | $9261.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AJKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47794 | PA      | $2994.00      | 0.00%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2700 | NS      | $140994.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust 2015-GC29                                   | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117435 | PA      | $107129.17    | 0.02%             | 2048-04-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                               | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      3392 | NS      | $29956.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                                           | Randstad NV                                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       270 | NS      | $17290.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                      | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     17140 | NS      | $2373609.18   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                             | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       839 | NS      | $190864.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69798 | PA      | $68627.96     | 0.02%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                            | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74036.66     | 0.02%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                                         | Capcom Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |       400 | NS      | $12931.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38382KWX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153075 | PA      | $23205.87     | 0.01%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Incitec Pivot Ltd                                                     | Incitec Pivot Ltd                                                               | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |      4206 | NS      | $10282.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                   | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $92625.00     | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57357 | PA      | $56805.98     | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                      | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $122850.00    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                                      | Severn Trent PLC                                                                | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       557 | NS      | $19387.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                               | British Land Co PLC/The                                                         | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |      2030 | NS      | $11116.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmos Pharmaceutical Corp                                            | Cosmos Pharmaceutical Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $9776.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1729 | NS      | $286028.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                              | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       323 | NS      | $10654.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                                    | Hang Seng Bank Ltd                                                              | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |      1600 | NS      | $26607.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                          | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EC               | CORP              | DE        |       331 | NS      | $19733.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                            | Getinge AB                                                                      | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |       473 | NS      | $10664.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                          | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     58628 | NS      | $685591.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                 | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       691 | NS      | $161044.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219851.94    | 0.05%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                           | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      2523 | NS      | $22557.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6 | NC      | $29643.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     32100 | NS      | $878747.72    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                       | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8820 | NS      | $606551.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                            | Bollore SE                                                                      | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |      1994 | NS      | $11142.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78267.22     | 0.02%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co Holdings Inc                                  | Tokyo Electric Power Co Holdings Inc                                            | CUSIP: 000000000<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |      1800 | NS      | $6726.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                  | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62568.89     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    528000 | PA      | $492112.50    | 0.11%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                       | Fannie Mae Interest Strip                                                       | CUSIP: 31397VGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53539 | PA      | $4047.55      | 0.00%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1232 | NS      | $188237.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                   | SVB Financial Group                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       280 | NS      | $84683.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $284350.34    | 0.06%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2019-EXP1 Trust                                                             | CUSIP: 67448QAT8<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |    172569 | PA      | $167043.56    | 0.04%             | 2059-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $311160.92    | 0.07%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                               | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32144.83     | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Great Eastern Holdings Ltd                                            | Great Eastern Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |       100 | NS      | $1448.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112464.72    | 0.03%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145439.27    | 0.03%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                           | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       400 | NS      | $57284.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                                         | UOL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |      1000 | NS      | $5344.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $152374.11    | 0.03%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kikkoman Corp                                                         | Kikkoman Corp                                                                   | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |       400 | NS      | $21142.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                    | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      4900 | NS      | $638666.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                              | Microchip Technology Inc                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210607.19    | 0.05%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $527259.38    | 0.12%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                             | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      9640 | NS      | $666986.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                           | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      1772 | NS      | $32799.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                           | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      1000 | NS      | $22433.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                         | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      1587 | NS      | $12607.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                             | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       117 | NS      | $5771.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    129000 | PA      | $121774.35    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28238.24     | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                        | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       497 | NS      | $14684.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                                                 | Dexus                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      2329 | NS      | $13510.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Urban Investment Corp                                          | United Urban Investment Corp                                                    | CUSIP: 000000000<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               |  | JP        |         7 | NS      | $7963.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                                  | Toray Industries Inc                                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |      3600 | NS      | $22127.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                         | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     14590 | NS      | $2541286.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO                                                        | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34064.08     | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                  | EnLink Midstream LLC                                                            | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87975.00     | 0.02%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| National Vision Holdings Inc                                          | National Vision Holdings Inc                                                    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      2081 | NS      | $85529.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38382LXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142598 | PA      | $21874.40     | 0.00%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc                                       | Nomura Real Estate Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $4413.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                               | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46545.87     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BAEC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11136 | PA      | $192.73       | 0.00%             | 2028-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                        | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1115 | NS      | $113897.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intermediate Capital Group PLC                                        | Intermediate Capital Group PLC                                                  | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |       636 | NS      | $10943.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi Unicem SpA                                                      | Buzzi Unicem SpA                                                                | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       207 | NS      | $4664.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                         | Akzo Nobel NV                                                                   | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       400 | NS      | $29752.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                             | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      4151 | NS      | $43924.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                                          | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       361 | NS      | $16240.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co Ltd                                                            | USS Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |       500 | NS      | $8194.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                                   | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      3660 | NS      | $574107.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schibsted ASA                                                         | Schibsted ASA                                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |       154 | NS      | $3363.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                               | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      3757 | NS      | $130826.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                                                | Welcia Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $4472.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                              | iHeartCommunications Inc                                                        | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120910.05    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                              | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $136044.74    | 0.03%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-2625.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                                         | Proximus SADP                                                                   | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |       342 | NS      | $3507.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      1737 | NS      | $51633.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                                  | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       100 | NS      | $33895.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                               | Shell International Finance BV                                                  | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     63000 | PA      | $53719.06     | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                           | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      2100 | NS      | $110267.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                          | Arconic Corp                                                                    | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182550.77    | 0.04%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Vivendi SE                                                            | Vivendi SE                                                                      | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |      1778 | NS      | $19118.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE INC                                                            | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95105.24     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                                           | Aeon Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      1900 | NS      | $38944.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                                            | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      2737 | NS      | $82383.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113517.01    | 0.03%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                   | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146438.40    | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                         | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $57180.89     | 0.01%             | 2050-03-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                             | FleetCor Technologies Inc                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       717 | NS      | $149716.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                         | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1157 | NS      | $96829.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Industriel et Commercial/New York                              | Credit Industriel et Commercial/New York                                        | CUSIP: 22536MP93<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |    250000 | PA      | $249720.81    | 0.06%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evraz PLC                                                             | Evraz PLC                                                                       | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      1200 | NS      | $20.24        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                                 | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     48612 | NS      | $2400946.68   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33072 | PA      | $33751.50     | 0.01%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -82 | NC      | $-135934.29   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                              | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       285 | NS      | $23370.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                                            | Globant SA                                                                      | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |       718 | NS      | $116445.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142316 | PA      | $14270.15     | 0.00%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                           | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      1619 | NS      | $115291.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16170 | PA      | $15436.70     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                            | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     16356 | NS      | $1229153.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                             | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        61 | NS      | $1599.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                  | Coterra Energy, Inc.                                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5112 | NS      | $127953.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                                      | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $350981.02    | 0.08%             | 2027-06-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                         | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |       500 | NS      | $26536.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | Dominican Republic International Bond                                           | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    396000 | PA      | $365227.60    | 0.08%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                                | Hamamatsu Photonics KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $16016.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                   | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    336000 | PA      | $225774.83    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                                      | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      1300 | NS      | $20874.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                 | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1216 | NS      | $215487.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                    | Renaissance Home Equity Loan Trust 2005-2                                       | CUSIP: 75970NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118988 | PA      | $106454.39    | 0.02%             | 2035-08-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                          | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14365.18     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                            | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |       500 | NS      | $11895.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                                         | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     11697 | NS      | $2066392.02   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust 2021-1                             | CUSIP: 02528BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    898045 | PA      | $881468.24    | 0.20%             | 2027-03-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                          | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80620.05     | 0.02%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lifco AB                                                              | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |       458 | NS      | $8410.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                                                  | Videotron Ltd                                                                   | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $91192.40     | 0.02%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                             | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       234 | NS      | $30915.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $295076.93    | 0.07%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BHSH SYSTEM OBL GRP                                                   | BHSH System Obligated Group                                                     | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79842.34     | 0.02%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                   | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      3126 | NS      | $573089.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                                | Energizer Holdings Inc                                                          | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2701 | NS      | $100207.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                                    | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2900 | NS      | $1017669.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                  | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      6295 | NS      | $88885.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp                                                          | Shimizu Corp                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      1400 | NS      | $7845.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                            | Getlink SE                                                                      | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |       883 | NS      | $14942.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                    | CommScope Technologies LLC                                                      | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36934.17     | 0.01%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140KSA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72684 | PA      | $66236.15     | 0.02%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     19613 | NS      | $1938548.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust 2021-3                             | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1029773.04   | 0.23%             | 2027-11-15      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                   | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      2790 | NS      | $9640.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                    | Barry Callebaut AG                                                              | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |        10 | NS      | $20860.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                            | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $167162.50    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58815 | PA      | $56690.59     | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                  | GCAT 2021-NQM2 Trust                                                            | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98019 | PA      | $79925.56     | 0.02%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       702 | NS      | $194510.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                              | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      1191 | NS      | $10294.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                                          | Nexon Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      1000 | NS      | $24177.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                           | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2011 | NS      | $201642.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                                          | Santen Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |       800 | NS      | $6209.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                                          | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     27826 | NS      | $3597345.28   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                                       | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       100 | NS      | $9802.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                            | S+P/TSX 60 IX FUT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       -25 | NC      | $-319729.62   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                                   | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       392 | NS      | $27871.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    332412 | NS      | $216763.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                                          | Hong Kong & China Gas Co Ltd                                                    | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     24530 | NS      | $24682.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                            | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       144 | NS      | $56328.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                                                           | Kubota Corp                                                                     | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      2500 | NS      | $37517.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                            | Fortum Oyj                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       957 | NS      | $14419.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corp                                                     | Oji Holdings Corp                                                               | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |      2000 | NS      | $8264.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                           | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       392 | NS      | $19105.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $100663.20    | 0.02%             | 2053-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    650000 | PA      | $578470.64    | 0.13%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                                     | Metso Outotec Oyj                                                               | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      1549 | NS      | $17750.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                     | Suncor Energy Inc                                                               | CUSIP: 86723BP38<br>LEI: 549300W70ZOQDVLCHY06 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249904.25    | 0.06%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                           | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       210 | NS      | $17485.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                                       | Telkom Indonesia Persero Tbk PT                                                 | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    944300 | NS      | $244368.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                             | Legal & General Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |     13126 | NS      | $41287.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                                         | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |       300 | NS      | $11735.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                             | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      1627 | NS      | $12151.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                             | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       184 | NS      | $18229.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                      | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3500 | NS      | $1093866.76   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2020-CBM Mortgage Trust                                                    | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $336807.22    | 0.08%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                  | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      2674 | NS      | $68389.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2013-2                                                   | CUSIP: 81745MAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15051 | PA      | $14268.18     | 0.00%             | 2043-02-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                           | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      3255 | NS      | $26887.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                   | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4792 | NS      | $422510.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                       | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       460 | NS      | $303986.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                          | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      1089 | NS      | $9959.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                             | Canon Inc                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      2300 | NS      | $51075.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp                                                 | Resonac Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |       400 | NS      | $6822.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                                     | Telefonica Deutschland Holding AG                                               | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |      1966 | NS      | $5781.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202CVA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2523 | PA      | $2538.52      | 0.00%             | 2027-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                               | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |       620 | NS      | $33115.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      4787 | NS      | $164146.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                     | Post Holdings Inc                                                               | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72187.50     | 0.02%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     54101 | NS      | $2502171.25   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       806 | NS      | $102636.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $38499.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                              | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      1140 | NS      | $38193.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobu Railway Co Ltd                                                   | Tobu Railway Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $9376.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GKW3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $251159.34    | 0.06%             | 2023-03-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Embracer Group AB                                                     | Embracer Group AB                                                               | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |      1834 | NS      | $8559.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                                 | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       700 | NS      | $121880.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $284641.67    | 0.06%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                           | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2015 | NS      | $38644.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                      | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       900 | NS      | $18802.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                       | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59814 | NS      | $1898496.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                                     | Nippon Telegraph & Telephone Corp                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     16200 | NS      | $485098.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                | Group 1 Automotive Inc                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101137.90    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                | AmerisourceBergen Corp                                                          | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13931.75     | 0.00%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                 | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     24699 | NS      | $4552272.69   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                   | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4173 | NS      | $412459.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                             | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      1324 | NS      | $34602.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10553 | PA      | $10226.71     | 0.00%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                        | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1948 | NS      | $166573.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $121246.07    | 0.03%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                                   | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |      7000 | NS      | $9187.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                             | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       337 | NS      | $52408.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                          | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      2139 | NS      | $41710.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                           | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       340 | NS      | $25302.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19232.77     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                              | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231548.68    | 0.05%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                            | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       727 | NS      | $211484.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                               | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      2362 | NS      | $27553.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28019.54     | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Edison International                                                  | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1617 | NS      | $111411.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                               | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1491 | NS      | $212288.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                                  | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $26811.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                      | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     16255 | NS      | $1009879.69   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SOCIEDAD ANONIMA                                            | IBERDROLA SOCIEDAD ANONIMA                                                      | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       796 | NS      | $9303.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                             | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |        12 | NS      | $771.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd                                                             | Reece Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       461 | NS      | $5299.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                    | Hikari Tsushin Inc                                                              | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       100 | NS      | $14234.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                              | MassMutual Global Funding II                                                    | CUSIP: 57629WCE8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194424.54    | 0.04%             | 2024-06-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                                          | Rayonier Inc                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      4546 | NS      | $165428.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59506.31     | 0.01%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC                                            | Dechra Pharmaceuticals PLC                                                      | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |       246 | NS      | $8737.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160299 | PA      | $23733.66     | 0.01%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                         | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      3761 | NS      | $53780.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                | Philip Morris International Inc                                                 | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18712.62     | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                            | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1008 | NS      | $17874.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2016-4                                                 | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28429 | PA      | $25897.87     | 0.01%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                              | Santander Bank Polska SA                                                        | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |        73 | NS      | $4845.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                          | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172059.72    | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                                  | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4892 | NS      | $16303.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371HLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1304 | PA      | $1326.92      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                             | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      2005 | NS      | $24640.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     11119 | NS      | $42304.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                          | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    124000 | PA      | $117807.44    | 0.03%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                      | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      4351 | NS      | $261832.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                      | Medibank Pvt Ltd                                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      5963 | NS      | $12407.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                         | Trelleborg AB                                                                   | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |       534 | NS      | $13355.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5212 | NS      | $1085399.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                               | SSAB AB                                                                         | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       489 | NS      | $3483.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                                         | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       340 | NS      | $113301.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd                                                | Sumitomo Pharma Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |       400 | NS      | $2810.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                 | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      4300 | NS      | $135139.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                                   | Liberty Media Corp-Liberty SiriusXM                                             | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3628 | NS      | $146208.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $79098.31     | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                              | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $301541.80    | 0.07%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                              | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      4356 | NS      | $129467.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                | Koninklijke Philips NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      1955 | NS      | $33869.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $55899.55     | 0.01%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                      | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $326331.73    | 0.07%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         7 | NS      | $14904.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                            | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       500 | NS      | $83204.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223473.98    | 0.05%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                          | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      8905 | NS      | $406649.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                                       | Z Holdings Corp                                                                 | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      5800 | NS      | $16774.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                                    | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      4195 | NS      | $88934.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                                  | BANK 2019-BNK24                                                                 | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $40506.18     | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                      | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72420.80     | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31375TK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3453 | PA      | $3573.80      | 0.00%             | 2026-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    324000 | PA      | $318488.97    | 0.07%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                                | MSCI EMGMKT MAR23                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        98 | NC      | $184407.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                                          | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EC               | CORP              | DE        |        60 | NS      | $26796.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                | Texas Health Resources                                                          | CUSIP: 882484AB4<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34719.11     | 0.01%             | 2051-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1708 | NS      | $110917.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                              | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1000 | NS      | $40775.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                          | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231211.32    | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd                                                     | Azrieli Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        79 | NS      | $5081.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                     | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1161 | NS      | $143789.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $931596.94    | 0.21%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    315000 | PA      | $293853.60    | 0.07%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                                   | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |       900 | NS      | $15669.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104460.32    | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                              | Builders FirstSource Inc                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150543.33    | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                 | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3631 | NS      | $892536.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                          | DNB Bank ASA                                                                    | CUSIP: 2332K1ZK9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |    250000 | PA      | $239090.02    | 0.05%             | 2023-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                            | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EP               | CORP              | ES        |       567 | NS      | $5140.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                | SGS SA                                                                          | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        14 | NS      | $34128.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR CORP                                                              | NCR Corp                                                                        | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118800.00    | 0.03%             | 2029-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WD7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33225 | PA      | $31608.61     | 0.01%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     46627 | NS      | $11554636.87  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                                              | iHeartCommunications Inc                                                        | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71655.00     | 0.02%             | 2026-05-01      | Fixed         | 6.38%                 | 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        |     72673 | NS      | $283853.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Shinsei Bank Ltd                                                  | SBI Shinsei Bank Ltd                                                            | CUSIP: 000000000<br>LEI: 549300PZYOQ2NW83V760 | Long             | EC               | CORP              | JP        |       100 | NS      | $1846.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                   | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      6500 | NS      | $25921.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                          | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       542 | NS      | $155727.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160813.47    | 0.04%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                              | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     16982 | NS      | $99956.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE INC                                                            | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123713.11    | 0.03%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65054.39     | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125230.93    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                         | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      2465 | NS      | $76976.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242677.55    | 0.06%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                                | MSCI EAFE MAR23                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        33 | NC      | $244584.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232624 | PA      | $34508.73     | 0.01%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                   | Johnson Matthey PLC                                                             | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |       430 | NS      | $12007.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202DYM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21866 | PA      | $23273.87     | 0.01%             | 2033-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                 | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      1441 | NS      | $68095.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                               | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96856.00     | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                                | Japan Post Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      1000 | NS      | $8883.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242148.01    | 0.06%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                             | Neste Oyj                                                                       | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       946 | NS      | $45111.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                             | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       160 | NS      | $99887.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                          | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       421 | NS      | $47311.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                       | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $127230.20    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APA Group                                                             | APA Group                                                                       | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |      2555 | NS      | $19117.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                              | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    115000 | PA      | $107711.76    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                             | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1428 | NS      | $203775.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Owner Trust                                                   | Verizon Owner Trust 2020-A                                                      | CUSIP: 92348TAA2<br>LEI: 549300XY7L2MRX0BQH89 | Long             | ABS-O            | CORP              | US        |     21586 | PA      | $21512.82     | 0.00%             | 2024-07-22      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Advance Residence Investment Corp                                     | Advance Residence Investment Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |         3 | NS      | $7334.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196645.42    | 0.04%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                    | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      2195 | NS      | $111286.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2019-1                           | Toyota Auto Loan Extended Note Trust 2019-1                                     | CUSIP: 89231XAA9<br>LEI: 549300R73PIC25YY4X12 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $242067.38    | 0.06%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                            | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      2300 | NS      | $53987.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31298EPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7886 | PA      | $7915.56      | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rinnai Corp                                                           | Rinnai Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $7894.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAZ9<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $145608.59    | 0.03%             | 2048-07-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $549778.52    | 0.13%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    725000 | PA      | $606789.12    | 0.14%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                                     | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      3730 | NS      | $19799.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36225BRJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11040 | PA      | $11798.60     | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    380000 | PA      | $346521.78    | 0.08%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keppel Corp Ltd                                                       | Keppel Corp Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |      3000 | NS      | $17318.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                   | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       214 | NS      | $14277.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                             | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       235 | NS      | $12584.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                          | DS Smith PLC                                                                    | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |      2981 | NS      | $12990.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $357989.07    | 0.08%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $427777.52    | 0.10%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2021-3                                                   | CUSIP: 81748VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80132 | PA      | $71197.31     | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                       | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |      1209 | NS      | $134839.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                              | Tryg A/S                                                                        | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |       792 | NS      | $18159.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                           | Pearson PLC                                                                     | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      1662 | NS      | $18905.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      8985 | NS      | $1609393.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                                            | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      3200 | NS      | $15101.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                              | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150919.41    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138E9AW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57040 | PA      | $56355.41     | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                   | Nestle Holdings Inc                                                             | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234556.07    | 0.05%             | 2024-09-14      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    670000 | PA      | $657426.08    | 0.15%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                                              | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        69 | NS      | $104310.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153577.94    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                                   | Capitaland Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      5400 | NS      | $16394.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                              | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       606 | NS      | $140301.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M3 Inc                                                                | M3 Inc                                                                          | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |      1000 | NS      | $27357.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86456.99     | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                                       | Kerry Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       343 | NS      | $32199.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                           | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      5614 | NS      | $1096807.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                            | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |        79 | NS      | $2147.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                                      | Dentsu Group Inc                                                                | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       500 | NS      | $16101.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                       | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1036 | NS      | $91913.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                          | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13553 | NS      | $2358493.06   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax-Sarco Engineering PLC                                          | Spirax-Sarco Engineering PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       162 | NS      | $23129.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp                                                            | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92387.51     | 0.02%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                            | US Bancorp                                                                      | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493161.56    | 0.11%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                                         | Shimadzu Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $18382.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131130.60    | 0.03%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                           | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72900.00     | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83197.75     | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71894.34     | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       508 | NC      | $303153.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                             | Power Assets Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |      3000 | NS      | $16992.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                              | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $225404.10    | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                             | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     10859 | NS      | $281884.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                              | Svenska Cellulosa AB SCA                                                        | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |        68 | NS      | $947.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245278.28    | 0.06%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2017-K726 Mortgage Trust                                                  | CUSIP: 35708TAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345000 | PA      | $334987.10    | 0.08%             | 2049-07-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                         | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $25553.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                                      | Sino Land Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |      8000 | NS      | $10386.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50660 | PA      | $52877.11     | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                               | Crown Castle Towers LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232884.53    | 0.05%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                                | Wharf Holdings Ltd/The                                                          | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |      3000 | NS      | $7804.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                              | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $58984.00     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |         1 | NC      | $517.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                    | Sumitomo Mitsui Trust Holdings Inc                                              | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       800 | NS      | $29168.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36297JPT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9389 | PA      | $9524.38      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      4364 | NS      | $136040.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                                      | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       500 | NS      | $10593.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                               | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      8808 | NS      | $153814.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                              | BX Commercial Mortgage Trust 2021-VINO                                          | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97610.30     | 0.02%             | 2038-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                          | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       865 | NS      | $93662.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                                           | NIPPON EXPRESS HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $11589.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2013-CCRE10 Mortgage Trust                                                 | CUSIP: 12626BAU8<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $342528.66    | 0.08%             | 2046-08-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                             | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       331 | NS      | $18869.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35002.66     | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                         | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $32486.40     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                 | GFL Environmental Inc                                                           | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $76020.00     | 0.02%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $343672.83    | 0.08%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62169.03     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                       | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      1497 | NS      | $31141.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                  | Evonik Industries AG                                                            | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       443 | NS      | $9807.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust 2019-3                             | CUSIP: 02529NAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55154 | PA      | $54874.66     | 0.01%             | 2025-09-12      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                           | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       672 | NS      | $153827.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132LNZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18054 | PA      | $17405.77     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     10093 | NS      | $1007987.91   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56616.43     | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JBG SMITH Properties                                                  | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      3284 | NS      | $66139.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     15000 | PA      | $12481.65     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                     | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $209900.80    | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                      | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       814 | NS      | $17342.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                | BP Capital Markets PLC                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $303896.25    | 0.07%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70326.54     | 0.02%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Keio Corp                                                             | Keio Corp                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $10998.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $401824.22    | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                            | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       422 | NS      | $133634.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                           | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209226.48    | 0.05%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Open House Group Co Ltd                                               | Open House Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |       100 | NS      | $3790.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44677 | PA      | $43166.36     | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                     | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       600 | NS      | $16275.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                               | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    480000 | PA      | $465368.76    | 0.11%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JSR Corp                                                              | JSR Corp                                                                        | CUSIP: 000000000<br>LEI: 353800TL8FC0AWR22506 | Long             | EC               | CORP              | JP        |       500 | NS      | $11263.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                           | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1147 | NS      | $176851.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                                  | Dassault Aviation SA                                                            | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        50 | NS      | $8528.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                     | CDP Financial Inc                                                               | CUSIP: 125094AQ5<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $244139.35    | 0.06%             | 2024-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Stockland                                                             | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      5169 | NS      | $14417.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                                       | Pirelli & C SpA                                                                 | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |       879 | NS      | $4394.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                 | Tenet Healthcare Corp                                                           | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155835.20    | 0.04%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                         | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2425 | NS      | $378300.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                  | Trafigura Securitisation Finance PLC 2021-1                                     | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    400000 | PA      | $367692.54    | 0.08%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| ESR Group Ltd                                                         | ESR Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300C81AR42BZUFZ09 | Long             | EC               | CORP              | KY        |      5400 | NS      | $10862.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54157.79     | 0.01%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    395000 | PA      | $349109.31    | 0.08%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                   | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $132441.20    | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                 | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $52622.94     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                                  | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      1160 | NS      | $123586.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2021-3                                   | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $295713.33    | 0.07%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                             | Wuxi Biologics Cayman Inc                                                       | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |      8000 | NS      | $66595.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                              | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    782900 | NS      | $443697.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                                           | Tokyu Fudosan Holdings Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $6591.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2730 | NS      | $240840.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                      | WFRBS Commercial Mortgage Trust 2014-C22                                        | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $164521.12    | 0.04%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| UnipolSai Assicurazioni SpA                                           | UnipolSai Assicurazioni SpA                                                     | CUSIP: 000000000<br>LEI: 815600E31C4E7006AB54 | Long             | EC               | CORP              | IT        |      1123 | NS      | $2982.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                                            | GLP J-Reit                                                                      | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               |  | JP        |        11 | NS      | $12452.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                              | Univision Communications Inc                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103250.40    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                       | Direct Line Insurance Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |      2840 | NS      | $6217.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2021-3                                    | CUSIP: 96043JAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $297166.72    | 0.07%             | 2027-01-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                             | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      2267 | NS      | $363363.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                   | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       118 | NS      | $29382.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91593.24     | 0.02%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                                            | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      6466 | NS      | $152144.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                   | Wharf Real Estate Investment Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |      3000 | NS      | $17214.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA/France                                                   | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |       551 | NS      | $24962.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                     | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |       636 | NS      | $18174.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                 | Encompass Health Corp                                                           | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79217.57     | 0.02%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                     | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |      8755 | NS      | $25273.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                          | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      1995 | NS      | $37270.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                                           | Suntory Beverage & Food Ltd                                                     | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |       300 | NS      | $10120.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                 | Encompass Health Corp                                                           | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126015.75    | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santos Ltd                                                            | Santos Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      7314 | NS      | $36915.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                            | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1014 | NS      | $100264.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38380AZ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88709 | PA      | $8417.11      | 0.00%             | 2046-10-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                                           | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      1400 | NS      | $23126.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                   | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2596 | NS      | $395085.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                           | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      4911 | NS      | $845379.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd/Australia                                         | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |      2951 | NS      | $13844.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                             | Dick's Sporting Goods Inc                                                       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1071 | NS      | $140043.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                                   | Sirius XM Radio Inc                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222525.00    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                                       | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |      1597 | NS      | $12760.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska SA                                                        | Dino Polska SA                                                                  | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |       105 | NS      | $9504.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                      | Black Hills Corp                                                                | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248432.95    | 0.06%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                           | Sun Hung Kai Properties Ltd                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      3500 | NS      | $49772.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                              | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       248 | NS      | $43377.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                                       | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      3400 | NS      | $100465.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2020-3                                                      | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $482031.05    | 0.11%             | 2026-06-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                            | MMAF Equipment Finance LLC 2021-A                                               | CUSIP: 55317JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12314 | PA      | $12302.07     | 0.00%             | 2024-04-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                                            | Symrise AG                                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       291 | NS      | $30831.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123044.36    | 0.03%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCSK Corp                                                             | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       300 | NS      | $4885.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                     | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      3924 | NS      | $93555.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36178DJA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45100 | PA      | $43731.46     | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                                     | Vantage Towers AG                                                               | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | EC               | CORP              | DE        |       201 | NS      | $7337.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $647250.00    | 0.15%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AXEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123469 | PA      | $9987.97      | 0.00%             | 2032-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                   | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      4000 | NS      | $59038.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                      | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     45965 | NS      | $2818573.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $58261.48     | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                              | CapitaLand Ascendas REIT                                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |      7472 | NS      | $16481.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $8996.88      | 0.00%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                   | Nestle Holdings Inc                                                             | CUSIP: 641062AQ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143785.56    | 0.03%             | 2024-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                    | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      1945 | NS      | $26776.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acom Co Ltd                                                           | Acom Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $2739.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                                          | Eisai Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       700 | NS      | $43425.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $28111.70     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                           | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       836 | NS      | $179079.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIS INC                                                            | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $140835.42    | 0.03%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133GAQ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108282 | PA      | $98677.12     | 0.02%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties Inc                                       | CBL & Associates Properties Inc                                                 | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |      5513 | NS      | $146921.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                        | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       469 | NS      | $142735.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuoka Financial Group Inc                                           | Fukuoka Financial Group Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $9215.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138W0VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28450 | PA      | $27478.44     | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455000 | PA      | $1319218.95   | 0.30%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                                 | Japan Airlines Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |       300 | NS      | $6361.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                  | Rentokil Initial PLC                                                            | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      5514 | NS      | $33452.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HFN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82595 | PA      | $77333.66     | 0.02%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                                   | Swatch Group AG/The                                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       118 | NS      | $7752.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                          | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      4000 | NS      | $51571.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                  | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79265.92     | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                                    | NGK Insulators Ltd                                                              | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |       600 | NS      | $8287.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622A24L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77977 | PA      | $77947.03     | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                      | WFRBS Commercial Mortgage Trust 2014-C22                                        | CUSIP: 92890KBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $150510.49    | 0.03%             | 2057-09-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                              | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       500 | NS      | $60777.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                          | Drive Auto Receivables Trust 2019-4                                             | CUSIP: 26209AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101796 | PA      | $100317.43    | 0.02%             | 2027-02-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31283HJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       347 | PA      | $346.79       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                            | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32235.50     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HAL Trust                                                             | HAL Trust                                                                       | CUSIP: 000000000<br>LEI: 5493000O3IE3DNOY3R07 | Long             | EC               | CORP              | BM        |       192 | NS      | $26453.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AMW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119694 | PA      | $25939.92     | 0.01%             | 2045-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                    | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      1254 | NS      | $49209.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134777.53    | 0.03%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31375DCH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       800 | PA      | $828.43       | 0.00%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $278809.09    | 0.06%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                               | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       900 | NS      | $12601.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140JASC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121069 | PA      | $115742.51    | 0.03%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                    | Kingspan Group PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       340 | NS      | $21789.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                        | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1151 | NS      | $183427.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                     | Newell Brands Inc                                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      8625 | NS      | $137655.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $192893.08    | 0.04%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                             | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     14834 | NS      | $1810214.54   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd                                         | Concordia Financial Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $10954.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Group Holdings Ltd                                              | Seven Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |       338 | NS      | $5440.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                                 | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |      4117 | NS      | $13882.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99825.34     | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                        | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      4000 | NS      | $27947.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                      | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        80 | NS      | $11247.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                               | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       177 | NS      | $7234.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                          | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      3200 | NS      | $1478165.62   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                      | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      4496 | NS      | $59722.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                         | JDE Peet's NV                                                                   | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       284 | NS      | $8512.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                        | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       172 | NS      | $2689.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                             | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       592 | NS      | $13788.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                     | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       566 | NS      | $61686.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240353.74    | 0.05%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                       | SBA Tower Trust                                                                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              |  | US        |    225000 | PA      | $212700.26    | 0.05%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                               | A2A SpA                                                                         | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |      3442 | NS      | $5182.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                       | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       120 | NS      | $777.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                   | Spectrum Brands Inc                                                             | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96927.69     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                              | Sagax AB                                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |       407 | NS      | $10136.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust 2021-1                                      | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229000 | PA      | $221480.42    | 0.05%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                            | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        79 | NS      | $45161.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                      | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       900 | NS      | $14518.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    925000 | PA      | $762019.35    | 0.17%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Taisho Pharmaceutical Holdings Co Ltd                                 | Taisho Pharmaceutical Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $8404.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137ATKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215563 | PA      | $9791.83      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                               | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202367.02    | 0.05%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                               | Pan Pacific International Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |      1200 | NS      | $22166.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                              | Florida Power & Light Co                                                        | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99897.98     | 0.02%             | 2023-05-10      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                         | DISH DBS Corp                                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $193484.13    | 0.04%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                       | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243990.71    | 0.06%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                                   | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |       375 | NS      | $16245.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                                               | Sega Sammy Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |       300 | NS      | $4753.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                                 | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       300 | NS      | $14855.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Trust                                                             | BXP Trust 2017-GM                                                               | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $231208.33    | 0.05%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2021-3                                                      | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $542657.10    | 0.12%             | 2027-05-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453539.95    | 0.10%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2737 | NS      | $118101.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                 | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    115000 | PA      | $104642.05    | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                                                | Persol Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |       400 | NS      | $8766.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                              | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47407.97     | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc                                              | Nisshin Seifun Group Inc                                                        | CUSIP: 000000000<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |       600 | NS      | $7508.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                      | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    325000 | PA      | $253932.43    | 0.06%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                                      | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $17139.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1249800 | PA      | $996910.78    | 0.23%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49236.16     | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                      | Fifth Third Bank NA                                                             | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229305.72    | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Holdings Co Japan Ltd                                      | McDonald's Holdings Co Japan Ltd                                                | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |       300 | NS      | $11852.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AAZ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $1261.95      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                                          | Secom Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |       500 | NS      | $29780.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                            | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      2398 | NS      | $49601.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                      | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      3000 | NS      | $22761.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                      | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79324.55     | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                              | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     19156 | NS      | $569305.55    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EGXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60730 | PA      | $62826.48     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                     | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1591 | NS      | $151065.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                               | Central Garden & Pet Co                                                         | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138112.50    | 0.03%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                             | Link REIT                                                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |      4600 | NS      | $37007.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                           | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      1400 | NS      | $80435.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       686 | NS      | $246713.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                            | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7630.48      | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                         | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      2180 | NS      | $51379.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                       | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       757 | NS      | $69355.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                      | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       495 | NS      | $124175.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239308.53    | 0.05%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                                | First Republic Bank/CA                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       925 | NS      | $130314.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                        | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25985.74     | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138A8RJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65194 | PA      | $66068.81     | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                       | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6697 | NS      | $548216.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38380FQP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33376 | PA      | $2166.25      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                      | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       300 | NS      | $19414.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                              | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      4068 | NS      | $57872.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                             | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       384 | NS      | $8112.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                    | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      2416 | NS      | $23175.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     95000 | PA      | $69266.81     | 0.02%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    435000 | PA      | $344665.14    | 0.08%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                             | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      3239 | NS      | $53171.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc                                          | Citigroup Global Markets Inc                                                    | CUSIP: 17327BSH9<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |    248000 | PA      | $244494.20    | 0.06%             | 2023-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28326.01     | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                        | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33540.33     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                           | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127572.45    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15936.37     | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                         | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      1000 | NS      | $23990.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                      | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      1050 | NS      | $9985.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                          | Indutrade AB                                                                    | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |       585 | NS      | $12997.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36194CS46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60191 | PA      | $57695.99     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                                   | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      5100 | NS      | $28245.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1586 | NS      | $494070.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd                                                 | City Developments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |      1200 | NS      | $7619.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc                                                   | Texas Roadhouse Inc                                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1218 | NS      | $122323.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                 | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116437.50    | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                               | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      2220 | NS      | $64856.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                   | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244609.37    | 0.06%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                     | TOMRA Systems ASA                                                               | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |       506 | NS      | $8935.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                               | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       421 | NS      | $69524.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                                   | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $540570.00    | 0.12%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                                          | Nissin Foods Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |       200 | NS      | $15633.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2021-1                                   | CUSIP: 80286NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95233.98     | 0.02%             | 2026-11-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31298FT36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3952 | PA      | $3964.27      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                     | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       131 | NS      | $26534.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $702132.82    | 0.16%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     37558 | NS      | $98632.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                               | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      3700 | NS      | $118767.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd                                           | Kurita Water Industries Ltd                                                     | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |       200 | NS      | $9028.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    155000 | PA      | $105775.65    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                         | CommScope Inc                                                                   | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38294.00     | 0.01%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                               | Standard Industries Inc/NJ                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    158000 | PA      | $148069.70    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                        | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     38088 | NS      | $450483.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| California State University                                           | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $67440.96     | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                               | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530201.40    | 0.12%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                     | EURO STOXX 50 MAR23                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -97 | NC      | $-281916.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                              | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $246119.84    | 0.06%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                 | East Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |       900 | NS      | $49900.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5531000 | PA      | $5322723.28   | 1.21%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                                         | Huhtamaki Oyj                                                                   | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |       208 | NS      | $7770.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                  | Physicians Realty LP                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    500000 | PA      | $484077.05    | 0.11%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $495524.40    | 0.11%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp                                     | Japan Real Estate Investment Corp                                               | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               |  | JP        |         3 | NS      | $12868.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                       | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     20717 | NS      | $2710576.85   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                     | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |      9443 | NS      | $212089.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                    | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      7063 | NS      | $24130.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                                 | Tempur Sealy International Inc                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122278.80    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335708.37    | 0.08%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                             | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      2700 | NS      | $47424.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                            | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     63000 | PA      | $47137.17     | 0.01%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36212XFV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43067 | PA      | $43926.17     | 0.01%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                                                | Hirose Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $12980.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5637 | NS      | $1384954.53   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S                                                | Chr Hansen Holding A/S                                                          | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |       227 | NS      | $16738.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                     | Herc Holdings Inc                                                               | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86175.00     | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137AV7B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145348 | PA      | $18587.20     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                          | Volvo Car AB                                                                    | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |      1162 | NS      | $5800.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                 | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       191 | NS      | $7591.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Ltd                                                   | Newcrest Mining Ltd                                                             | CUSIP: 000000000<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |      1965 | NS      | $31477.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                            | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      4600 | NS      | $814194.17    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                           | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-2442.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz SA                                                  | KGHM Polska Miedz SA                                                            | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |       294 | NS      | $9622.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                                   | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      1018 | NS      | $13928.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $442353.19    | 0.10%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        58 | NC      | $73072.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                      | Powszechny Zaklad Ubezpieczen SA                                                | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      1234 | NS      | $10491.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                               | Sika AG                                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       338 | NS      | $96229.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       903 | NS      | $26034.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                 | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52104.28     | 0.01%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                        | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12752 | NS      | $4725891.20   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2017-3                                                 | CUSIP: 46647SCS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161995 | PA      | $144582.92    | 0.03%             | 2047-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $188288.31    | 0.04%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    816232 | PA      | $87500.38     | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       108 | NC      | $353331.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd                                                              | SEEK Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |       768 | NS      | $13312.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                                         | Schroders PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      2186 | NS      | $12932.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                            | Salmar ASA                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       131 | NS      | $6083.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                      | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       448 | NS      | $92694.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                               | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193081.50    | 0.04%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                             | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     12800 | NS      | $1906501.97   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AWU21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89865 | PA      | $87889.10     | 0.02%             | 2052-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust 2020-3                                      | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251172 | PA      | $248718.33    | 0.06%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Invest                                        | Japan Metropolitan Fund Invest                                                  | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               |  | JP        |        15 | NS      | $11600.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp                                                         | NTT Data Corp                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |      1500 | NS      | $23289.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       572 | NS      | $144372.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $316049.81    | 0.07%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                            | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      5200 | NS      | $45583.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                  | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      7695 | NS      | $129432.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                                  | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       300 | NS      | $12137.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     78969 | NS      | $2801820.12   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepco Group NV                                                        | Pepco Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800OVMJPFP79OB449 | Long             | EC               | CORP              | NL        |       346 | NS      | $3357.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                       | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |       759 | NS      | $16266.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                    | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      3009 | NS      | $36191.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                               | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      2304 | NS      | $49183.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                                            | SolarEdge Technologies Inc                                                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       754 | NS      | $240624.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera US Finance LP                                                   | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $71454.03     | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nitori Holdings Co Ltd                                                | Nitori Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $26510.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                 | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      5361 | NS      | $10807.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                     | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     27600 | NS      | $400438.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                           | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       702 | NS      | $71112.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $951914.06    | 0.22%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                         | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       646 | NS      | $20225.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    178000 | PA      | $143925.89    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $198690.87    | 0.05%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                                          | Nippon Paint Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |      2400 | NS      | $21937.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    380000 | PA      | $314761.52    | 0.07%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                              | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       900 | NS      | $32152.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                         | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      5697 | NS      | $787085.99    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corp                                                            | Nikon Corp                                                                      | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       700 | NS      | $6927.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237309.57    | 0.05%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                         | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     56688 | NS      | $888308.47    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                                              | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |         4 | NS      | $17498.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                             | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10702 | NS      | $1853800.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                              | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101154.90    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alcon Inc                                                             | Alcon Inc                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1099 | NS      | $82867.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669682 | PA      | $659972.61    | 0.15%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                            | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     50031 | NS      | $2491543.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                                         | Novozymes A/S                                                                   | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |       460 | NS      | $23946.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                                         | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      4148 | NS      | $13459.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48522.79     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc                                              | Nippon Prologis REIT Inc                                                        | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |         6 | NS      | $13624.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                            | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      2300 | NS      | $25347.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                     | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      2400 | NS      | $48864.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38379RTT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32382 | PA      | $28316.64     | 0.01%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                           | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        56 | NS      | $33092.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                   | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     19368 | NS      | $430895.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                             | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      6160 | NS      | $34664.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                                           | easyJet PLC                                                                     | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |      1231 | NS      | $7502.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                                          | Entegris Inc                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      1615 | NS      | $130346.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137ALMB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245175 | PA      | $14532.58     | 0.00%             | 2041-06-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    261000 | PA      | $260567.84    | 0.06%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      8279 | NS      | $119494.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                    | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       342 | NS      | $110866.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediclinic International PLC                                          | Mediclinic International PLC                                                    | CUSIP: 000000000<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |       699 | NS      | $4280.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $280792.74    | 0.06%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622A23X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44883 | PA      | $44026.90     | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80529.84     | 0.02%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                                     | Taylor Wimpey PLC                                                               | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |      7900 | NS      | $11450.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236830.59    | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                  | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        46 | NS      | $9296.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172991.04    | 0.04%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                               | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      1448 | NS      | $42969.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2322.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36212KXG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2910 | PA      | $2921.82      | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243248.71    | 0.06%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18438 | PA      | $18967.51     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                                 | Carl Zeiss Meditec AG                                                           | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |        80 | NS      | $11476.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                              | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      6900 | NS      | $21477.64     | 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        |     41621 | PA      | $41272.29     | 0.01%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                                                   | Kansai Paint Co Ltd                                                             | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |       600 | NS      | $8452.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279391.96    | 0.06%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $56262.88     | 0.01%             | 2052-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                 | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      2130 | NS      | $16531.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37544.10     | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                                   | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      1270 | NS      | $20784.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independence Plaza Trust                                              | Independence Plaza Trust 2018-INDP                                              | CUSIP: 45378YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $118600.10    | 0.03%             | 2035-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                             | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |       223 | NS      | $14421.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80819.86     | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                                  | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       800 | NS      | $19784.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd                                                     | Atlas Arteria Ltd                                                               | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |      2679 | NS      | $13062.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd                                           | Bendigo & Adelaide Bank Ltd                                                     | CUSIP: 000000000<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |      1224 | NS      | $8732.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                                | Credit Agricole SA/London                                                       | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $230872.20    | 0.05%             | 2026-06-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                 | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86579.44     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                         | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     14732 | NS      | $1151693.92   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                             | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      1000 | NS      | $21717.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $69267.79     | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2017-K725 Mortgage Trust                                                  | CUSIP: 30301TAG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255000 | PA      | $248017.36    | 0.06%             | 2050-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                  | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       986 | NS      | $13488.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL 2021-C20 Commercial Mortgage Trust                                        | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $290374.67    | 0.07%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |     11085 | NS      | $18191.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings Inc                                                    | Seibu Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |       600 | NS      | $6731.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                           | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       463 | NS      | $15241.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                    | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      3800 | NS      | $94254.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA                                                             | CUSIP: 83369CWF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | US        |    250000 | PA      | $242154.31    | 0.06%             | 2023-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                | Tesla Auto Lease Trust 2021-A                                                   | CUSIP: 88161FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $282643.16    | 0.06%             | 2025-03-20      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                      | WFRBS Commercial Mortgage Trust 2013-C13                                        | CUSIP: 92937UAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $133168.74    | 0.03%             | 2045-05-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                                  | Carpenter Technology Corp                                                       | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22655.00     | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416WTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47301 | PA      | $46874.58     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                              | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      1200 | NS      | $18385.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                            | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      2177 | NS      | $131046.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    495000 | PA      | $480349.69    | 0.11%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Kinnevik AB                                                           | Kinnevik AB                                                                     | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |       525 | NS      | $8114.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                              | Wise PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |      1020 | NS      | $6821.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                               | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $294236.48    | 0.07%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622A3AU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41134 | PA      | $40438.34     | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                        | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2360 | NS      | $152243.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2020-1                                                      | CUSIP: 23344EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1043901.50   | 0.24%             | 2025-11-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                | Energizer Holdings Inc                                                          | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156625.00    | 0.04%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                             | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     25898 | NS      | $411778.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BSPRT Issuer, Ltd.                                                    | BSPRT 2021-FL7 Issuer Ltd                                                       | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340500 | PA      | $332856.46    | 0.08%             | 2038-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                         | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      2299 | NS      | $68512.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                                            | Verbund AG                                                                      | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |        72 | NS      | $6143.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                        | Var Energi ASA                                                                  | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |       864 | NS      | $2628.11      | 0.00%             |  |  |  | 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        |       800 | NS      | $10496.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBALR Commercial Mortgage 2020-RR1 Trust                              | SBALR Commercial Mortgage 2020-RR1 Trust                                        | CUSIP: 78397EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839992 | PA      | $733545.59    | 0.17%             | 2053-02-13      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                  | MAD Mortgage Trust 2017-330M                                                    | CUSIP: 55282MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $129081.37    | 0.03%             | 2034-08-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                          | VeriSign Inc                                                                    | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250714.74    | 0.06%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                               | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23211.65     | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38380JJX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19144 | PA      | $16775.92     | 0.00%             | 2060-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305000 | PA      | $2164449.03   | 0.49%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                          | CD 2016-CD1 Mortgage Trust                                                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $250825.02    | 0.06%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $550371.78    | 0.13%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| State of Hawaii Airports System Revenue                               | HAWAII ST ARPTS SYS CUSTOMER FAC CHARGE REVENUE                                 | CUSIP: 41978CBK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $62166.91     | 0.01%             | 2047-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                   | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     95000 | PA      | $89311.28     | 0.02%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2922000 | PA      | $2071766.49   | 0.47%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                             | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87676.66     | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47236 | PA      | $51056.95     | 0.01%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                             | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $33427.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                    | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68712.98     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137AQEE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8705 | PA      | $381.45       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                            | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       587 | NS      | $52467.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                            | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       753 | NS      | $145976.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AYAY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33155 | PA      | $32469.42     | 0.01%             | 2045-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                                          | Jardine Cycle & Carriage Ltd                                                    | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |       200 | NS      | $4435.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                                            | SUMCO Corp                                                                      | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |       700 | NS      | $10322.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230401.01    | 0.05%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    156000 | PA      | $120409.36    | 0.03%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                                                | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC             | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $107700.00    | 0.02%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Leroy Seafood Group ASA                                               | Leroy Seafood Group ASA                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |       606 | NS      | $3567.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust 2015-2                                      | CUSIP: 64829EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55599 | PA      | $52506.72     | 0.01%             | 2055-08-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| New World Development Co Ltd                                          | New World Development Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |      2750 | NS      | $8256.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                     | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123026.66    | 0.03%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $534202.80    | 0.12%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                                           | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $12285.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                                 | West Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |       500 | NS      | $20922.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                              | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9347.11      | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                        | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    285000 | PA      | $241708.31    | 0.06%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                   | Hudbay Minerals Inc                                                             | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $230850.00    | 0.05%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                 | Mineral Resources Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |       360 | NS      | $22828.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282225.81    | 0.06%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    295000 | PA      | $246218.65    | 0.06%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                                              | CommScope Holding Co Inc                                                        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      4168 | NS      | $35011.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                 | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46571.38     | 0.01%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                       | J Sainsbury PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      3807 | NS      | $12349.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                                     | Toho Co Ltd/Tokyo                                                               | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       300 | NS      | $11081.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                               | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206411.75    | 0.05%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                        | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      2312 | NS      | $26332.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                                         | Budweiser Brewing Co APAC Ltd                                                   | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | KY        |      3800 | NS      | $11969.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                               | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      2018 | NS      | $115004.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                          | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      9493 | NS      | $42043.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                     | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       377 | NS      | $9931.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EQB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29053 | PA      | $27884.82     | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mirvac Group                                                          | Mirvac Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      8544 | NS      | $13788.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd                                         | Japan Airport Terminal Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |       200 | NS      | $10396.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                        | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       164 | NS      | $93623.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                       | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188285.99    | 0.04%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    277000 | PA      | $257564.20    | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $213615.00    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38380KDR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103910 | PA      | $12883.58     | 0.00%             | 2047-11-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                            | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      1499 | NS      | $19598.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2020-2                                                      | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454403 | PA      | $450021.49    | 0.10%             | 2026-03-16      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Aker ASA                                                              | Aker ASA                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |        53 | NS      | $3827.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                              | Saudi Government International Bond                                             | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    238000 | PA      | $226752.12    | 0.05%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219281.18    | 0.05%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                          | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $105995.96    | 0.02%             | 2049-11-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | CUSIP: 61764XBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $172149.47    | 0.04%             | 2048-03-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Nidec Corp                                                            | Nidec Corp                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      1200 | NS      | $66399.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                                            | Worley Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |       805 | NS      | $8859.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                     | CUSIP: 61763XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $166547.34    | 0.04%             | 2047-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                                   | Asahi Intecc Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |       500 | NS      | $8764.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                     | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     10931 | NS      | $200037.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                                            | Sprint LLC                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51897.30     | 0.01%             | 2025-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                      | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       442 | NS      | $10714.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128451.96    | 0.03%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                          | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       876 | NS      | $9008.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                               | ITV PLC                                                                         | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |      7844 | NS      | $7859.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                                     | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      1500 | NS      | $28328.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                        | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      3431 | NS      | $36099.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                           | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      1341 | NS      | $24035.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $792944.88    | 0.18%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                        | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      3200 | NS      | $17947.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                              | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        88 | NS      | $9240.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                  | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3772 | NS      | $168306.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                        | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       547 | NS      | $248956.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                              | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      3000 | NS      | $38692.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co Ltd                                                 | NGK Spark Plug Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |       300 | NS      | $5856.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173036.00    | 0.04%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Challenger Ltd                                                        | Challenger Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |      1270 | NS      | $6506.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust 2020-2                                      | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27112 | PA      | $27007.06     | 0.01%             | 2025-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                            | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1145 | NS      | $88691.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                               | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      1100 | NS      | $232183.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                              | Sagax AB                                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |       259 | NS      | $695.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                        | BAWAG Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       195 | NS      | $12056.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                | Tesla Auto Lease Trust 2021-A                                                   | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128000 | PA      | $123119.16    | 0.03%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                           | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      6932 | NS      | $156243.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                                | FUJIFILM Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      1000 | NS      | $53090.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      3000 | NS      | $130542.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                               | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      3212 | NS      | $31338.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                                     | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       988 | NS      | $65043.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVN AG                                                                | EVN AG                                                                          | CUSIP: 000000000<br>LEI: 529900P4JZBFEVNEAE60 | Long             | EC               | CORP              | AT        |       137 | NS      | $2895.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                 | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       470 | NS      | $30116.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05583JAD4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $250374.00    | 0.06%             | 2023-09-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Kose Corp                                                             | Kose Corp                                                                       | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |       100 | NS      | $11006.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                                     | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       686 | NS      | $106638.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                            | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       601 | NS      | $27025.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust 2020-4                             | CUSIP: 02530QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166689 | PA      | $164146.53    | 0.04%             | 2026-12-14      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                            | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1839 | NS      | $196938.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22610 | PA      | $23235.58     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                                           | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        18 | NS      | $58422.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                             | Mondi PLC                                                                       | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |      1068 | NS      | $20081.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177734.11    | 0.04%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                              | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60365.28     | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                             | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      2555 | NS      | $206645.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56140.67     | 0.01%             | 2039-10-01      | Fixed         | 4.63%                 | 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        |       600 | NS      | $6127.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                | SLM Private Credit Student Loan Trust 2006-B                                    | CUSIP: 78443CCY8<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |     62823 | PA      | $58755.56     | 0.01%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                          | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     17184 | NS      | $10562.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                           | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      2200 | NS      | $53918.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                               | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66355.29     | 0.02%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    170000 | PA      | $118281.12    | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                | Minera Mexico SA de CV                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    230000 | PA      | $184002.36    | 0.04%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250624.78    | 0.06%             | 2023-05-01      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                         | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      4444 | NS      | $86604.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    535000 | PA      | $428219.90    | 0.10%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Sojitz Corp                                                           | Sojitz Corp                                                                     | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |       360 | NS      | $7135.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                 | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $28926.90     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                          | Carlsberg AS                                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       216 | NS      | $30560.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                                          | DiaSorin SpA                                                                    | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |        56 | NS      | $7288.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WA4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58022 | PA      | $60026.54     | 0.01%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                     | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      1100 | NS      | $41424.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                  | Fastighets AB Balder                                                            | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |      1366 | NS      | $7048.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                            | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      6953 | NS      | $2940006.52   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                           | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       625 | NS      | $65370.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                             | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       330 | NS      | $163209.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                                           | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      1600 | NS      | $17209.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                    | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     10794 | NS      | $1850847.18   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                             | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      1397 | NS      | $76451.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                                        | NMC Health PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |       210 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Roche Holding AG                                                      | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        58 | NS      | $21180.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                               | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      6443 | NS      | $498817.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                                     | EDP Renovaveis SA                                                               | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |       457 | NS      | $9954.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                                            | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      4819 | NS      | $85440.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                                          | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135230.55    | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3290000 | PA      | $3167010.56   | 0.72%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2020-3                                   | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $511689.77    | 0.12%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257473.41    | 0.06%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                               | Carmax Auto Owner Trust 2021-1                                                  | CUSIP: 14316NAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $407889.32    | 0.09%             | 2026-12-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Orica Ltd                                                             | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       975 | NS      | $10259.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    460000 | PA      | $432660.65    | 0.10%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Telefonica SA                                                         | Telefonica SA                                                                   | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     12693 | NS      | $48258.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KJX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125234 | PA      | $107496.34    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                    | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       877 | NS      | $26674.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31386PUB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3892 | PA      | $3949.36      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65724.38     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                      | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |        34 | NS      | $457.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                            | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      3898 | NS      | $929918.96    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | CCUBS Commercial Mortgage Trust 2017-C1                                         | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $51632.77     | 0.01%             | 2050-11-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125450.75    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     15877 | NS      | $2365196.69   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                                            | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253718.25    | 0.06%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hoya Corp                                                             | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     12500 | NS      | $1376448.99   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                               | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      4935 | NS      | $53621.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ERN55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48956 | PA      | $46789.20     | 0.01%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                       | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     14048 | NS      | $1660333.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                 | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103777.48    | 0.02%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                               | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28745.74     | 0.01%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                                     | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       100 | NS      | $6841.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                           | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131505.00    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Braemar Hotels & Resorts Trust                                        | Braemar Hotels & Resorts Trust 2018-Prime                                       | CUSIP: 10482TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $124714.72    | 0.03%             | 2035-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                              | Hera SpA                                                                        | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |      1736 | NS      | $4985.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222692.63    | 0.05%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                           | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       160 | NS      | $23999.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                               | ITT Inc                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       774 | NS      | $70890.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECH INC                                                     | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79295.66     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                              | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       905 | NS      | $141777.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co Ltd                                                    | SG Holdings Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15443.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                             | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        61 | NS      | $23189.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri/The                            | CURATORS OF THE UNIV OF MISSOURI MO SYS FACS REVENUE                            | CUSIP: 231266MP9<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |     50000 | PA      | $33942.39     | 0.01%             | 2050-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co Ltd                                       | Kobayashi Pharmaceutical Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900WBSL04KD6TKP95 | Long             | EC               | CORP              | JP        |       100 | NS      | $7186.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      7746 | NS      | $164930.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                                    | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |      3369 | NS      | $36375.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53401 | PA      | $47963.20     | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                           | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |      1404 | NS      | $15074.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aetna Inc                                                             | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99216.54     | 0.02%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                            | Tosoh Corp                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |       700 | NS      | $9156.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                               | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94994.99     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246307.96    | 0.06%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     19098 | NS      | $793903.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp                                                 | Yaskawa Electric Corp                                                           | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |       600 | NS      | $23473.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                         | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     11134 | NS      | $390297.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                            | Assicurazioni Generali SpA                                                      | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      2650 | NS      | $51653.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                          | Associated British Foods PLC                                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       782 | NS      | $17972.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Co Ltd                                                           | Rohm Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |       200 | NS      | $16023.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7113 | NS      | $629215.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       278 | NS      | $22806.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                         | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $39740.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      5344 | NS      | $44757.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                 | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2124 | NS      | $97725.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                                          | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      2131 | NS      | $77910.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                   | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135808.23    | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                         | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497409.57    | 0.11%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                                           | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       600 | NS      | $16027.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                            | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2411 | NS      | $240738.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                                | Columbia Sportswear Co                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1086 | NS      | $104147.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    660000 | PA      | $556357.10    | 0.13%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138AP5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23062 | PA      | $23646.02     | 0.01%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151356.81    | 0.03%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust 2021-2                                        | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273000 | PA      | $263625.13    | 0.06%             | 2030-02-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                             | Gecina SA                                                                       | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |       120 | NS      | $14221.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                             | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |       677 | NS      | $20131.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                                          | Husqvarna AB                                                                    | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |       899 | NS      | $7664.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                | EQT AB                                                                          | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |       729 | NS      | $16442.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC Trust 2015-1                                                               | CUSIP: 12649NAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37988 | PA      | $35357.46     | 0.01%             | 2045-01-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                | WESCO Distribution Inc                                                          | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96520.00     | 0.02%             | 2025-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94192.77     | 0.02%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WRS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71426 | PA      | $68987.23     | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      5495 | NS      | $84748.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36183A5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60408 | PA      | $59237.49     | 0.01%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                                 | EMS-Chemie Holding AG                                                           | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |        19 | NS      | $14132.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138W6EE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64800 | PA      | $60175.26     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145898.18    | 0.03%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                            | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       173 | NS      | $18453.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2016-667M Mortgage Trust                                                   | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89138.62     | 0.02%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                                                  | Nissan Chemical Corp                                                            | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |       300 | NS      | $14199.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                | American Honda Finance Corp                                                     | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231981.25    | 0.05%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36209SDH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1907 | PA      | $1912.81      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                                     | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      2100 | NS      | $43708.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                       | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        53 | NS      | $10099.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCH INTL 17 II LTD                                               | CK Hutchison International 17 II Ltd                                            | CUSIP: 12563XAB7<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $269117.16    | 0.06%             | 2023-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                          | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       581 | NS      | $23683.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                             | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       416 | NS      | $37080.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                    | Harbour Energy PLC                                                              | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |      1176 | NS      | $4556.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                              | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       722 | NS      | $76459.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                           | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67601.23     | 0.02%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                    | Macquarie Bank Ltd                                                              | CUSIP: 55607LYF5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |    250000 | PA      | $240018.00    | 0.05%             | 2023-11-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                              | Hess Midstream Operations LP                                                    | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69945.75     | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                            | BioMerieux                                                                      | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       107 | NS      | $10912.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                        | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3181 | NS      | $305248.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103206.78    | 0.02%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $39790.00     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                              | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |      1874 | NS      | $16571.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                              | CUSIP: 254687CP9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68661.67     | 0.02%             | 2023-04-26      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                              | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       498 | NS      | $10344.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                     | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      2500 | NS      | $3466.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                            | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       281 | NS      | $70072.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                              | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121426.11    | 0.03%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                                       | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7581.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                           | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       450 | NS      | $28192.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                                      | ANA Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |       400 | NS      | $8843.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                                 | Red Electrica Corp SA                                                           | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       951 | NS      | $16855.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                                     | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1241 | NS      | $20785.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    310000 | PA      | $272977.34    | 0.06%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2496000 | PA      | $1875314.99   | 0.43%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108148.81    | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                             | BXP Trust 2017-GM                                                               | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $110629.79    | 0.03%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $831558.59    | 0.19%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                              | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52391.35     | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                            | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1532 | NS      | $232603.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                                    | Morocco Government International Bond                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $159750.00    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Konami Group Corp                                                     | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       200 | NS      | $9857.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1730 | NS      | $292300.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust 2019-L2                                          | CUSIP: 61768HBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $170527.92    | 0.04%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                      | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      1400 | NS      | $52388.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38382MHP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168943 | PA      | $20354.42     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9207 | PA      | $9073.34      | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $327392.19    | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                   | HeidelbergCement AG                                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       313 | NS      | $21396.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                   | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      2600 | NS      | $123925.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                      | Raiffeisen Bank International AG                                                | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |       293 | NS      | $5248.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77979.55     | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                    | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       800 | NS      | $34544.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                              | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      2160 | NS      | $133978.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                             | abrdn plc                                                                       | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |      4721 | NS      | $12393.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282644 | PA      | $268164.88    | 0.06%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56935.91     | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                            | Hiscox Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |       767 | NS      | $10699.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                                  | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        77 | NS      | $144305.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38382MX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248187 | PA      | $36694.42     | 0.01%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2535 | NS      | $249106.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                      | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      1300 | NS      | $16420.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                              | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      4800 | NS      | $52851.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co Ltd                                                | Nippon Shinyaku Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $5151.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $189645.84    | 0.04%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                          | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2290 | NS      | $434271.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1710 | NS      | $271274.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $186813.55    | 0.04%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    370000 | PA      | $270722.50    | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |        83 | NS      | $1042.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                    | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      7100 | NS      | $25289.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371FCL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       454 | PA      | $470.00       | 0.00%             | 2025-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                              | Allison Transmission Inc                                                        | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105904.70    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36180NDA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27037 | PA      | $26216.96     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                        | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107844.31    | 0.02%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                         | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98217.17     | 0.02%             | 2038-04-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust 2021-3                                        | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302000 | PA      | $290233.23    | 0.07%             | 2030-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $568.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     37195 | NS      | $1650850.87   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                       | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88021.00     | 0.02%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                    | Deutsche Wohnen SE                                                              | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | EC               | CORP              | DE        |       160 | NS      | $3774.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2021-2                                                      | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $103400.41    | 0.02%             | 2027-02-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $158324.35    | 0.04%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2022-3                                                      | CUSIP: 23345RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $225099.07    | 0.05%             | 2028-07-17      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                        | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     68000 | PA      | $51992.95     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                              | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     26029 | NS      | $2936459.08   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      6060 | NS      | $262519.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     33266 | NS      | $76291.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2020-1                          | Westlake Automobile Receivables Trust 2020-1                                    | CUSIP: 96042KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290078 | PA      | $289237.47    | 0.07%             | 2025-04-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                              | TOTO Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $15547.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241210.49    | 0.05%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4795000 | PA      | $3643825.41   | 0.83%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236434.65    | 0.05%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group PLC                                               | Smurfit Kappa Group PLC                                                         | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |       571 | NS      | $23978.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2020-2                                    | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491553 | PA      | $487443.31    | 0.11%             | 2025-07-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                          | Wells Fargo Mortgage Backed Securities 2007-7 Trust                             | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9689 | PA      | $8121.18      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Omron Corp                                                            | Omron Corp                                                                      | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |       500 | NS      | $28984.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                             | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      1089 | NS      | $57129.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202CUQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       232 | PA      | $233.73       | 0.00%             | 2027-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                       | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      7584 | NS      | $989787.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments PLC                                              | Barratt Developments PLC                                                        | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |      2214 | NS      | $12606.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                       | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    225000 | PA      | $258160.07    | 0.06%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                        | Storebrand ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |      1021 | NS      | $8865.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                                         | Zoom Video Communications Inc                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      2058 | NS      | $154350.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        12 | NS      | $26098.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                         | Boyne USA Inc                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $72486.73     | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1585000 | PA      | $1762136.13   | 0.40%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260640.53    | 0.06%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                           | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      1233 | NS      | $24619.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                                         | Wolfspeed Inc                                                                   | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      1072 | NS      | $82554.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp                                                | Toyota Industries Corp                                                          | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |       500 | NS      | $30427.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                         | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      2700 | NS      | $48467.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                 | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39462 | PA      | $36467.04     | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                               | SSAB AB                                                                         | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |      1367 | NS      | $9311.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                                       | Shiseido Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |       900 | NS      | $46962.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust 2014-GC23                                   | CUSIP: 17322VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $203167.20    | 0.05%             | 2047-07-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                               | MultiCare Health System                                                         | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47759.39     | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                  | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       114 | NS      | $24284.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                  | Infrastrutture Wireless Italiane SpA                                            | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |       770 | NS      | $8441.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                       | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      3001 | NS      | $24314.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                             | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EP               | CORP              | IT        |     13051 | NS      | $3647.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                             | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      6000 | NS      | $38303.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                                         | Unicharm Corp                                                                   | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |       900 | NS      | $34373.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                              | Hughes Satellite Systems Corp                                                   | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $149903.60    | 0.03%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                          | B&M European Value Retail SA                                                    | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |      1843 | NS      | $10220.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39583.02     | 0.01%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                                    | Chiba Bank Ltd/The                                                              | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      1500 | NS      | $11336.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                                                  | Aurizon Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |      2726 | NS      | $7127.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust 2021-2                             | CUSIP: 025291AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272142 | PA      | $266949.75    | 0.06%             | 2027-07-13      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                         | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       398 | NS      | $4047.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                              | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       140 | NS      | $28959.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122748.35    | 0.03%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4982.37      | 0.00%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                                               | Stanley Electric Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6452.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lawson Inc                                                            | Lawson Inc                                                                      | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |       100 | NS      | $3992.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                              | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    260000 | PA      | $209824.88    | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                   | NatWest Markets PLC                                                             | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $234121.26    | 0.05%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258729.15    | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nordnet AB publ                                                       | Nordnet AB publ                                                                 | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |       351 | NS      | $5718.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31392CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28256 | PA      | $29917.41     | 0.01%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                   | Laboratory Corp of America Holdings                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       674 | NS      | $169928.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                                               | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       500 | NS      | $18412.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184154.63    | 0.04%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                                        | CK Infrastructure Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |      1500 | NS      | $8370.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208640.00    | 0.05%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136BDS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177108 | PA      | $28081.80     | 0.01%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $-3901.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                             | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      1376 | NS      | $26768.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                                                 | Medipal Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |       400 | NS      | $5334.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                            | Fortescue Metals Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      3722 | NS      | $59041.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      3900 | NS      | $10978.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2019-4                                               | CUSIP: 33845FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297089 | PA      | $293750.60    | 0.07%             | 2025-12-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     15456 | NS      | $1504332.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Staples Inc                                                           | Staples Inc                                                                     | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31099.25     | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46740 | PA      | $43410.28     | 0.01%             | 2032-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                         | Allstate Corp/The                                                               | CUSIP: 020002BF7<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250187.49    | 0.06%             | 2023-03-29      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                         | Commonbond Student Loan Trust 2018-A-GS                                         | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     30379 | PA      | $29474.19     | 0.01%             | 2044-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                   | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |      5000 | NS      | $17929.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westrock Co                                                           | Westrock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      2830 | NS      | $111049.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                                          | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2510 | NS      | $578178.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                    | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      3778 | NS      | $211568.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $35396.88     | 0.01%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Koei Tecmo Holdings Co Ltd                                            | Koei Tecmo Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800RQ25FIYLPYXP11 | Long             | EC               | CORP              | JP        |       200 | NS      | $3638.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     36910 | NS      | $128789.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                           | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60511.44     | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                       | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       124 | NS      | $29548.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                            | Hexagon AB                                                                      | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |      4710 | NS      | $53942.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                    | Baloise Holding AG                                                              | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |       100 | NS      | $16418.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                      | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      8900 | NS      | $87832.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                                     | Henderson Land Development Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      3000 | NS      | $11075.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                 | Element Solutions Inc                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88500.00     | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                            | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       285 | NS      | $59255.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                          | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1975 | NS      | $263089.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                            | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1728 | NS      | $74183.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                                           | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |       400 | NS      | $26564.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BVXR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26661 | PA      | $26048.24     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                            | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     37985 | NS      | $1650356.97   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40876.98     | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                            | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1644 | NS      | $255421.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                                | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      6572 | NS      | $116388.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38461.59     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                          | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     42726 | NS      | $1355923.81   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                           | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       671 | NS      | $29140.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417B5S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28441 | PA      | $27309.13     | 0.01%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                     | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      1000 | NS      | $9144.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co Ltd                                            | Iida Group Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |       300 | NS      | $5000.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                            | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       400 | NS      | $9535.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                     | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       330 | NS      | $165033.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                                                       | PerkinElmer Inc                                                                 | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242409.78    | 0.06%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                              | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      3400 | NS      | $77440.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu Techno-Solutions Corp                                          | Itochu Techno-Solutions Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $4950.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                         | Commonbond Student Loan Trust 2018-C-GS                                         | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     25101 | PA      | $24130.07     | 0.01%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                          | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        99 | NS      | $241446.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                                | Toyo Suisan Kaisha Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $8294.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264657.20    | 0.06%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                   | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       669 | NS      | $122416.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42636.13     | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AB5H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95931 | PA      | $4045.67      | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                   | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19841.51     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                               | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      5200 | NS      | $48225.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                                                              | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    320000 | PA      | $211969.15    | 0.05%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                                 | Genting Singapore Ltd                                                           | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |     12400 | NS      | $9393.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                            | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     11162 | NS      | $44663.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       307 | NS      | $110569.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp ACCIONA Energias Renovables SA                                   | Corp ACCIONA Energias Renovables SA                                             | CUSIP: 000000000<br>LEI: 254900UPX0OEHTKB9Y44 | Long             | EC               | CORP              | ES        |       123 | NS      | $5025.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28373.60     | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                              | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1841 | NS      | $644570.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                                        | Option One Mortgage Loan Trust 2004-3                                           | CUSIP: 68389FFU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14593 | PA      | $13993.91     | 0.00%             | 2034-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89512.98     | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Yamaha Corp                                                           | Yamaha Corp                                                                     | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |       400 | NS      | $15559.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                    | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       753 | NS      | $192067.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74178 | PA      | $69120.93     | 0.02%             | 2056-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2020-4                                   | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $758659.20    | 0.17%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                                          | Hulic Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |      1200 | NS      | $9846.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                            | Strabag SE                                                                      | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |        27 | NS      | $1139.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                       | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    305000 | PA      | $306230.03    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                      | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2179 | NS      | $93334.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                                             | Mitsubishi HC Capital Inc                                                       | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |      1700 | NS      | $8654.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                                           | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      1700 | NS      | $49362.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                                        | CyberAgent Inc                                                                  | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |       900 | NS      | $8433.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                    | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $33179.89     | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                                      | Transurban Group                                                                | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      6721 | NS      | $65861.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $556505.43    | 0.13%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                          | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     26607 | NS      | $178640.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                                            | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4125 | NS      | $274766.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                              | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $106406.25    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                 | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1415 | NS      | $633976.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                             | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107373.60    | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2021-3                                   | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223521 | PA      | $222056.97    | 0.05%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                       | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      6752 | NS      | $39143.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                      | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      1200 | NS      | $39556.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                         | Westlake Corp                                                                   | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239135.88    | 0.05%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                             | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1579 | NS      | $122546.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      3500 | NS      | $110222.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268926.53    | 0.06%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                         | Banco BPM SpA                                                                   | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      3281 | NS      | $14742.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                                           | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       200 | NS      | $35897.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                                         | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       390 | NS      | $147685.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                                   | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $169730.86    | 0.04%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                              | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30369.11     | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                                 | Idemitsu Kosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |       500 | NS      | $12467.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                      | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      3741 | NS      | $45237.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co Ltd                                            | Koito Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $8445.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $888397.46    | 0.20%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                                                | Brother Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       600 | NS      | $9323.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                    | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170584.14    | 0.04%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BPP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11287 | PA      | $11034.54     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                             | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       671 | NS      | $120343.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                           | S+P500 EMINI FUT MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        35 | NC      | $210740.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL INC                                                              | LABL Inc                                                                        | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106633.45    | 0.02%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $17241.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                     | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109613.17    | 0.02%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                  | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    586000 | PA      | $563021.27    | 0.13%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                      | ACCO Brands Corp                                                                | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147059.35    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIS Inc                                                               | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       500 | NS      | $14380.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corp                                                        | Hoshizaki Corp                                                                  | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |       300 | NS      | $10776.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                             | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       161 | NS      | $18757.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                            | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      5640 | NS      | $87983.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                | Melrose Industries PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |      8778 | NS      | $15427.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71941.10     | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31384WLM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1903 | PA      | $1989.73      | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                             | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       858 | NS      | $14295.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                   | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1133 | NS      | $64883.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                       | UPM-Kymmene Oyj                                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1173 | NS      | $42540.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                                     | Rakuten Group Inc                                                               | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |      2300 | NS      | $11731.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                          | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       681 | NS      | $240903.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36225ANB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        40 | PA      | $40.25        | 0.00%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                          | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      5750 | NS      | $684442.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd                 | HK Electric Investments & HK Electric Investments Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |      5500 | NS      | $3801.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                                     | State Street Corp                                                               | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248704.98    | 0.06%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                | Potomac Electric Power Co                                                       | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88838.95     | 0.02%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of Kyoto Ltd/The                                                 | Bank of Kyoto Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300LRPVT8N6FNFC04 | Long             | EC               | CORP              | JP        |       200 | NS      | $9307.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Telecom Ltd                                                       | TPG Telecom Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       781 | NS      | $2668.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     45578 | NS      | $6576449.62   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FNSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68418 | PA      | $66081.64     | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                       | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      2600 | NS      | $112444.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                              | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       350 | NS      | $58887.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137FGG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $29338.75     | 0.01%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                   | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       785 | NS      | $29735.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                       | Danske Bank A/S                                                                 | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    248000 | PA      | $251798.95    | 0.06%             | 2026-01-09      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       284 | NS      | $20368.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marui Group Co Ltd                                                    | Marui Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 52990081ZYFHQZEEMU57 | Long             | EC               | CORP              | JP        |       500 | NS      | $8515.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                     | First Franklin Mortgage Loan Trust 2004-FF4                                     | CUSIP: 32027NJL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1156 | PA      | $1165.19      | 0.00%             | 2034-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                  | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      1524 | NS      | $56642.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221093.10    | 0.05%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q8NU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48855 | PA      | $47992.29     | 0.01%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| voestalpine AG                                                        | voestalpine AG                                                                  | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |       243 | NS      | $8061.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $288102.53    | 0.07%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                                | MatsukiyoCocokara & Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $14956.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                    | Auckland International Airport Ltd                                              | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      2655 | NS      | $14613.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                             | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      3500 | NS      | $109355.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                  | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |       474 | NS      | $4527.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                    | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       989 | NS      | $10540.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4048 | NS      | $3070286.56   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3360000 | PA      | $3263531.24   | 0.74%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                     | Atmos Energy Corp                                                               | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144992.18    | 0.03%             | 2023-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                    | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     58024 | NS      | $66846.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                  | Kaiser Aluminum Corp                                                            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $114125.00    | 0.03%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31283HJS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1535 | PA      | $1535.60      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                    | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $223532.76    | 0.05%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                        | William Carter Co/The                                                           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72964.51     | 0.02%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                             | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      1800 | NS      | $85099.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                                         | Schibsted ASA                                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |       216 | NS      | $4508.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                                                  | Pilbara Minerals Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |      5726 | NS      | $19454.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34113.43     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                              | EQM Midstream Partners LP                                                       | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175412.00    | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                                     | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       600 | NS      | $28650.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                             | Sofina SA                                                                       | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        33 | NS      | $7859.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                             | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     29609 | NS      | $2745642.57   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $194579.86    | 0.04%             | 2025-01-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Demant A/S                                                            | Demant A/S                                                                      | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |       209 | NS      | $5917.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    765000 | PA      | $733587.08    | 0.17%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| IAC Inc                                                               | IAC Inc                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      2690 | NS      | $151985.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $113898.15    | 0.03%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                   | DBGS 2018-BIOD Mortgage Trust                                                   | CUSIP: 23306GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91376 | PA      | $89544.49     | 0.02%             | 2035-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Corp Trust 2017-GPTX                                     | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $162979.71    | 0.04%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| ConvaTec Group PLC                                                    | ConvaTec Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |      3493 | NS      | $10095.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                            | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      1750 | NS      | $49259.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                               | Edenred                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       549 | NS      | $29875.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                                 | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       992 | NS      | $165386.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $180489.89    | 0.04%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp                                                          | Kyocera Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $41594.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245313.66    | 0.06%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                                           | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     10022 | NS      | $32384.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                       | Sands China Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |      5600 | NS      | $20966.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                  | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94432.05     | 0.02%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                      | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      1253 | NS      | $38742.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                           | Aker BP ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       681 | NS      | $20749.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                      | MGM Resorts International                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72323.72     | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                                | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       400 | NS      | $7022.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                                           | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      5393 | NS      | $13942.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136ATVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22653 | PA      | $896.91       | 0.00%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40010.76     | 0.01%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                              | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    230000 | PA      | $204021.59    | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                            | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |       637 | NS      | $8430.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                        | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       355 | NS      | $96570.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER CO                                                        | HB Fuller Co                                                                    | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221250.00    | 0.05%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y4PJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72382 | PA      | $72596.70     | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                               | Nationwide Building Society                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199510.00    | 0.05%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                               | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |       398 | NS      | $11275.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    408000 | PA      | $335166.52    | 0.08%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    385000 | PA      | $345086.23    | 0.08%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                                    | Telekom Austria AG                                                              | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |       307 | NS      | $2062.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                              | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    295000 | PA      | $281938.65    | 0.06%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                              | Charles River Laboratories International Inc                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102428.75    | 0.02%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                                | Warehouses De Pauw CVA                                                          | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |       341 | NS      | $10826.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                | Lumen Technologies Inc                                                          | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    215000 | PA      | $181299.29    | 0.04%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                           | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       688 | NS      | $152873.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                              | Sumitomo Chemical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |      3500 | NS      | $13419.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31378PCM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        84 | PA      | $86.49        | 0.00%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $710.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                              | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        52 | NS      | $18166.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    385000 | PA      | $334825.43    | 0.08%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                            | DOLP Trust 2021-NYC                                                             | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $317377.25    | 0.07%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                        | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      6042 | NS      | $100123.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                       | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7063 | NS      | $1054576.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                           | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      5283 | NS      | $477797.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                             | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |      2657 | NS      | $27354.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                      | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       113 | NS      | $173219.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                       | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     78197 | NS      | $911906.46    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap Inc/The                                                           | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3766 | NS      | $51104.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2019-2                                               | CUSIP: 33845WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55877 | PA      | $55646.68     | 0.01%             | 2025-05-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                     | Waste Pro USA Inc                                                               | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232500.00    | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                                        | Kintetsu Group Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $13002.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Emerging Markets Equity Fund                                 | JPMorgan Emerging Markets Equity Fund                                           | CUSIP: 48121L122<br>LEI: YGO3SVACG8PL3FXK2G86 | Long             | EC               | RF                | US        |      9177 | NS      | $283853.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                                     | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      8519 | NS      | $108360.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                    | Koninklijke DSM NV                                                              | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |       385 | NS      | $49502.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                         | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $50065.75     | 0.01%             | 2049-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242566 | PA      | $229779.21    | 0.05%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                               | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |       223 | NS      | $12704.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                      | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      1700 | NS      | $20423.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                 | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1194 | NS      | $228197.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                         | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    137800 | NS      | $1556108.14   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                            | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2761 | NS      | $1061079.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                              | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |       500 | NS      | $18053.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                                    | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      5284 | NS      | $214160.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $178209.43    | 0.04%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                                  | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      1057 | NS      | $23636.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                       | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      7220 | NS      | $248584.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                                 | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      4500 | NS      | $28751.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                           | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       132 | NS      | $12447.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                              | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     42000 | PA      | $41372.16     | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                   | Gilead Sciences Inc                                                             | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    188000 | PA      | $182825.38    | 0.04%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                  | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     13900 | NS      | $677492.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418BX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47264 | PA      | $46322.33     | 0.01%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                | Federal Home Loan Banks                                                         | CUSIP: 3130ALDV3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    890000 | PA      | $680341.43    | 0.15%             | 2036-02-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                    | Roche Holdings Inc                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140777.44    | 0.03%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                          | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      8377 | NS      | $12235.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                               | Puma SE                                                                         | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |       222 | NS      | $15040.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                                        | Mitsubishi Gas Chemical Co Inc                                                  | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |       500 | NS      | $7292.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                               | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148792.87    | 0.03%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                             | CIM Trust 2019-INV1                                                             | CUSIP: 12555DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7287 | PA      | $7019.59      | 0.00%             | 2049-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd                                 | Hitachi Construction Machinery Co Ltd                                           | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |       200 | NS      | $4720.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                                           | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       400 | NS      | $13803.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63905.23     | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                                             | Ackermans & van Haaren NV                                                       | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |        48 | NS      | $8302.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                              | AmeriCredit Automobile Receivables Trust 2021-1                                 | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $547871.23    | 0.12%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                   | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    120000 | PA      | $112954.55    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    325000 | PA      | $282135.82    | 0.06%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                           | Groupe Bruxelles Lambert NV                                                     | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       222 | NS      | $18961.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                                                | Yamato Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $12227.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                        | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51486.50     | 0.01%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Olam Group Ltd                                                        | Olam Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 9845006F83F5EEC2A704 | Long             | EC               | CORP              | SG        |       800 | NS      | $973.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    320000 | PA      | $264974.04    | 0.06%             | 2027-02-02      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31385G5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3274 | PA      | $3265.63      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2014-CCRE19 Mortgage Trust                                                 | CUSIP: 12592GBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $269767.78    | 0.06%             | 2047-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                             | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       742 | NS      | $27237.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                  | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       803 | NS      | $1954582.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                                | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1032 | NS      | $120197.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                              | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129500.00    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                              | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      4179 | NS      | $57377.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                    | Coca-Cola Europacific Partners PLC                                              | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       442 | NS      | $24849.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                  | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2686 | NS      | $94762.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4919 | PA      | $5019.58      | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31386FUW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       422 | PA      | $420.99       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1325 | NS      | $142318.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                             | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      3997 | NS      | $573964.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30556.71     | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                                    | Kyowa Kirin Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       600 | NS      | $13397.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $512737.50    | 0.12%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                                | LPP SA                                                                          | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |         2 | NS      | $4683.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $182661.00    | 0.04%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                                         | Allegro.eu SA                                                                   | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | LU        |       930 | NS      | $6479.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                                    | Cooper Cos Inc/The                                                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       574 | NS      | $200285.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                                     | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        53 | NS      | $8909.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                            | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |      1295 | NS      | $23895.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                         | Kawasaki Heavy Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |       400 | NS      | $9133.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                                           | Hankyu Hanshin Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $14840.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                         | Coloplast A/S                                                                   | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      2812 | NS      | $339308.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                   | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70981.50     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust 2018-MP                                          | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $206465.76    | 0.05%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co Ltd                                                 | MEIJI Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |       400 | NS      | $20618.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                        | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      7404 | NS      | $2776055.76   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS Mortgage Trust                                                   | DBGS 2018-BIOD Mortgage Trust                                                   | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150771 | PA      | $149444.81    | 0.03%             | 2035-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Kobe Bussan Co Ltd                                                    | Kobe Bussan Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |       300 | NS      | $8668.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                                         | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     32755 | NS      | $2206376.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                            | Samsung Electronics Co Ltd                                                      | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       730 | NS      | $899725.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    595000 | PA      | $472652.30    | 0.11%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Croda International PLC                                               | Croda International PLC                                                         | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |       314 | NS      | $26756.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                              | Israel Discount Bank Ltd                                                        | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      2719 | NS      | $13892.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38378KXJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    462450 | PA      | $6940.59      | 0.00%             | 2045-06-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust 2013-C12                             | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582000 | PA      | $566276.51    | 0.13%             | 2045-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                              | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |      1395 | NS      | $14931.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202DYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29741 | PA      | $30811.05     | 0.01%             | 2033-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                            | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      1869 | NS      | $14811.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                          | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3002 | NS      | $25525.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                      | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      1800 | NS      | $17304.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                        | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       690 | NS      | $237463.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                             | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     21000 | NS      | $439558.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                        | JPN 10Y BOND(OSE) MAR23                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -43 | NC      | $526457.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                                     | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       406 | NS      | $28096.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                     | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       878 | NS      | $18284.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66583 | PA      | $64265.88     | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                                           | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $16000.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                             | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       507 | NS      | $24626.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                                              | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                 | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    115000 | PA      | $100625.00    | 0.02%             | 2025-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    216000 | PA      | $214808.61    | 0.05%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                   | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1353 | NS      | $152510.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                             | Gjensidige Forsikring ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       412 | NS      | $7404.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154535.92    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     77375 | NS      | $7979683.75   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                             | Holmen AB                                                                       | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |       201 | NS      | $8285.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                 | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      3973 | NS      | $644251.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc                                               | GMO Payment Gateway Inc                                                         | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |       100 | NS      | $9261.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                             | Axfood AB                                                                       | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |       234 | NS      | $6021.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                                   | Swatch Group AG/The                                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        63 | NS      | $22757.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $225295.76    | 0.05%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                           | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      2304 | NS      | $69993.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust                                                       | CUSIP: 89171DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65623 | PA      | $65369.41     | 0.01%             | 2053-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Prime Realty Investment Corp                                    | Japan Prime Realty Investment Corp                                              | CUSIP: 000000000<br>LEI: 353800NJOQJAY1ODEX72 | Long             | EC               |  | JP        |         2 | NS      | $5421.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |      7116 | NS      | $24436.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                              | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      2871 | NS      | $102695.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137B22H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71246 | PA      | $3746.10      | 0.00%             | 2028-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Floating Rate Note                                       | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1490476.86   | 0.34%             | 2024-10-31      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $354470.02    | 0.08%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242588.71    | 0.06%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       359 | NS      | $15945.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                                      | Venture Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       500 | NS      | $7061.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                        | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       217 | NS      | $9479.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                    | Royalty Pharma PLC                                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      4291 | NS      | $168164.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SA                                                          | Ferrovial SA                                                                    | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |      1096 | NS      | $32335.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $400000.39    | 0.09%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                           | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      1394 | NS      | $14585.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                             | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      4609 | NS      | $119724.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                    | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     12713 | NS      | $547988.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493000 | PA      | $466584.81    | 0.11%             | 2026-07-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                                            | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |       493 | NS      | $22861.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262874.08    | 0.06%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                 | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $233132.65    | 0.05%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                    | Contact Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      1691 | NS      | $8500.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                              | Howden Joinery Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |      1258 | NS      | $10722.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                            | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      5911 | NS      | $363408.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                                                               | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      1390 | NS      | $30967.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                          | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     12982 | NS      | $16193.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                         | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      1500 | NS      | $11627.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                              | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $186207.51    | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40117.40     | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                       | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      1100 | NS      | $26071.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31386XW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       229 | PA      | $236.70       | 0.00%             | 2024-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                                           | Berkeley Group Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       244 | NS      | $12521.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174213.43    | 0.04%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                 | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       100 | NS      | $60683.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                                       | Polski Koncern Naftowy ORLEN SA                                                 | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      1174 | NS      | $17648.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adevinta ASA                                                          | Adevinta ASA                                                                    | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | EC               | CORP              | NO        |       581 | NS      | $4974.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                             | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      1713 | NS      | $563158.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                                    | Intertek Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       354 | NS      | $19027.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $427812.58    | 0.10%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                               | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89252.60     | 0.02%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                       | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      2916 | NS      | $36664.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                            | GLS Auto Receivables Issuer Trust 2021-2                                        | CUSIP: 36261XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164889 | PA      | $163735.83    | 0.04%             | 2025-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                            | Denso Corp                                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      1100 | NS      | $59431.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                 | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1267 | NS      | $152116.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138029.97    | 0.03%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp                                                | Mitsubishi Motors Corp                                                          | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |      1500 | NS      | $5829.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                               | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94565 | PA      | $83346.99     | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34146.60     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     51424 | NS      | $3735953.60   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2021-1                                    | CUSIP: 96043FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322000 | PA      | $298888.51    | 0.07%             | 2026-04-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Sharp Corp/Japan                                                      | Sharp Corp/Japan                                                                | CUSIP: 000000000<br>LEI: 353800YEPK9PD7QO3449 | Long             | EC               | CORP              | JP        |       500 | NS      | $4159.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                          | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102795 | PA      | $97439.70     | 0.02%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main     | DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main               | CUSIP: 23343WUT2<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | STIV             | CORP              | DE        |    250000 | PA      | $243974.63    | 0.06%             | 2023-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70434.89     | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                   | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5868 | NS      | $1026489.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                           | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $44385.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $259362.27    | 0.06%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                                     | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      2733 | NS      | $24266.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    174000 | PA      | $163075.76    | 0.04%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Teleperformance                                                       | Teleperformance                                                                 | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       129 | NS      | $35884.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                                | SKF AB                                                                          | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        42 | NS      | $746.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1070735.26   | 0.24%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1717 | NS      | $127300.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                      | JPMorgan Prime Money Market Fund                                                | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  14953464 | NS      | $14962435.82  | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3774 | NS      | $449106.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                             | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       216 | NS      | $4997.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                             | Mapfre SA                                                                       | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |      2165 | NS      | $4348.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1564 | NS      | $96858.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                                    | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      2000 | NS      | $8979.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                 | CCG Receivables Trust 2021-1                                                    | CUSIP: 12510KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35892 | PA      | $34771.88     | 0.01%             | 2027-06-14      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                           | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      4026 | NS      | $78213.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                             | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       834 | NS      | $22191.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                   | BellRing Brands Inc                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      3414 | NS      | $96821.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136APAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78183 | PA      | $2670.73      | 0.00%             | 2045-06-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2021-1                                                      | CUSIP: 23344GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $113921.86    | 0.03%             | 2026-10-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                     | EURO-BUND FUTURE MAR23                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -196 | NC      | $1012700.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     13253 | NS      | $93276.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                 | Kirin Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      1800 | NS      | $27723.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                        | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     11279 | NS      | $1829566.59   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                                       | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      3300 | NS      | $110480.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                                         | Confluent Inc                                                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      4864 | NS      | $112358.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                                         | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1175 | NS      | $96761.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25061.02     | 0.01%             | 2023-07-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      3376 | NS      | $35130.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                       | Bermuda Government International Bond                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    260000 | PA      | $222300.00    | 0.05%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                           | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |         1 | NC      | $-13121.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                         | Whitbread PLC                                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       436 | NS      | $16415.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                         | Beijer Ref AB                                                                   | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |       537 | NS      | $8287.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                           | Powszechna Kasa Oszczednosci Bank Polski SA                                     | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |      1867 | NS      | $13934.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                        | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19151 | NS      | $2333932.37   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corp                                            | Nippon Sanso Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |       400 | NS      | $6530.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     43885 | NS      | $323532.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                           | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       520 | NS      | $51821.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer