# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-25-207207
**Filing Date:** 2025-8
**Character Count:** 377225
**Document Hash:** 59b526888d585a87d109c0107cca1a57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207207.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207207

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 251260925

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### Schroders Global Multi-Asset Portfolio (Series ID: S000036842)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000112671 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 980-949-5089

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

- **a. Name of Series:** Schroders Global Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000036842

- **c. LEI of Series:** 8OCFT4TTGW72E43PUE28

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $661083716.22

**Total Liabilities:** $59681413.89

**Net Assets:** $601402302.33

**Amount of Assets Invested in Other Investment Companies:** $153074.70

**Cash Not Reported:** $14862687.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -226.19000000 | **1-Year:** -7173.32000000 | **5-Year:** -50734.79000000 | **10-Year:** -69514.05000000 | **30-Year:** -32375.69000000

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

- **3-Month:** -31.17000000 | **1-Year:** -81.85000000 | **5-Year:** -602.71000000 | **10-Year:** -366.41000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112671 | -2.43%               | 1.58%                | 3.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-740767.05              | $60828.03                                  |
| Month 2  | $6031625.07              | $13136462.22                               |
| Month 3  | $493741.72               | $19095492.59                               |

**Designated Index Information**

- **Index Name:** 60% MSCI World Index 40% Bloomberg US Corporate Bond Index

- **Index Identifier:** 60%MXWO 40%LUACTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1439 | NS      | $335114.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                         | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    532000 | PA      | $536855.86    | 0.09%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| B2Gold Corp                                               | B2Gold Corp                                                                     | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     18368 | NS      | $66363.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $35073.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011979.14   | 0.17%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      6000 | NS      | $321032.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1308379.24   | 0.22%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                               | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    824000 | PA      | $733323.73    | 0.12%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    750000 | PA      | $666069.03    | 0.11%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1477000 | PA      | $1311448.11   | 0.22%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1064 | NS      | $61265.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       938 | NS      | $491935.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       323 | NS      | $70446.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     19120 | NS      | $1326545.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       405 | NS      | $79983.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                 | Carpenter Technology Corp                                                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       366 | NS      | $101155.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1559 | NS      | $84750.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5453 | NS      | $1486978.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2092 | NS      | $1647721.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2721 | NS      | $72052.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $292569.09    | 0.05%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1062191.03   | 0.18%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| Omega Healthcare Investors Inc                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      6223 | NS      | $228072.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp                                               | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |     26600 | NS      | $204998.67    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       302 | NS      | $93124.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      8403 | NS      | $96298.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $7612.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       247 | NC      | $480581.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1302 | NS      | $131423.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     24441 | NS      | $126387.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       521 | NS      | $59591.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14755104.30  | 2.45%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3400 | NS      | $178686.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1579117.99   | 0.26%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| Blackrock Inc                                             | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1249 | NS      | $1310513.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      2247 | NS      | $671605.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       967 | NS      | $414051.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    500000 | PA      | $503164.69    | 0.08%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3052219.46   | 0.51%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2061470.36   | 0.34%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       398 | NS      | $41304.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      1899 | NS      | $106065.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3996 | NS      | $196643.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      4900 | NS      | $109300.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       343 | NS      | $111848.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1233 | NS      | $238967.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       370 | NS      | $105071.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      5066 | NS      | $778796.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      2700 | NS      | $141138.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       989 | NS      | $101726.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       362 | NS      | $208779.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5904 | NS      | $331509.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      7779 | NS      | $218408.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2475 | NS      | $660478.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $537994.55    | 0.09%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Atlassian Corp                                            | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       377 | NS      | $76564.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       959 | NS      | $426946.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2475 | NS      | $139887.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4498 | NS      | $303345.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Okta Inc                                                  | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1723 | NS      | $172248.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2479 | NS      | $570368.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      3599 | NS      | $154387.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8572 | NS      | $1309373.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Nyrt                                       | Richter Gedeon Nyrt                                                             | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      2014 | NS      | $59364.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2576 | NS      | $752629.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2109099.32   | 0.35%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      6400 | NS      | $77588.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     16934 | NS      | $224989.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      8539 | NS      | $221068.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311373.57    | 0.05%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1080 | NS      | $149623.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4280 | NS      | $1335231.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     64318 | NS      | $320847.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3042885.95   | 0.51%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                         | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      1177 | NS      | $121455.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       372 | NS      | $44666.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Montreal                                          | Bank of Montreal                                                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      2317 | NS      | $256771.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                                       | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    781000 | PA      | $764571.11    | 0.13%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1964634.47   | 0.33%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1517 | NS      | $1214582.01   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       363 | NS      | $273484.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp                                                                 | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      3680 | NS      | $227758.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilibili Inc                                              | Bilibili Inc                                                                    | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |      3020 | NS      | $64779.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    672000 | PA      | $619662.22    | 0.10%             | 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        |      5212 | NS      | $1536393.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1025 | NS      | $105226.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1518 | NS      | $228557.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       727 | NS      | $97723.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3669 | NS      | $362313.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     13673 | NS      | $1095480.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    935000 | PA      | $788615.66    | 0.13%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1031 | NS      | $171259.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     54700 | NS      | $748932.17    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     78900 | NS      | $237097.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     16641 | NS      | $1155218.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       721 | NS      | $192031.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $35343.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1566 | NS      | $81134.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DR Horton Inc                                             | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1741 | NS      | $224449.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3589 | NS      | $522055.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $2249675.20   | 0.37%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     30524 | NS      | $313968.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                           | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      2524 | NS      | $85311.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1056 | NS      | $331520.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie Inc                                                | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8608 | NS      | $1597816.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Electric Co Ltd                                  | Furukawa Electric Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |      1400 | NS      | $67886.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                              | Gaztransport Et Technigaz SA                                                    | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |      1405 | NS      | $278890.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1993987.28   | 0.33%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Osaka Exchange                                            | TOPIX INDX FUTR SEP25                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -16 | NC      | $-71638.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      4534 | NS      | $252918.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     10862 | NS      | $661595.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       484 | NS      | $136517.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| nVent Electric PLC                                        | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       982 | NS      | $71931.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      3579 | NS      | $435222.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      6261 | NS      | $395382.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       893 | NS      | $62969.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4881 | NS      | $1484740.17   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $102187.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    412000 | PA      | $407792.17    | 0.07%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      1360 | NS      | $115053.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                     | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    594000 | PA      | $605223.90    | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Olympus Corp                                              | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      6000 | NS      | $71193.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $650690.50    | 0.11%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Sanwa Holdings Corp                                       | Sanwa Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |      3600 | NS      | $119349.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     41221 | NS      | $350430.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Primerica Inc                                             | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       266 | NS      | $72796.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      3800 | NS      | $281488.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                    | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1494287.73   | 0.25%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| ASR Nederland NV                                          | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1487 | NS      | $98766.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1936 | NS      | $784970.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2284 | NS      | $2261022.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037820.92   | 0.17%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                                 | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    903000 | PA      | $896109.73    | 0.15%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Holcim AG                                                 | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      2617 | NS      | $195066.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2029795.78   | 0.34%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    772000 | PA      | $789104.18    | 0.13%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      3541 | NS      | $112167.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Cloudflare Inc                                            | Cloudflare Inc                                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1885 | NS      | $369139.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       164 | NS      | $601347.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     13854 | NS      | $1292578.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                        | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      1029 | NS      | $31754.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1350 | NS      | $105340.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp                                                                     | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |      5027 | NS      | $164422.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      5451 | NS      | $490967.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        16 | NC      | $17969.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1964 | NS      | $146239.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      2062 | NS      | $214860.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3541 | NS      | $423539.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| 3M Co                                                     | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2505 | NS      | $381361.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     23900 | NS      | $623061.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3893 | NS      | $276558.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      1318 | NS      | $275783.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1285 | NS      | $151642.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     25666 | NS      | $899408.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       575 | NS      | $51615.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4426000 | PA      | $4017759.48   | 0.67%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519080.00   | 0.25%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BACARDI-MARTINI BV                                        | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    771000 | PA      | $795970.39    | 0.13%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc                                     | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4378 | NS      | $539588.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      8124 | NS      | $510268.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       143 | NS      | $79598.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     15300 | NS      | $147804.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1078000 | PA      | $1085841.36   | 0.18%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       573 | NS      | $186971.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      7989 | NS      | $680023.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      5490 | NS      | $28633.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    286000 | PA      | $291337.15    | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Chubb Ltd                                                 | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3641 | NS      | $1054870.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      2900 | NS      | $99005.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      2526 | NS      | $404008.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Prime Services LLC                                     | TD Prime Services LLC                                                           | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   1900000 | PA      | $1900000.00   | 0.32%             |  |  |  | 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        |      1882 | NS      | $350842.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1074713.01   | 0.18%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Spotify Technology SA                                     | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       956 | NS      | $733577.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     40436 | NS      | $777320.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       803 | NS      | $234202.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3661 | NS      | $342779.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      3150 | NS      | $38961.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     15120 | NS      | $534632.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527902.15    | 0.09%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1092673.03   | 0.18%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       960 | NS      | $233779.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      2033 | NS      | $43099.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3334000 | PA      | $2427142.33   | 0.40%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1129 | NS      | $162711.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      9244 | NS      | $329918.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2131838.55   | 0.35%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      3700 | NS      | $89895.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED SEK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $11452.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      6103 | NS      | $448890.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      4161 | NS      | $114862.48    | 0.02%             |  |  |  | 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        |      1608 | NS      | $111670.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1216 | NS      | $187397.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Toray Industries Inc                                      | Toray Industries Inc                                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     13200 | NS      | $90159.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2127 | NS      | $1066881.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6915 | NS      | $300249.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       169 | NS      | $56946.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     13003 | NS      | $777340.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                    | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324709.83    | 0.05%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1562 | NS      | $202341.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      3081 | NS      | $170368.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UNUM GROUP                                                | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    795000 | PA      | $629278.78    | 0.10%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                  | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    637000 | PA      | $654548.10    | 0.11%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                       | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      3380 | NS      | $193674.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        86 | NS      | $55062.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     27700 | NS      | $802437.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                    | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      2203 | NS      | $173052.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4663 | NS      | $1039242.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5325 | NS      | $464180.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1078439.69   | 0.18%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       147 | NS      | $34015.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Truist Financial Corp                                     | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      6890 | NS      | $296201.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916362.55    | 0.15%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Next PLC                                                  | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       433 | NS      | $73974.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4284 | NS      | $319286.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto                          | The Bank Of Nova Scotia, Toronto                                                | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $2347.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      1972 | NS      | $134149.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     12190 | NS      | $1729761.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3486 | NS      | $58425.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                  | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    404000 | PA      | $421880.35    | 0.07%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     29233 | NS      | $741933.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4576 | NS      | $604215.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                                          | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      5200 | NS      | $113742.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      7493 | NS      | $1555696.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                             | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       716 | NS      | $42201.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       747 | NS      | $205888.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      5051 | NS      | $204521.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       490 | NS      | $127801.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $978750.00    | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    456000 | PA      | $459620.21    | 0.08%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1800 | NS      | $343655.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1651 | NS      | $45963.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3973 | NS      | $295273.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $699342.67    | 0.12%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1568 | NS      | $85111.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       590 | NS      | $72334.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     32265 | NS      | $5686060.95   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIS FUNDING TRUST                                       | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1424878.35   | 0.24%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $633353.34    | 0.11%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     18225 | NS      | $65549.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557147.96    | 0.09%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       584 | NS      | $47187.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherent Corp                                             | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       418 | NS      | $37289.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1082 | NS      | $129082.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1502 | NS      | $105695.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      3738 | NS      | $392938.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      3269 | NS      | $44482.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1693 | NS      | $132935.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    287425 | NS      | $302685.58    | 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        |     52857 | NS      | $44411.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10912 | NS      | $3874305.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1518 | NS      | $31043.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5338 | NS      | $490188.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Celestica Inc                                             | Celestica Inc                                                                   | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       942 | NS      | $147178.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     12276 | NS      | $556668.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1773000 | PA      | $1851043.98   | 0.31%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES SEP25                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        19 | NC      | $-966.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    313000 | PA      | $324084.54    | 0.05%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2350 | NS      | $768239.53    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      5985 | NS      | $122552.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1585 | NS      | $247180.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1012 | NS      | $162506.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                 | Halozyme Therapeutics Inc                                                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1247 | NS      | $64868.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     16620 | NS      | $1785154.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       880 | NS      | $80264.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSTELLATION SOFTWARE INC                                | CONSTELLATION SOFTWARE INC                                                      | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       208 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       571 | NS      | $70569.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1677 | NS      | $88512.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      3678 | NS      | $174079.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       900 | NS      | $106324.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1052 | NS      | $271416.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       853 | NS      | $331782.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1192 | NS      | $131847.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lam Research Corp                                         | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8240 | NS      | $802081.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3251 | NS      | $124643.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto                          | The Bank Of Nova Scotia, Toronto                                                | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                         | Nippon Telegraph & Telephone Corp                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     40900 | NS      | $43677.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1105 | NS      | $241431.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1352 | NS      | $213291.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      3141 | NS      | $86985.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2883 | NS      | $403965.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sulzer AG                                                 | Sulzer AG                                                                       | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |       782 | NS      | $141717.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       231 | NS      | $29011.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2166 | NS      | $305188.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      2596 | NS      | $176346.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    339000 | PA      | $292644.10    | 0.05%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fiserv Inc                                                | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2364 | NS      | $407577.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1717 | NS      | $88597.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     15666 | NS      | $2495907.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326554.53    | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      9325 | NS      | $573556.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946546.77    | 0.16%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1059000 | PA      | $1057256.78   | 0.18%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| MasTec Inc                                                | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       433 | NS      | $73796.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     12089 | NS      | $843545.95    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-101107.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1293 | NS      | $137497.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     19797 | NS      | $139004.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      1027 | NS      | $27806.75     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III                                  | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $342570.51    | 0.06%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1794 | NS      | $398034.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010856.36   | 0.17%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       841 | NS      | $136494.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      4400 | NS      | $102456.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985869.19    | 0.16%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| National Bank Of Canada                                   | National Bank Of Canada                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      8943 | NS      | $485111.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      4062 | NS      | $97523.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                            | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       855 | NS      | $138886.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      3900 | NS      | $89890.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Cummins Inc                                               | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       449 | NS      | $147047.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       558 | NS      | $133920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       172 | NS      | $43775.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1404 | NS      | $439648.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Kao Corp                                                  | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      3000 | NS      | $134276.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       579 | NS      | $103403.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1068930.76   | 0.18%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       603 | NS      | $154349.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      4000 | NS      | $210190.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     35629 | NS      | $17722220.89  | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      4423 | NS      | $165681.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                        | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028367.89   | 0.17%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     22000 | NS      | $144479.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     19634 | NS      | $186349.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20 | NC      | $14780.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       166 | NS      | $31428.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      5853 | NS      | $304996.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       869 | NS      | $149685.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1754 | NS      | $225231.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       846 | NS      | $186982.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       163 | NS      | $35557.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       551 | NS      | $43822.07     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       366 | NS      | $36248.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       368 | NS      | $69349.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $980413.67    | 0.16%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       496 | NS      | $78164.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2110 | NS      | $607637.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Axon Enterprise Inc                                       | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       449 | NS      | $371745.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2659 | NS      | $487846.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3360 | NS      | $615115.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1154 | NS      | $48479.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      4668 | NS      | $336049.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     12300 | NS      | $92976.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       796 | NS      | $54303.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $89856.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       427 | NS      | $141836.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       706 | NS      | $154308.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3019538.61   | 0.50%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2413000 | PA      | $2506026.94   | 0.42%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Orion Oyj                                                 | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      3791 | NS      | $285354.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1448 | NS      | $467356.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Gold Fields Ltd                                           | Gold Fields Ltd                                                                 | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      3137 | NS      | $74252.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                 | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              |  | MX        |    518000 | PA      | $539815.57    | 0.09%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1000000 | PA      | $879208.86    | 0.15%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ENI SPA                                                   | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    432000 | PA      | $441853.90    | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Stryker Corp                                              | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      3095 | NS      | $1224474.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        18 | NS      | $38082.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1439 | NS      | $629432.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmont Corp                                              | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      3334 | NS      | $194238.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        43 | NS      | $78952.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       326 | NS      | $99919.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    120175 | NS      | $18986448.25  | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp                                                | Ebara Corp                                                                      | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |      7800 | NS      | $149541.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                  | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    572000 | PA      | $575540.98    | 0.10%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                         | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1011508.44   | 0.17%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139928.66    | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7202 | NS      | $1031254.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2287 | NS      | $884794.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      3249 | NS      | $56597.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      6195 | NS      | $95474.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1766934.69   | 0.29%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       637 | NS      | $154695.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     10756 | NS      | $528671.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK USA NV                               | FIRST ABU DHABI BANK USA NV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.33%             | 2025-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      1600 | NS      | $55587.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2522 | NS      | $577084.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     17152 | NS      | $326964.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1308215.21   | 0.22%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    286000 | PA      | $282876.27    | 0.05%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      2467 | NS      | $100581.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd       | HD Korea Shipbuilding & Offshore Engineering Co Ltd                             | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       137 | NS      | $37188.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -344 | NC      | $-2867404.58  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28111 | NS      | $4986610.29   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                        | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $302998.20    | 0.05%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1219 | NS      | $402977.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    946000 | PA      | $965251.77    | 0.16%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1282 | NS      | $242453.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3059000 | PA      | $2188396.39   | 0.36%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       517 | NS      | $100292.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                    | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3207 | NS      | $242994.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd                           | Mitsui Mining & Smelting Co Ltd                                                 | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      1600 | NS      | $55688.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     10860 | NS      | $978811.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      2119 | NS      | $80589.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2574 | NS      | $177554.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      1140 | NS      | $117112.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1666 | NS      | $114270.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       510 | NS      | $118880.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       246 | NS      | $131582.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       488 | NS      | $46560.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      4540 | NS      | $156623.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                        | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1591716.01   | 0.26%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      9695 | NS      | $1202276.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     56190 | NS      | $178994.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      2180 | NS      | $1022812.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS FIN US INC                                     | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1080247.57   | 0.18%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       868 | NS      | $181168.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       491 | NS      | $185637.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       869 | NS      | $85726.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                        | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1511000 | PA      | $1514368.56   | 0.25%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Gartner Inc                                               | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1388 | NS      | $561057.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2020 | NS      | $441652.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    546000 | PA      | $556738.41    | 0.09%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     21140 | NS      | $2067069.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     13600 | NS      | $277091.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp                                                 | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |      1400 | NS      | $42158.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      3972 | NS      | $134532.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      9300 | NS      | $91190.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182589.84    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     28444 | NS      | $2012413.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     10396 | NS      | $1099065.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4373221.29   | 0.73%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1888018.56   | 0.31%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Shopify Inc                                               | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      4521 | NS      | $521438.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       188 | NS      | $39478.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      6334 | NS      | $834780.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       533 | NS      | $156392.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      8000 | NS      | $88124.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    988000 | PA      | $961468.79    | 0.16%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Airbnb Inc                                                | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       956 | NS      | $126517.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                             | Sanrio Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |      1400 | NS      | $67719.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16195 | NS      | $1745821.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      1327 | NS      | $51678.64     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6231 | NS      | $327688.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                             | Deutsche Bank Securities Inc.                                                   | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |   7397160 | PA      | $7397159.90   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -112 | NC      | $135006.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     10700 | NS      | $193437.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT SEP25                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        55 | NC      | $76275.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      2950 | NS      | $609310.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      8938 | NS      | $887738.47    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    949000 | PA      | $972848.03    | 0.16%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       701 | NS      | $72777.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2151000 | PA      | $1504938.55   | 0.25%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                               | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3123 | NS      | $238722.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509990.84    | 0.08%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      9000 | NS      | $40047.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                      | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2212464.70   | 0.37%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       900 | NS      | $361384.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      7754 | NS      | $230052.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2813 | NS      | $335143.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2361 | NS      | $302231.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      4382 | NS      | $108170.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       361 | NS      | $60367.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     10088 | NS      | $1375196.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    619000 | PA      | $606730.29    | 0.10%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Waste Connections Inc                                     | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1175 | NS      | $219494.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3746 | NS      | $289940.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1544063.55   | 0.26%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2678 | NS      | $268737.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | SWP: OIS 3.740000 24-JUL-2035 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 165000000 | OU      | $1369274.90   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | Citibank NA                                                                     | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3614579.32   | 0.60%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                       | Shift4 Payments Inc                                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       356 | NS      | $35283.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rambus Inc                                                | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       724 | NS      | $46350.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      6600 | NS      | $97626.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                   | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2849 | NS      | $245982.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      5691 | NS      | $177956.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      1662 | NS      | $242849.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      1351 | NS      | $108620.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    640000 | PA      | $548851.97    | 0.09%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2085108.48   | 0.35%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      8580 | NS      | $1059544.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      6522 | NS      | $153583.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    571000 | PA      | $581416.64    | 0.10%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| Incyte Corp                                               | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       706 | NS      | $48078.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855028.60    | 0.14%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp                                                         | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $33804.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      7114 | NS      | $104211.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      8496 | NS      | $532189.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      7000 | NS      | $64248.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1076406.57   | 0.18%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7774 | NS      | $3776375.98   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                     | ESCO Technologies Inc                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       368 | NS      | $70608.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4330573.63   | 0.72%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc                                       | Texas Roadhouse Inc                                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1771 | NS      | $331903.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                          | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       117 | NS      | $233691.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group                         | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      1848 | NS      | $36017.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      3305 | NS      | $49661.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       369 | NS      | $90962.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       909 | NS      | $218359.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       327 | NS      | $102898.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     99391 | NS      | $572921.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      6800 | NS      | $400378.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        25 | NS      | $48911.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     15014 | NS      | $243218.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                        | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1031104.58   | 0.17%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1525801.69   | 0.25%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| Sabra Health Care REIT Inc                                | Sabra Health Care REIT Inc                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      6872 | NS      | $126719.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       638 | NS      | $970168.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3164 | NS      | $4237007.32   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2003 | NS      | $617224.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      5961 | NS      | $831307.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      7043 | NS      | $148043.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     66949 | NS      | $326772.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    839000 | PA      | $814597.81    | 0.14%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    605000 | PA      | $615076.65    | 0.10%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2202 | NS      | $1196588.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp                                                | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      3900 | NS      | $106087.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Hims & Hers Health Inc                                    | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      2116 | NS      | $105482.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1803796.11   | 0.30%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       503 | NS      | $136497.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2986 | NS      | $804547.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4258 | NS      | $2392740.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    887000 | PA      | $880342.28    | 0.15%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Republic Services Inc                                     | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2017 | NS      | $497412.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     31797 | NS      | $920205.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -129 | NC      | $-42537.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       864 | NS      | $86305.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cargurus Inc                                              | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1189 | NS      | $39795.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      5700 | NS      | $187831.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                               | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       411 | NS      | $45296.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     10115 | NS      | $392343.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     22700 | NS      | $6257255.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                  | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    707000 | PA      | $699548.23    | 0.12%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                 | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1903 | NS      | $531336.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      8704 | NS      | $193988.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     27180 | NS      | $1286157.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       923 | NS      | $74541.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     34900 | NS      | $599482.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       782 | NS      | $256496.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Japan Elevator Service Holdings Co Ltd                    | Japan Elevator Service Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $144250.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    284000 | PA      | $290743.35    | 0.05%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| Snap Inc                                                  | Snap Inc                                                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      3562 | NS      | $30953.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      9181 | NS      | $92065.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                                  | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |       198 | NS      | $182660.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10093 | NS      | $3206142.38   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     16340 | NS      | $739385.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      1900 | NS      | $136431.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     11300 | NS      | $158554.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     22060 | NS      | $807665.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $468342.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                               | Swissquote Group Holding SA                                                     | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |       114 | NS      | $64751.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     16411 | NS      | $360136.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4988 | NS      | $1828800.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      1100 | NS      | $216713.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     16209 | NS      | $363081.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   7674373 | PA      | $7674372.68   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                      | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      3100 | NS      | $103368.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      2012 | NS      | $166593.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6744000 | PA      | $6158957.53   | 1.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      6151 | NS      | $358434.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |     48600 | NS      | $82957.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     12700 | NS      | $122463.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      3289 | NS      | $67325.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $766749.03    | 0.13%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| National Bank Of Canada                                   | National Bank Of Canada                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      3646 | NS      | $250675.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                   | IMI PLC                                                                         | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |      1609 | NS      | $46260.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      3447 | NS      | $94379.27     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                | Eurobank Ergasias Services and Holdings SA                                      | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |     14032 | NS      | $48323.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     14026 | NS      | $586393.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Radian Group Inc                                          | Radian Group Inc                                                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      1222 | NS      | $44016.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                   | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    658000 | PA      | $664233.46    | 0.11%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $41319.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ING Financial Markets LLC                                 | ING Financial Markets LLC                                                       | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1186000 | PA      | $1085277.18   | 0.18%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                               | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    832000 | PA      | $847973.53    | 0.14%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6696 | NS      | $910722.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                         | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    950000 | PA      | $969737.49    | 0.16%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Legrand SA                                                | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       807 | NS      | $107793.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981844.22   | 0.33%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                                | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       959 | NS      | $217990.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Veralto Corp                                              | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       904 | NS      | $91258.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                                                 | Nexans SA                                                                       | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |       584 | NS      | $76438.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       942 | NS      | $62869.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     10353 | NS      | $112330.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FISERV INC                                                | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779842.64    | 0.13%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1277 | NS      | $181167.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SBA Communications Corp                                   | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       479 | NS      | $112488.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     15060 | NS      | $1540788.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                      | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1007146.85   | 0.17%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      3143 | NS      | $99167.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      2600 | NS      | $128243.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                                | HD Hyundai Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       664 | NS      | $249375.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     15195 | NS      | $131645.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    500000 | PA      | $565288.51    | 0.09%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1354 | NS      | $945728.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       152 | NS      | $108604.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1456 | NS      | $107845.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      6337 | NS      | $206776.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1475000 | PA      | $1507412.83   | 0.25%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      2220 | NS      | $122872.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                                | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      5000 | NS      | $96784.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9380 | NS      | $275772.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1281 | NS      | $906627.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      4050 | NS      | $228501.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                                | Acuity Inc                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $73988.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      4822 | NS      | $209033.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       834 | NS      | $857418.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3211 | NS      | $117972.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      2600 | NS      | $48646.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                                            | Niterra Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      1200 | NS      | $39988.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                                       | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       144 | NS      | $70351.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1871 | NS      | $141709.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      1590 | NS      | $250623.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      7278 | NS      | $228748.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    750000 | PA      | $765632.29    | 0.13%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      7810 | NS      | $202337.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Of Nova Scotia NY Agency                             | Bank Of Nova Scotia NY Agency                                                   | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     19600 | NS      | $491372.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1652 | NS      | $134489.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      1250 | NS      | $80129.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                          | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    606000 | PA      | $615129.65    | 0.10%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CF Secured LLC                                            | CF Secured LLC                                                                  | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2566 | NS      | $881061.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                                     | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      5000 | NS      | $70392.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      2419 | NS      | $132912.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998327.04    | 0.17%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Dexcom Inc                                                | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1112 | NS      | $97066.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        31 | NS      | $150362.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1063450.59   | 0.18%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | XAP CONS STAPLES SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -151 | NC      | $-41607.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      6843 | NS      | $383323.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     84700 | NS      | $148029.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     10700 | NS      | $350235.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      3225 | NS      | $151026.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      9580 | NS      | $642531.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                              | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      4422 | NS      | $178383.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      9554 | NS      | $2459104.06   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      9800 | NS      | $118062.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1974 | NS      | $1003759.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Hydro One Ltd                                             | Hydro One Ltd                                                                   | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      7948 | NS      | $286402.32    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       628 | NS      | $108981.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       934 | NS      | $654960.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2042 | NS      | $486036.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      2291 | NS      | $187182.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      6539 | NS      | $596618.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1977 | NS      | $488813.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       645 | NS      | $28331.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2406 | NS      | $253736.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Eversource Energy                                         | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1641 | NS      | $104400.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2486 | NS      | $293348.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1815 | NS      | $735384.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      4279 | NS      | $957511.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11466 | NS      | $8462939.94   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     18878 | NS      | $457602.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2200 | NS      | $261172.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2397 | NS      | $692253.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     16667 | NS      | $306888.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       954 | NS      | $121711.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1250474.53   | 0.21%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| Nomura Securities International Inc                       | Nomura Securities International Inc                                             | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    297000 | PA      | $303621.94    | 0.05%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       322 | NS      | $76500.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       163 | NS      | $89863.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      2417 | NS      | $400110.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Waste Connections Inc                                     | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1682 | NS      | $314063.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     14008 | NS      | $475965.70    | 0.08%             |  |  |  | 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        |      3336 | NS      | $77584.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18861 | NS      | $816115.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        31 | NC      | $104936.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     11089 | NS      | $266518.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1096133.03   | 0.18%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Generali                                                  | Generali                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      5112 | NS      | $181962.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      9976 | NS      | $2181052.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $26947.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     16460 | NS      | $272784.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      3158 | NS      | $162689.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     10496 | NS      | $1532625.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1227268.50   | 0.20%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1194 | NS      | $93382.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        50 | NS      | $90251.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR + CO INC  A                                           | KKR + CO INC  A                                                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       615 | NS      | $81813.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | XAV HEALTH CARE SEP25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        90 | NC      | $-56051.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       560 | NS      | $69602.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     13052 | NS      | $211400.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $49775.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                              | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1082253.22   | 0.18%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Eiffage SA                                                | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       677 | NS      | $95209.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                       | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1070267.72   | 0.18%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Autodesk Inc                                              | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1131 | NS      | $350123.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      1514 | NS      | $106766.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       929 | NS      | $39888.02     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1293 | NS      | $658537.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1009 | NS      | $359970.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3381 | NS      | $1789056.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      2747 | NS      | $410896.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2370 | NS      | $69678.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      1012 | NS      | $496178.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |   2405000 | PA      | $2396394.67   | 0.40%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028442.24   | 0.34%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MonotaRO Co Ltd                                           | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $35529.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       751 | NS      | $151183.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp SA                                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      7305 | NS      | $156433.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    480000 | PA      | $420209.08    | 0.07%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Solventum Corp                                            | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       273 | NS      | $20704.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2123 | NS      | $356664.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1258 | NS      | $377211.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2617 | NS      | $130544.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       898 | NS      | $210979.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      3400 | NS      | $246517.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       597 | NS      | $102156.66    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    724000 | PA      | $640804.26    | 0.11%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Bayer AG                                                  | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1388 | NS      | $41737.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      4474 | NS      | $69914.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518557.12   | 0.25%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| MicroStrategy Inc                                         | MicroStrategy Inc                                                               | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       448 | NS      | $181095.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Carrier Global Corp                                       | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      6683 | NS      | $489128.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       425 | NS      | $240907.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                          | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      2215 | NS      | $147384.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        81 | NS      | $219754.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3322 | NS      | $321428.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED DKK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | DK        |         1 | NC      | $15363.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3112 | NS      | $636839.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1740754.30   | 0.29%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $674747.86    | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                    | Accton Technology Corp                                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      3000 | NS      | $74586.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      4260 | NS      | $390343.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1779 | NS      | $300063.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                          | Societe Generale                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      3302 | NS      | $137988.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      2256 | NS      | $167541.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      6269 | NS      | $835845.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Vinci SA                                                  | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      3179 | NS      | $469259.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1725 | NS      | $77193.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     81925 | NS      | $379451.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      2426 | NS      | $390003.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      3727 | NS      | $181950.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings Inc                                 | MEITEC Group Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $61747.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       963 | NS      | $142697.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1073396.91   | 0.18%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $996357.04    | 0.17%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2821 | NS      | $426760.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumitomo Corp                                             | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     12600 | NS      | $324697.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1633 | NS      | $219360.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1086252.80   | 0.18%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      2400 | NS      | $42720.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Docusign Inc                                              | Docusign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       811 | NS      | $63168.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      7822 | NS      | $274661.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $52413.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       209 | NS      | $45509.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1068000 | PA      | $1076010.00   | 0.18%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       603 | NS      | $44350.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1183 | NC      | $-1884406.54  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5470 | NS      | $498371.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10295 | NS      | $1450153.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 SEP25                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -92 | NC      | $-2241.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1097338.73   | 0.18%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   3318000 | PA      | $2074883.63   | 0.35%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2019 | NS      | $783795.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     84652 | NS      | $700798.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     16500 | NS      | $211841.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLANOVA                                                 | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    646000 | PA      | $661269.63    | 0.11%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       104 | NS      | $76063.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                             | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010997.40   | 0.17%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4292 | NS      | $683543.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                         | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    630000 | PA      | $549942.41    | 0.09%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $87366.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      3000 | NS      | $52204.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      6311 | NS      | $158743.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4085 | NS      | $1047701.63   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     11046 | NS      | $212012.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1564 | NS      | $103955.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      3900 | NS      | $99628.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                                              | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      3476 | NS      | $153204.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      4700 | NS      | $133159.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3269000 | PA      | $2177514.70   | 0.36%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       122 | NS      | $452892.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | MSCI WORLD INDEX SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       202 | NC      | $682543.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                            | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      3609 | NS      | $49515.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      1611 | NS      | $442558.91    | 0.07%             |  |  |  | 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        |       741 | NS      | $480565.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       599 | NS      | $319704.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1714 | NS      | $656633.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    500000 | PA      | $401881.82    | 0.07%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1684465.60   | 0.28%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5171 | NS      | $540369.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |         1 | NC      | $-3389.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      3896 | NS      | $385781.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       949 | NS      | $850057.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                               | TRUIST BANK                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000001 | PA      | $1000001.00   | 0.17%             | 2025-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1417 | NS      | $69532.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     11673 | NS      | $100042.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      4900 | NS      | $130776.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1399 | NS      | $177491.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec Inc                                                                     | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       591 | NS      | $64305.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      5400 | NS      | $166690.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1907289.56   | 0.32%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1914000 | PA      | $1558550.39   | 0.26%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| NVR Inc                                                   | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         9 | NS      | $66470.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                               | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       700 | NS      | $101605.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       792 | NS      | $126482.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       879 | NS      | $644113.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    647000 | PA      | $664807.15    | 0.11%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Regions Financial Corp                                    | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3395 | NS      | $79850.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                         | Hess Midstream LP                                                               | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3332 | NS      | $128315.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $131947.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       488 | NS      | $152012.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       320 | NS      | $78233.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    403000 | PA      | $411908.96    | 0.07%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Agree Realty Corp                                         | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |      1625 | NS      | $118722.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tapestry Inc                                              | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      4051 | NS      | $355718.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       762 | NS      | $124861.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-353088.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      4103 | NS      | $294308.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EDISON INTERNATIONAL                                      | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    224000 | PA      | $232850.88    | 0.04%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3426 | NS      | $122856.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    546000 | PA      | $553785.41    | 0.09%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| KEYSIGHT TECHNOLOGIES                                     | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    871000 | PA      | $898373.32    | 0.15%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       824 | NS      | $86684.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International Inc                                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       720 | NS      | $79084.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905740.29    | 0.15%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     19690 | NS      | $542048.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       428 | NS      | $53226.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      5075 | NS      | $597013.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      4104 | NS      | $112048.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       682 | NS      | $349647.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1728 | NS      | $180052.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     65848 | NS      | $13510034.16  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      5100 | NS      | $489176.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      2590 | NS      | $220137.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2235 | NS      | $441501.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE CIB, NY                                   | CREDIT AGRICOLE CIB, NY                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1499546 | PA      | $1499545.50   | 0.25%             | 2025-12-03      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1065114.25   | 0.18%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| KDDI Corp                                                 | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     18400 | NS      | $316118.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      4330 | NS      | $93053.70     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       180 | NS      | $94500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    934000 | PA      | $929182.05    | 0.15%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1089058.70   | 0.18%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    163831 | NS      | $174957.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1140873.89   | 0.19%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      9200 | NS      | $148380.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       700 | NS      | $158543.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473266.15    | 0.08%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                                    | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       105 | NC      | $84095.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     11405 | NS      | $2122812.65   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       737 | NS      | $258008.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1856 | NS      | $572390.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Financial Inc                               | National Bank Financial Inc                                                     | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      3100 | NS      | $42594.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $500.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      1587 | NS      | $55900.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $417705.39    | 0.07%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       527 | NS      | $56620.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     14846 | NS      | $474679.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       268 | NS      | $700452.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                  | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAR8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    345000 | PA      | $373372.55    | 0.06%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      7300 | NS      | $194519.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                       | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    500000 | PA      | $486243.81    | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      1582 | NS      | $275790.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479500.40    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6243000 | PA      | $5821229.41   | 0.97%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                                          | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1165164.27   | 0.19%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                  | Sumitomo Forestry Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |      5400 | NS      | $54680.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                           | Alamos Gold Inc                                                                 | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      2688 | NS      | $71495.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        94 | NS      | $97782.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      1383 | NS      | $227058.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1586 | NS      | $65232.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      7472 | NS      | $93806.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3808 | NS      | $907294.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      7883 | NS      | $953646.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2155 | NS      | $277822.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        29 | NS      | $34066.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     10426 | NS      | $155254.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     24328 | NS      | $355708.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    290000 | PA      | $293541.52    | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      3800 | NS      | $81014.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     50600 | NS      | $455034.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       268 | NS      | $109561.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      2700 | NS      | $79079.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      3726 | NS      | $95720.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     25500 | NS      | $112564.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    343000 | PA      | $351849.49    | 0.06%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                        | Siemens Funding BV                                                              | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207167.62    | 0.03%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      1100 | NS      | $70649.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc                              | Citigroup Global Markets Inc                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) SEP25                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        18 | NC      | $297122.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                               | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      1900 | NS      | $110576.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                  | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $709400.23    | 0.12%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                                 | Toast Inc                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      2236 | NS      | $99032.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1351 | NS      | $58782.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $1563657.45   | 0.26%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       322 | NS      | $1864135.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      4345 | NS      | $143645.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8233 | NS      | $651724.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1399 | NS      | $455631.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       507 | NS      | $403303.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc                                      | Barclays Capital Inc                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      9744 | NS      | $885729.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1645 | NS      | $295491.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2366 | NS      | $1247568.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $353860.70    | 0.06%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      2865 | NS      | $176684.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       256 | NS      | $56012.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      3582 | NS      | $328827.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2344000 | PA      | $2545007.89   | 0.42%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                              | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $519493.98    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8270 | NS      | $127481.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4350 | NS      | $3390955.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      4300 | NS      | $181393.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       865 | NS      | $98765.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      5552 | NS      | $163902.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      1899 | NS      | $219453.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       879 | NS      | $70355.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1848643.16   | 0.31%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     16725 | NS      | $4848744.75   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    559000 | PA      | $542910.75    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SharkNinja Inc                                            | SharkNinja Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       660 | NS      | $65333.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     45864 | NS      | $10062102.96  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      3365 | NS      | $897304.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| HP Inc                                                    | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3978 | NS      | $97301.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                        | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      2099 | NS      | $64229.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      3987 | NS      | $100668.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      3605 | NS      | $153395.44    | 0.03%             |  |  |  | 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        |      1366 | NS      | $85943.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3076 | NS      | $281946.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      6100 | NS      | $92311.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1384 | NS      | $581916.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                              | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    500000 | PA      | $498436.50    | 0.08%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       274 | NS      | $500861.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                         | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    632000 | PA      | $548078.87    | 0.09%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    940000 | PA      | $890295.16    | 0.15%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Coinbase Global Inc                                       | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       885 | NS      | $310183.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $5592.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1195 | NS      | $640926.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Konecranes Oyj                                            | Konecranes Oyj                                                                  | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |       886 | NS      | $70381.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL, LONDON                                  | BANK OF MONTREAL, LONDON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1999997 | PA      | $1999996.60   | 0.33%             | 2026-05-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1354 | NS      | $40999.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25682 | NS      | $1188819.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1555980.39   | 0.26%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| American Express Co                                       | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5622 | NS      | $1793305.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      2071 | NS      | $121174.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3277 | NS      | $260331.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3409 | NS      | $725298.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1324 | NS      | $113321.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535975.81    | 0.09%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Fastenal Co                                               | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     14358 | NS      | $603036.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      1987 | NS      | $328673.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     13382 | NS      | $205816.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     14000 | NS      | $196052.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2198 | NS      | $784664.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4052 | NS      | $449245.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL                                    | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1111666.95   | 0.18%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     16700 | NS      | $333494.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      9642 | NS      | $865273.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1298000 | PA      | $1320215.19   | 0.22%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     73380 | NS      | $888416.25    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                  | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    750000 | PA      | $672872.84    | 0.11%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer