# EDGAR Filing Document

**Accession Number:** 0001571768
**File Stem:** 0001099263-25-000481
**Filing Date:** 2025-9
**Character Count:** 644191
**Document Hash:** d7c1703cebf1255185ed58bbabb5d7b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-000481.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001099263-25-000481

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Global Allocation Fund, Inc.
- **CENTRAL INDEX KEY:** 0001571768

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22810
- **FILM NUMBER:** 251342191

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price Global Allocation Fund (Series ID: S000040952)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000127047 | T. Rowe Price Global Allocation Fund               | RPGAX           |
| C000127048 | T. Rowe Price Global Allocation Fund-Advisor Class | PAFGX           |
| C000169948 | T. Rowe Price Global Allocation Fund-I Class       | TGAFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE GLOBAL ALLOCATION FUND, INC.

- **b. Investment Company Act file number:** 811-22810

- **c. CIK number of Registrant:** 0001571768

- **d. LEI of Registrant:** 549300O7QCU2ZLFB3659

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000040952

- **c. LEI of Series:** 549300EOK7E7NL9X0O89

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

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

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $800631307.00

**Total Liabilities:** $4333111.80

**Net Assets:** $796298195.20

**Cash Not Reported:** $1082874.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127047 | 2.92%                | 2.77%                | 0.19%                |
| Class ID C000127048 | 2.94%                | 2.73%                | 0.19%                |
| Class ID C000169948 | 2.99%                | 2.71%                | 0.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4009238.67              | $17262161.68                               |
| Month 2  | $3273680.45              | $17219710.19                               |
| Month 3  | $6373278.58              | $-6376155.65                               |

**Designated Index Information**

- **Index Name:** Benchmark for GAF

- **Index Identifier:** GAF_BMRK

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 58.com Inc                                                                       | 58.COM DISSENTERS RIGHTS                                                         | CUSIP: TC5T8M1R9<br>LEI: 549300R31W8UMZCTNF95 | Long             | EC               | CORP              | US        |      5864 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aalberts NV                                                                      | AALBERTS NV                                                                      | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      1958 | NS      | $62582.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                          | ABB LTD                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      5484 | NS      | $358094.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABORATORIES                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     11027 | NS      | $1391497.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142316.05    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28848.39     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152182.95    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2450 | NS      | $539.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | ABL SPACE SYSTEMS SER A-9 CVT PFD STK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       691 | NS      | $152.02       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      7557 | NS      | $218461.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                                              | ACADIA REALTY TRUST                                                              | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      9492 | NS      | $177690.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                                    | ACCENTURE PLC                                                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3004 | NS      | $802368.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adesso SE                                                                        | ADESSO SE                                                                        | CUSIP: 000000000<br>LEI: 529900KOICE97ZSA1O52 | Long             | EC               | CORP              | DE        |       516 | NS      | $47676.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| adidas AG                                                                        | ADIDAS AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      2304 | NS      | $440361.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                | ADMIRAL GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     13743 | NS      | $619486.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adriatic Metals PLC                                                              | ADRIATIC METALS PLC                                                              | CUSIP: 000000000<br>LEI: 549300OHAH2GL1DP0L61 | Long             | EC               | CORP              | GB        |     41993 | NS      | $152484.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO DEVICES INC                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1832 | NS      | $322999.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                                         | ADYEN NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       528 | NS      | $905600.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedas Homes SA                                                                   | AEDAS HOMES SA                                                                   | CUSIP: 000000000<br>LEI: 9598005H67MP8U20RW81 | Long             | EC               | CORP              | ES        |      2654 | NS      | $63865.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Aedifica SA                                                                      | AEDIFICA SA                                                                      | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |       556 | NS      | $40914.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                                               | AERCAP HOLDINGS NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      2547 | NS      | $273165.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $146292.00    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | AFFIRM MASTER TRUST                                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $129970.67    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                           | AGNICO EAGLE MINES LTD                                                           | CUSIP: 000000000<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      4051 | NS      | $502895.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                           | AGNICO EAGLE MINES LTD                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       682 | NS      | $84813.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                                                | AGREE REALTY CORP                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $16060.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AHS Hospital Corp                                                                | AHS HOSPITAL CORP                                                                | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18435.00     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                    | AIA GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     77000 | NS      | $717961.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aiful Corp                                                                       | AIFUL CORP                                                                       | CUSIP: 000000000<br>LEI: 5299005WK14QZ676ZY35 | Long             | EC               | CORP              | JP        |    125300 | NS      | $370239.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                   | AIR LIQUIDE SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      2311 | NS      | $454658.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      4851 | NS      | $975318.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Airports Corp of Vietnam JSC                                                     | AIRPORTS CORP OF VIETNAM JSC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     10500 | NS      | $40198.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                       | AIRTAC INTERNATIONAL GROUP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6000 | NS      | $170649.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                                 | AJINOMOTO CO INC                                                                 | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      9900 | NS      | $261918.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      6328 | NS      | $397407.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                                    | AL RAJHI BANK                                                                    | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     21900 | NS      | $552188.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                                                  | ALAMOS GOLD INC                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      2236 | NS      | $54334.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                                                  | ALAMOS GOLD INC                                                                  | CUSIP: 000000000<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      8356 | NS      | $203050.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp                                                                       | ALCOA CORP                                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1253 | NS      | $37552.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                         | ALCON AG                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      6898 | NS      | $604733.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                         | ALCON AG                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      8400 | NS      | $735420.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CORP                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215545.53    | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99935.85     | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       535 | NS      | $40890.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     64128 | NS      | $964150.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP/THE                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      9455 | NS      | $1921728.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL INC                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110754.72    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                      | ALNYLAM PHARMACEUTICALS INC                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       419 | NS      | $164348.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     34581 | NS      | $6669291.66   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8034 | NS      | $1541724.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphamin Resources Corp                                                          | ALPHAMIN RESOURCES CORP                                                          | CUSIP: 000000000<br>LEI: 529900YI7Z8X5I42E192 | Long             | EC               | CORP              | MU        |     80805 | NS      | $53652.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS Ltd                                                                          | ALS LTD                                                                          | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |      7754 | NS      | $90144.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      4369 | NS      | $102480.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminium Bahrain BSC                                                            | ALUMINIUM BAHRAIN BSC                                                            | CUSIP: 000000000<br>LEI: 213800YLHRSLSVOHFH73 | Long             | EC               | CORP              | BH        |     31488 | NS      | $79234.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alvotech SA                                                                      | ALVOTECH SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |      4917 | NS      | $44548.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alvotech SA                                                                      | ALVOTECH SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |      4317 | NS      | $39705.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     11008 | NS      | $883874.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     41353 | NS      | $9681150.83   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                                        | AMCOR PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     12099 | NS      | $113125.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187354.87    | 0.02%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     16007 | NS      | $1618787.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134812 | PA      | $122951.53    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    285000 | PA      | $309215.60    | 0.04%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5259 | NS      | $1574071.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                                            | AMERICAN HOMES 4 RENT                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      7636 | NS      | $264892.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA FINANCE CORP                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135180.90    | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4422 | NS      | $921500.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $342518.91    | 0.04%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                                      | AMERICAN WATER WORKS CO INC                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      4323 | NS      | $606257.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                       | AMETEK INC                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     11145 | NS      | $2060153.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                                    | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56234.26     | 0.01%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                                    | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25023.88     | 0.00%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       540 | NS      | $57515.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplifon SpA                                                                     | AMPLIFON SPA                                                                     | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |     24864 | NS      | $418558.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES INC                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7870 | NS      | $1767838.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                  | ANGEL OAK MORTGAGE TRUST 2021-1                                                  | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17169 | PA      | $14846.41     | 0.00%             | 2066-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                  | ANGEL OAK MORTGAGE TRUST 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52322 | PA      | $45085.96     | 0.01%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                  | ANGEL OAK MORTGAGE TRUST 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48707 | PA      | $41449.77     | 0.01%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN CAPITAL PLC                                                       | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180545.23    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                               | ANGLO AMERICAN PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      9003 | NS      | $253327.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                                                            | ANGLOGOLD ASHANTI PLC                                                            | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      5133 | NS      | $233400.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                                                    | ANNALY CAPITAL MANAGEMENT INC                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     21934 | NS      | $445918.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                  | ANTOFAGASTA PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     10520 | NS      | $259440.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                                           | ANZ GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      8197 | NS      | $160853.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON GLOBAL LTD                                                                   | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24928.30     | 0.00%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN POWER CO                                                             | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    240000 | PA      | $197298.24    | 0.02%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                                                       | APPLE HOSPITALITY REIT INC                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      4338 | NS      | $50971.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     35279 | NS      | $7322862.03   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       644 | NS      | $251610.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                                                       | ARCA CONTINENTAL SAB DE CV                                                       | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     21792 | NS      | $227195.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      5875 | NS      | $183160.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc                                                       | ARCOS DORADOS HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |      6865 | NS      | $45652.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                        | ARGENX SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       548 | NS      | $367340.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                                     | ARI FLEET LEASE TRUST 2023-B                                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49502 | PA      | $49865.13     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Arion Banki HF                                                                   | ARION BANKI HF                                                                   | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |     54630 | NS      | $77936.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ariston Holding NV                                                               | ARISTON HOLDING NV                                                               | CUSIP: 000000000<br>LEI: 815600CC86D25A205563 | Long             | EC               | CORP              | NL        |     10574 | NS      | $55048.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aritzia Inc                                                                      | ARITZIA INC                                                                      | CUSIP: 000000000<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      1512 | NS      | $81154.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Artemis Gold Inc                                                                 | ARTEMIS GOLD INC                                                                 | CUSIP: 04302L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7932 | NS      | $145118.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGHER & CO                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20159.74     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     10400 | NS      | $131935.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                                                | ASHTEAD GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       916 | NS      | $61199.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                                         | ASIA COMMERCIAL BANK JSC                                                         | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |    428326 | NS      | $385938.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                                       | ASICS CORP                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      6400 | NS      | $150459.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asker Healthcare Group AB                                                        | ASKER HEALTHCARE GROUP AB                                                        | CUSIP: 000000000<br>LEI: 636700RZEYK9TOWV8F05 | Long             | EC               | CORP              | SE        |      6107 | NS      | $62203.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                                             | ASM INTERNATIONAL NV                                                             | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       148 | NS      | $71640.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                                                                  | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       391 | NS      | $271631.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1978 | NS      | $1370899.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1493 | NS      | $99170.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                    | ASSA ABLOY AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     14520 | NS      | $480470.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Astral Ltd                                                                       | ASTRAL LTD                                                                       | CUSIP: 000000000<br>LEI: 3358007M1SKFTVDRMC40 | Long             | EC               | CORP              | IN        |     12278 | NS      | $195829.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      5870 | NS      | $856384.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     28577 | NS      | $2088692.93   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $194497.60    | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FUNDING                                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175665.88    | 0.02%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                                                           | ATKINSREALIS GROUP INC                                                           | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |      2565 | NS      | $181619.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35666.02     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY CORP                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      7352 | NS      | $1146323.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRenew Inc                                                                      | ATRENEW INC                                                                      | CUSIP: 00138L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6800 | NS      | $21624.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corp                                                                         | ATS CORP                                                                         | CUSIP: 000000000<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      2571 | NS      | $78024.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Attijariwafa Bank                                                                | ATTIJARIWAFA BANK                                                                | CUSIP: 000000000<br>LEI: 213800NKX83414QQZ664 | Long             | EC               | CORP              | MA        |      2274 | NS      | $186083.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auction Technology Group PLC                                                     | AUCTION TECHNOLOGY GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |     29051 | NS      | $188620.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ausgold Ltd                                                                      | AUSGOLD LTD                                                                      | CUSIP: 000000000<br>LEI: 894500N1FW604CKRQQ71 | Long             | EC               | CORP              | AU        |     23360 | NS      | $8131.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                                      | AUTOLIV INC                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1746 | NS      | $193718.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69191.15     | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                                     | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168210.75    | 0.02%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       317 | NS      | $1194576.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUNITIES INC                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1854 | NS      | $345363.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                                          | AVIDITY BIOSCIENCES INC                                                          | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       922 | NS      | $33846.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     85476 | NS      | $730307.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     13763 | NS      | $668457.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                                                    | AXIS BANK LTD                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      8986 | NS      | $109126.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                                        | AXIS CAPITAL HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      1349 | NS      | $126590.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                      | B3 SA - BRASIL BOLSA BALCAO                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     64279 | NS      | $144180.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Infrastructure Solutions Ltd                                              | BADGER INFRASTRUCTURE SOLUTIONS LTD                                              | CUSIP: 000000000<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      4121 | NS      | $155518.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      4952 | NS      | $54181.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                                                | BAJAJ FINANCE LTD                                                                | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     30416 | NS      | $304384.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                                  | BAKER HUGHES CO                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2383 | NS      | $107354.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     12454 | NS      | $713116.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baltic Classifieds Group PLC                                                     | BALTIC CLASSIFIEDS GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | GB        |      2166 | NS      | $10248.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                             | BANCA MEDIOLANUM SPA                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      3288 | NS      | $57996.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                            | BANCA TRANSILVANIA SA                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | EC               | CORP              | RO        |     48272 | NS      | $299701.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina SA                                                          | BANCO BBVA ARGENTINA SA                                                          | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |      1050 | NS      | $16653.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA                                                     | BANCO COMERCIAL PORTUGUES SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    178002 | NS      | $146165.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $189564.00    | 0.02%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     32555 | NS      | $279673.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                                         | BANK CENTRAL ASIA TBK PT                                                         | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   1668600 | NS      | $836294.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                                            | BANK FOR FOREIGN TRADE OF VIETNAM JSC                                            | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |    195347 | NS      | $448201.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108942.84    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     40445 | NS      | $1911835.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49937.45     | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397017.60    | 0.05%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225404.33    | 0.03%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                       | BANK POLSKA KASA OPIEKI SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |     11388 | NS      | $618407.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                             | BANK RAKYAT INDONESIA PERSERO TBK PT                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    272200 | NS      | $60953.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $46960.88     | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                                                    | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56672.40     | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                           | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1                                           | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61470 | PA      | $54810.81     | 0.01%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     98338 | NS      | $480678.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $324810.31    | 0.04%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                                              | BARRICK MINING CORP                                                              | CUSIP: 000000000<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      4086 | NS      | $86255.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      5775 | NS      | $283029.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111088.00    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                   | BAWAG GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     10640 | NS      | $1342848.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL AUTHORITY                                                          | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    300000 | PA      | $232510.44    | 0.03%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BAYVIEW FINANCING TRUST 2024-2F A                                                | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94554 | PA      | $95021.92     | 0.01%             | 2029-11-01      | Variable      | 7.07%                 | Yes           |                  3 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                   | BBCMS 2019-BWAY MORTGAGE TRUST                                                   | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $750.00       | 0.00%             | 2034-11-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS MORTGAGE TRUST 2025-C35                                                    | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25875.18     | 0.00%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | CUSIP: YV5671248<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    215000 | PA      | $219186.05    | 0.03%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                                  | BDO UNIBANK INC                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    154354 | NS      | $376797.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                                   | BE SEMICONDUCTOR INDUSTRIES NV                                                   | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       740 | NS      | $99982.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON & CO                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172509.71    | 0.02%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON & CO                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2835 | NS      | $505338.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                                    | BEIERSDORF AG                                                                    | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      2270 | NS      | $282075.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                                    | BEIJER REF AB                                                                    | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |      5744 | NS      | $96423.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BEIJING HUAFENG TEST & CONTROL TECHNOLOGY CO LTD                                 | BEIJING HUAFENG TEST & CONTROL TECHNOLOGY CO LTD                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3009 | NS      | $59440.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                 | BENCHMARK 2024-V8 MORTGAGE TRUST                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $73468.06     | 0.01%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Beneteau SACA                                                                    | BENETEAU SACA                                                                    | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |      9238 | NS      | $85761.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BeOne Medicines Ltd                                                              | BEONE MEDICINES LTD                                                              | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | KY        |       347 | NS      | $104492.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAWAY ENERGY CO                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23840.38     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHAWAY INC                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5435 | NS      | $2564667.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BFF Bank SpA                                                                     | BFF BANK SPA                                                                     | CUSIP: 000000000<br>LEI: 815600522538355AE429 | Long             | EC               | CORP              | IT        |      7529 | NS      | $89385.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                                                | BHARTI AIRTEL LTD                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     27290 | NS      | $594080.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                    | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      5393 | NS      | $135322.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                    | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     47543 | NS      | $1200709.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                                             | BIG YELLOW GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |     16075 | NS      | $198198.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                                                        | BIM BIRLESIK MAGAZALAR AS                                                        | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |     16977 | NS      | $221734.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Binh Minh Plastics JSC                                                           | BINH MINH PLASTICS JSC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     12600 | NS      | $67536.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY Inc                                                                      | BIPROGY INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $68552.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BLACKSTONE PARTNERS OFFSHORE FD-E1                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21240 | NS      | $57594091.68  | 7.23%             |  |  |  | No            |                  3 | On Loan: No      |
| Blue Star Ltd                                                                    | BLUE STAR LTD                                                                    | CUSIP: 000000000<br>LEI: 335800CWJUVEKQ1TE879 | Long             | EC               | CORP              | IN        |      4046 | NS      | $79777.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2866 | NS      | $261316.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $312538.45    | 0.04%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd                                                                 | BOC AVIATION LTD                                                                 | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |      8500 | NS      | $77222.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HOLDINGS INC                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       239 | NS      | $1315470.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                 | BOOZ ALLEN HAMILTON HOLDING CORP                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      4516 | NS      | $484702.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bosideng International Holdings Ltd                                              | BOSIDENG INTERNATIONAL HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |    162000 | NS      | $92452.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bossard Holding AG                                                               | BOSSARD HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5067001959OEPG6X8016 | Long             | EC               | CORP              | CH        |       273 | NS      | $57858.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                           | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     62945 | NS      | $337403.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAC Bank PLC                                                                    | BRAC BANK PLC                                                                    | CUSIP: 000000000<br>LEI: 254900EHCK80ARTPIK21 | Long             | EC               | CORP              | BD        |    301630 | NS      | $174015.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                                            | BRIDGEPOINT GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     67961 | NS      | $292996.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                             | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97546.10     | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      2562 | NS      | $137265.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77588.48     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193023.29    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     17034 | NS      | $5002885.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115172.16    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINANCIAL SOLUTIONS INC                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2823 | NS      | $698720.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                                         | BROADSTONE NET LEASE INC                                                         | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       379 | NS      | $6154.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD CORP                                                                  | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      3323 | NS      | $222580.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc                                                                          | BRP INC                                                                          | CUSIP: 000000000<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1443 | NS      | $72962.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                                                     | BT GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    147839 | NS      | $403753.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                        | BUNZL PLC                                                                        | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     18521 | NS      | $549656.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2021-LGCY                                                               | BX TRUST 2021-LGCY                                                               | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $224437.50    | 0.03%             | 2036-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bytedance Ltd                                                                    | BYTEDANCE LTD CVT PFD SR E PP                                                    | CUSIP: 000000000<br>LEI: 300300NIFA1100061063 | Long             | EP               | CORP              | US        |      1810 | NS      | $537696.70    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| C&D International Investment Group Ltd                                           | C&D INTERNATIONAL INVESTMENT GROUP LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     31000 | NS      | $62541.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN SYSTEMS INC                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59818.68     | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                                  | CAIRN HOMES PLC                                                                  | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |     36593 | NS      | $90569.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calbee Inc                                                                       | CALBEE INC                                                                       | CUSIP: 000000000<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |      2900 | NS      | $53222.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA STATE UNIVERSITY                                                      | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $181383.15    | 0.02%             | 2041-11-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROPERTY TRUST                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       688 | NS      | $75129.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                                                      | CAMECO CORP                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      3287 | NS      | $246294.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameron LNG LLC                                                                  | CAMERON LNG LLC                                                                  | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36194.84     | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | CAMERON LNG LLC                                                                  | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24907.62     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Camurus AB                                                                       | CAMURUS AB                                                                       | CUSIP: 000000000<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |      1650 | NS      | $114483.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties REIT                                               | CANADIAN APARTMENT PROPERTIES REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      1866 | NS      | $59591.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATIONAL RAILWAY CO                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      2281 | NS      | $213159.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $100819.95    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      6188 | NS      | $195875.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21161.88     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $125349.77    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $110076.04    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $219751.32    | 0.03%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CANVA COMMON STOCK PP                                                            | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $152268.90    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CANVA SERIES A CVT PFD STOCK PP                                                  | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         4 | NS      | $5800.72      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1650 | NS      | $354750.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                           | CAPITALAND INTEGRATED COMMERCIAL TRUST                                           | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |     38340 | NS      | $64735.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                                                        | CAPITEC BANK HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1643 | NS      | $318493.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                                                             | CAPRICORN METALS LTD                                                             | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |     20358 | NS      | $116607.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                             | CAPSTONE COPPER CORP                                                             | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     27609 | NS      | $154822.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79861.84     | 0.01%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122618.38    | 0.02%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Carel Industries SpA                                                             | CAREL INDUSTRIES SPA                                                             | CUSIP: 000000000<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |      5929 | NS      | $161059.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                        | CARPENTER TECHNOLOGY CORP                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       143 | NS      | $35662.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P4                                           | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $148630.06    | 0.02%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                       | CARVANA CO                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     16332 | PA      | $16740.30     | 0.00%             | 2028-12-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                       | CARVANA CO                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      4644 | NS      | $1811949.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                       | CARVANA CO                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     37754 | PA      | $44880.07     | 0.01%             | 2031-06-01      | Variable      | 14.00%                | No            |                  2 | On Loan: No      |
| Carvana Co                                                                       | CARVANA CO                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     29330 | PA      | $30613.05     | 0.00%             | 2030-06-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINANCIAL SERVICES CORP                                              | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243103.68    | 0.03%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       698 | NS      | $305737.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                                                                   | CAVA GROUP INC                                                                   | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3074 | NS      | $270542.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                                   | CBRE GROUP INC                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1568 | NS      | $244200.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      1691 | NS      | $59674.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA                                                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $219658.50    | 0.03%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7738 | NS      | $2213687.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     12366 | NS      | $188220.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100341.13    | 0.01%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116926.94    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centra Health Inc                                                                | CENTRA HEALTH INC                                                                | CUSIP: 15236AAA9<br>LEI: 549300Q8RNBDU210L043 | Long             | DBT              | CORP              | US        |    385000 | PA      | $305615.70    | 0.04%             | 2048-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY                                        | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $176852.36    | 0.02%             | 2041-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Champion Iron Ltd                                                                | CHAMPION IRON LTD                                                                | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |     13984 | NS      | $36949.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     30565 | NS      | $2987117.45   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $157376.62    | 0.02%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83378.72     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHASE AUTO OWNER TRUST 2025-1                                                    | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $59994.14     | 0.01%             | 2030-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10977 | NS      | $1664552.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                                                     | CHINA CONSTRUCTION BANK CORP                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    483000 | NS      | $494014.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA JUSHI CO LTD                                                               | CHINA JUSHI CO LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     36100 | NS      | $62058.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co Ltd                                                       | CHINA MENGNIU DAIRY CO LTD                                                       | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | EC               | CORP              | KY        |     23000 | NS      | $47863.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                                             | CHINA PACIFIC INSURANCE GROUP CO LTD                                             | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     98000 | NS      | $394687.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Beer Holdings Co Ltd                                             | CHINA RESOURCES BEER HOLDINGS CO LTD                                             | CUSIP: 000000000<br>LEI: 254900OH02Y7OS7RNG48 | Long             | EC               | CORP              | HK        |     58500 | NS      | $194506.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                                                         | CHINA RESOURCES LAND LTD                                                         | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | KY        |     72000 | NS      | $264021.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle Services Ltd                                      | CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    102000 | NS      | $473674.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corp                                                                 | CHINA STEEL CORP                                                                 | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |     62000 | NS      | $40262.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tower Corp Ltd                                                             | CHINA TOWER CORP LTD                                                             | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |    197000 | NS      | $275665.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                       | CHIPOTLE MEXICAN GRILL INC                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5260 | NS      | $225548.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                        | CHUBB LTD                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      4560 | NS      | $1213142.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                                     | CHUGAI PHARMACEUTICAL CO LTD                                                     | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     11700 | NS      | $560862.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Cie de Saint-Gobain SA                                                           | CIE DE SAINT-GOBAIN SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1606 | NS      | $184235.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                      | CIE FINANCIERE RICHEMONT SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      2248 | NS      | $367045.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3668 | NS      | $980749.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                                      | CINTAS CORP                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $104598.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group Inc                                                        | CIRCLE INTERNET GROUP INC                                                        | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       381 | NS      | $69921.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33                                    | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17483 | PA      | $17452.52     | 0.00%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98825.30     | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311849.37    | 0.04%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69835.08     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11297 | NS      | $1058528.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                | CITIGROUP MORTGAGE LOAN TRUST INC                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     46031 | PA      | $39467.94     | 0.00%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                       | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $17174.81     | 0.00%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                                        | CK HUTCHISON HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     13500 | NS      | $87871.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CKD Corp                                                                         | CKD CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $174961.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Clicks Group Ltd                                                                 | CLICKS GROUP LTD                                                                 | CUSIP: 000000000<br>LEI: 378900E967958A677472 | Long             | EC               | CORP              | ZA        |     13832 | NS      | $289718.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3241 | NS      | $901905.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Ltd                                                                   | CMOC GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |    276000 | NS      | $313296.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4211 | NS      | $310771.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22073.73     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUNDING                                                               | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $293983.20    | 0.04%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNOOC ENERGY TECHNOLOGY & SERVICES LTD                                           | CNOOC ENERGY TECHNOLOGY & SERVICES LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     66900 | NS      | $37673.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     14506 | NS      | $984812.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EUROPACIFIC PARTNERS PLC                                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $200936.61    | 0.03%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                                     | COCHLEAR LTD                                                                     | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       454 | NS      | $92685.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coeur Mining Inc                                                                 | COEUR MINING INC                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      3409 | NS      | $29624.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALMOLIVE CO                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     20655 | NS      | $1731921.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc                                                 | COLLIERS INTERNATIONAL GROUP INC                                                 | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       630 | NS      | $94947.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                                    | COLOPLAST A/S                                                                    | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      3784 | NS      | $345600.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| COLT 2025-8 Mortgage Loan Trust                                                  | COLT 2025-8 MORTGAGE LOAN TRUST                                                  | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99998.24     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101392.39    | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     12504 | NS      | $415507.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2015-LC23 Mortgage Trust                                                    | COMM 2015-LC23 MORTGAGE TRUST                                                    | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99673.69     | 0.01%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT HEALTH                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45596.25     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     10920 | NS      | $383723.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                    | CONFLUENT INC                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      1037 | NS      | $18380.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                     | CONNECTICUT AVENUE SECURITIES TRUST 2025-R05                                     | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100066.40    | 0.01%             | 2045-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     25377 | NS      | $2419443.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                                        | CONSTELLATION ENERGY CORP                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1152 | NS      | $400711.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION SOFTWARE INC/CANADA                                                | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        79 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION SOFTWARE INC/CANADA                                                | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        55 | NS      | $189748.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                                           | CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10400 | NS      | $380725.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group PLC                                                               | CONVATEC GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |     41459 | NS      | $127736.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     19305 | NS      | $686485.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    375000 | PA      | $300704.63    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GLOBAL FUNDING                                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60255.30     | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CORP NACIONAL DEL COBRE DE CHILE                                                 | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    220000 | PA      | $205086.79    | 0.03%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                       | CORPAY INC                                                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1461 | NS      | $471976.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                                      | CORTEVA INC                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       997 | NS      | $71913.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Fulton GA                                                              | COUNTY OF FULTON GA                                                              | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $178270.94    | 0.02%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | COUNTY OF MIAMI-DADE FL TRANSIT SYSTEM                                           | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163968.54    | 0.02%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Coupang Inc                                                                      | COUPANG INC                                                                      | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      1812 | NS      | $53327.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                                                      | COVESTRO AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      3527 | NS      | $239029.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUNICATIONS INC                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102807.18    | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                       | CP ALL PCL                                                                       | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |    179800 | NS      | $260222.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Craftsman Automation Ltd                                                         | CRAFTSMAN AUTOMATION LTD                                                         | CUSIP: 000000000<br>LEI: 335800Q4QC33YL9M8C65 | Long             | EC               | CORP              | IN        |       272 | NS      | $20932.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                                                    | CREDICORP LTD                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |        37 | NS      | $8769.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CreditAccess Grameen Ltd                                                         | CREDITACCESS GRAMEEN LTD                                                         | CUSIP: 000000000<br>LEI: 335800YHFDVKKBDQMK23 | Long             | EC               | CORP              | IN        |      5223 | NS      | $74004.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FINANCE INC                                                          | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394180.00    | 0.05%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Croda International PLC                                                          | CRODA INTERNATIONAL PLC                                                          | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      4748 | NS      | $163415.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                         | CROWDSTRIKE HOLDINGS INC                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       323 | NS      | $146826.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25809.09     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4281 | NS      | $449890.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39631.88     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214551.75    | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CRRC CORP LTD                                                                    | CRRC CORP LTD                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    338540 | NS      | $346587.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                                                    | CTBC FINANCIAL HOLDING CO LTD                                                    | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    304000 | NS      | $417725.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                                                        | CUBESMART                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6166 | NS      | $239919.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd                                                                | CUMMINS INDIA LTD                                                                | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      6959 | NS      | $281061.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                                         | CVC CAPITAL PARTNERS PLC                                                         | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |     23814 | NS      | $456653.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76193.12     | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117804.74    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                                            | CYBERARK SOFTWARE LTD                                                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       588 | NS      | $241944.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                               | CYRUSONE DATA CENTERS ISSUER I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $136043.53    | 0.02%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caris Life Sciences Inc                                                          | Caris Life Sciences, Inc. IPO                                                    | CUSIP: 000000000<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |      2745 | NS      | $77079.60     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Daicel Corp                                                                      | DAICEL CORP                                                                      | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     19800 | NS      | $170321.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiei Kankyo Co Ltd                                                              | DAIEI KANKYO CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $138056.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                                            | DAIKIN INDUSTRIES LTD                                                            | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       500 | NS      | $61477.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152788.31    | 0.02%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                         | DAIMLER TRUCK HOLDING AG                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     10936 | NS      | $531985.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                                                          | DAIWABO HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $159989.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2421 | NS      | $477324.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                             | DASSAULT AVIATION SA                                                             | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       731 | NS      | $227602.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                             | DASSAULT SYSTEMES SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      7120 | NS      | $233900.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Databricks Inc                                                                   | DATABRICKS SER G CVY PFD STCK PP                                                 | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       348 | NS      | $32190.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks Inc                                                                   | DATABRICKS SER H CVT PFD STOCK PP                                                | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       927 | NS      | $85747.50     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks Inc                                                                   | DATABRICKS SER I CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        96 | NS      | $8880.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks Inc                                                                   | DATABRICKS SER J CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       459 | NS      | $42457.50     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Datadog Inc                                                                      | DATADOG INC                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       440 | NS      | $61591.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                                                     | DAYFORCE INC                                                                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4566 | NS      | $263321.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                           | DBS GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      6580 | NS      | $241515.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                                          | DCC PLC                                                                          | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      1914 | NS      | $119875.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5933 | NS      | $3111087.21   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FINANCIAL CORP                                                          | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |      9845 | NS      | $530405.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DEFINITY FINANCIAL CORP                                                          | DEFINITY FINANCIAL CORP                                                          | CUSIP: 24477T407<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |       298 | NS      | $15252.18     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INTERNATIONAL LLC / EMC CORP                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $96264.03     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                                            | DELTA ELECTRONICS INC                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     13000 | NS      | $244895.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                                       | DENSO CORP                                                                       | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      9800 | NS      | $132960.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                                                  | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      2139 | NS      | $225987.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                                                  | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1467 | NS      | $155149.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     25294 | NS      | $907192.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DHL GROUP                                                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2445 | NS      | $109550.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                       | DIAGEO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      5672 | NS      | $137475.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENERGY INC                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2865 | NS      | $425910.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENERGY INC                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35565.25     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                                                     | DIASORIN SPA                                                                     | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |       853 | NS      | $83393.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Core REIT Management Pte Ltd                                             | DIGITAL CORE REIT MANAGEMENT PTE LTD                                             | CUSIP: 000000000<br>LEI: 254900RTT7SLEEJYGV92 | Long             | EC               | CORP              | SG        |     42800 | NS      | $22383.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                                         | DIGITAL REALTY TRUST INC                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1202 | NS      | $212080.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diploma PLC                                                                      | DIPLOMA PLC                                                                      | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      1186 | NS      | $83956.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                                       | DISCO CORP                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $265974.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Silver Corp                                                            | DISCOVERY SILVER CORP                                                            | CUSIP: 000000000<br>LEI: 98450041CCB3E8QD3F53 | Long             | EC               | CORP              | CA        |     19964 | NS      | $46538.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Divi s Laboratories Ltd                                                          | DIVI'S LABORATORIES LTD                                                          | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |      2181 | NS      | $163323.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dixon Technologies India Ltd                                                     | DIXON TECHNOLOGIES INDIA LTD                                                     | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |       583 | NS      | $111390.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                                                  | DKSH HOLDING AG                                                                  | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      2103 | NS      | $145423.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     29559 | NS      | $747835.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE INC                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      7985 | NS      | $906696.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DONGGUAN YIHEDA AUTOMATION CO LTD                                                | DONGGUAN YIHEDA AUTOMATION CO LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11900 | NS      | $38422.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                     | DOORDASH INC                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       858 | NS      | $214714.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                                               | DOUGLAS EMMETT INC                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6045 | NS      | $91642.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dowlais Group PLC                                                                | DOWLAIS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |     37797 | NS      | $34922.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                                                   | DOWNER EDI LTD                                                                   | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |     23739 | NS      | $104680.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                        | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122082 | PA      | $113753.03    | 0.01%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                        | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121130 | PA      | $115787.24    | 0.01%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45418.64     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dundee Precious Metals Inc                                                       | DUNDEE PRECIOUS METALS INC                                                       | CUSIP: 000000000<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      8370 | NS      | $135311.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DUPONT DE NEMOURS INC                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1109 | NS      | $79737.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E Ink Holdings Inc                                                               | E INK HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |      7000 | NS      | $47664.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co Ltd                                                   | E.SUN FINANCIAL HOLDING CO LTD                                                   | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |    135342 | NS      | $144747.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                         | EASTGROUP PROPERTIES INC                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1771 | NS      | $289098.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                                                       | EDENRED SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     17751 | NS      | $506935.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55437 | PA      | $56859.29     | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                            | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55437 | PA      | $56679.73     | 0.01%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELECTRIC CONNECTOR TECHNOLOGY CO LTD                                             | ELECTRIC CONNECTOR TECHNOLOGY CO LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12400 | NS      | $83637.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                                                | ELECTRIC POWER DEVELOPMENT CO LTD                                                | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |      2300 | NS      | $39802.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                    | ELEMENT FLEET MANAGEMENT CORP                                                    | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     17187 | NS      | $447040.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17371.60     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2652 | NS      | $750728.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129024.35    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2742 | NS      | $2029271.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                                        | ELISA OYJ                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      4109 | NS      | $211419.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                                            | ELITE MATERIAL CO LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10000 | NS      | $366566.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9673 | PA      | $9155.52      | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-2                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                        | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29086 | PA      | $27177.40     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Emerald Resources NL                                                             | EMERALD RESOURCES NL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     37706 | NS      | $82760.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS INC                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21663.68     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      4553 | NS      | $206205.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15052.08     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47900.66     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66346.22     | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                            | ENCOMPASS HEALTH CORP                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       362 | NS      | $39859.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endava PLC                                                                       | ENDAVA PLC                                                                       | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |       722 | NS      | $9241.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                                             | ENDEAVOUR MINING PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |       775 | NS      | $23267.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186411.80    | 0.02%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     27126 | NS      | $239205.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Fuels Inc/Canada                                                          | ENERGY FUELS INC/CANADA                                                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      4410 | NS      | $40086.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122371.56    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176919.58    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     17660 | NS      | $396965.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                                            | ENTERPRISE FLEET FINANCING 2025-3 LLC                                            | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $69993.70     | 0.01%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99918.60     | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES INC                                                                | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55171.93     | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES INC                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1765 | NS      | $211835.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                                                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       146 | NS      | $8035.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2402 | NS      | $129107.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      3634 | NS      | $872995.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1111 | NS      | $872323.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      9996 | NS      | $256773.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                                                                | EQUINOX GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      4211 | NS      | $25650.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Group Holdings PLC/Kenya                                                  | EQUITY GROUP HOLDINGS PLC/KENYA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KE        |    262500 | NS      | $102676.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                  | EQUITY LIFESTYLE PROPERTIES INC                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      3404 | NS      | $203967.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                               | EQUITY RESIDENTIAL                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      4946 | NS      | $312587.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE LLC                                                             | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287476.80    | 0.04%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eramet SA                                                                        | ERAMET SA                                                                        | CUSIP: 000000000<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |      1194 | NS      | $66025.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Ermenegildo Zegna NV                                                             | ERMENEGILDO ZEGNA NV                                                             | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |     12851 | NS      | $103322.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ERO Copper Corp                                                                  | ERO COPPER CORP                                                                  | CUSIP: 000000000<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |     25508 | NS      | $345175.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Erste Group Bank AG                                                              | ERSTE GROUP BANK AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      3245 | NS      | $296735.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust Inc                                            | ESSENTIAL PROPERTIES REALTY TRUST INC                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       471 | NS      | $14360.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118093.14    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                                         | ESSEX PROPERTY TRUST INC                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3411 | NS      | $887473.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                              | ESSILORLUXOTTICA SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       692 | NS      | $205769.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                                        | ESSITY AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     12788 | NS      | $315320.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eternal Ltd                                                                      | ETERNAL LTD                                                                      | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |     37159 | NS      | $129689.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIENTIFIC SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      2352 | NS      | $180124.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       175 | NS      | $28208.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore Inc                                                                     | EVERCORE INC                                                                     | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       998 | NS      | $300537.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exchange Income Corp                                                             | EXCHANGE INCOME CORP                                                             | CUSIP: 000000000<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |      2996 | NS      | $141799.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Exeter Select Automobile Receivables Trust 2025-2                                | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                                | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44995.16     | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exosens SAS                                                                      | EXOSENS SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      1921 | NS      | $89737.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENERGY CORP                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      7978 | NS      | $835934.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE PLC                                                             | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186358.60    | 0.02%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Experian PLC                                                                     | EXPERIAN PLC                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      1463 | NS      | $77086.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expro Group Holdings NV                                                          | EXPRO GROUP HOLDINGS NV                                                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      4561 | NS      | $49167.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                             | EXTENDED STAY AMERICA TRUST 2021-ESH                                             | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85773 | PA      | $85826.28     | 0.01%             | 2038-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STORAGE LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142258.34    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8661 | NS      | $966914.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                                                     | FARMERS BUSINESS NETWORK INC CVT SR D PP                                         | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |        43 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FEDERAL REALTY INVESTMENT TRUST                                                  | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       647 | NS      | $59627.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPRISES INC                                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2035 | NS      | $454476.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                                       | FERRARI NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       576 | NS      | $255392.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                                       | FERRARI NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       189 | NS      | $82877.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55565.79     | 0.01%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                      | FINECOBANK BANCA FINECO SPA                                                      | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      7690 | NS      | $163751.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM MINERALS LTD                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      9033 | NS      | $151832.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRANSMISSION LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59264.70     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1129 | NS      | $156863.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98800.30     | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177532.95    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                                              | FISHER & PAYKEL HEALTHCARE CORP LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      4514 | NS      | $97806.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| flatexDEGIRO AG                                                                  | FLATEXDEGIRO AG                                                                  | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |      8655 | NS      | $261582.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA DEVELOPMENT FINANCE CORP                                                 | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    390000 | PA      | $309153.59    | 0.04%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fluidra SA                                                                       | FLUIDRA SA                                                                       | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |      4355 | NS      | $108616.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foran Mining Corp                                                                | FORAN MINING CORP                                                                | CUSIP: 000000000<br>LEI: 529900LRYPIWB6RISB58 | Long             | EC               | CORP              | CA        |     14110 | NS      | $26171.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                           | FORD CREDIT AUTO OWNER TRUST 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $114196.23    | 0.01%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                       | CUSIP: 34528QHR8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $202456.32    | 0.03%             | 2027-09-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207789.00    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORM ENERGY SER F CVT PFD PP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1051 | NS      | $25417.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fortescue Ltd                                                                    | FORTESCUE LTD                                                                    | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      5625 | NS      | $63642.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2977 | NS      | $297402.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                        | FORVIA SE                                                                        | CUSIP: F3445A108<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |      3171 | NS      | $40313.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foshan Haitian Flavouring & Food Co Ltd                                          | FOSHAN HAITIAN FLAVOURING & FOOD CO LTD                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1400 | NS      | $6099.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fosun International Ltd                                                          | FOSUN INTERNATIONAL LTD                                                          | CUSIP: 000000000<br>LEI: 213800Z99WQEXDF82F09 | Long             | EC               | CORP              | HK        |     43500 | NS      | $30020.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDCO LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208807.00    | 0.03%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FPT Corp                                                                         | FPT CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     87537 | NS      | $346568.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                                                           | FPT DIGITAL RETAIL JSC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     15993 | NS      | $94016.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                                               | FRANCO-NEVADA CORP                                                               | CUSIP: 000000000<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      3199 | NS      | $509586.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                                               | FRANCO-NEVADA CORP                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       702 | NS      | $111849.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370000 | PA      | $351534.63    | 0.04%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $761307.00    | 0.10%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405000 | PA      | $405495.64    | 0.05%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137FBBW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8500 | PA      | $8394.02      | 0.00%             | 2027-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $282512.41    | 0.04%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     40092 | PA      | $40042.22     | 0.01%             | 2041-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                          | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     23250 | PA      | $23234.39     | 0.00%             | 2045-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN INC                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     24675 | NS      | $992922.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Digital Ventures Ltd                                                    | FRONTIER DIGITAL VENTURES LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    289462 | NS      | $59558.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                                      | FUJITSU LTD                                                                      | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      6500 | NS      | $141595.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group Inc                                                      | FUKUOKA FINANCIAL GROUP INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $57260.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuso Chemical Co Ltd                                                             | FUSO CHEMICAL CO LTD                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $102004.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUYAO GLASS INDUSTRY GROUP CO LTD                                                | FUYAO GLASS INDUSTRY GROUP CO LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24000 | NS      | $182094.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                                                     | Farmers Business Network Inc PP                                                  | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       120 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| G Mining Ventures Corp                                                           | G MINING VENTURES CORP                                                           | CUSIP: 000000000<br>LEI: 894500N5AZEQU0BLOT06 | Long             | EC               | CORP              | CA        |      8100 | NS      | $94936.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                                   | GALAXY ENTERTAINMENT GROUP LTD                                                   | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     19000 | NS      | $92656.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                             | GALP ENERGIA SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     37159 | NS      | $709560.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                             | GALTON FUNDING MORTGAGE TRUST 2017-1                                             | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3984 | PA      | $3608.13      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                | GAMING AND LEISURE PROPERTIES INC                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1844 | NS      | $84049.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    270000 | PA      | $298148.04    | 0.04%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                             | GCAT 2025-NQM4 TRUST                                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109998.53    | 0.01%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                   | GE VERNOVA INC                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       447 | NS      | $295149.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC CO                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     12174 | NS      | $3300127.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287883.40    | 0.04%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      8703 | NS      | $324672.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Minerals Ltd                                                             | GENESIS MINERALS LTD                                                             | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |      9512 | NS      | $22341.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group PLC                                                                 | GENUIT GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     19165 | NS      | $98441.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genus PLC                                                                        | GENUS PLC                                                                        | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |      4882 | NS      | $159889.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                                 | GEORG FISCHER AG                                                                 | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |       988 | NS      | $77289.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTON UNIVERSITY/THE                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12572.69     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                                              | GEORGIA CAPITAL PLC                                                              | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |      2411 | NS      | $67611.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES INC                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     18788 | NS      | $2109704.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                                     | GLENCORE PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     93195 | NS      | $374021.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                                                       | GLOBANT SA                                                                       | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |       121 | NS      | $10195.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                                                  | GOLD FIELDS LTD                                                                  | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      9090 | NS      | $221677.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178254.60    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114010.89    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10989.92     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13524.51     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2307 | NS      | $1669322.13   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                                    | GOODMAN GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12067 | NS      | $269799.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grace Trust 2020-GRCE                                                            | GRACE TRUST 2020-GRCE                                                            | CUSIP: 38406JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86762.46     | 0.01%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFECO INC                                                            | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      7209 | NS      | $270701.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                       | GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV                                       | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      1287 | NS      | $295739.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                        | GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV                                        | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       256 | NS      | $77647.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                                                                  | GRUPO CIBEST SA                                                                  | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |       346 | NS      | $15023.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                                           | GRUPO MEXICO SAB DE CV                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |    101713 | NS      | $634540.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      4712 | NS      | $175050.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Guaranty Trust Holding Co PLC                                                    | GUARANTY TRUST HOLDING CO PLC                                                    | CUSIP: 000000000<br>LEI: 0292004488G9K8Y1I649 | Long             | EC               | CORP              | NG        |   1098856 | NS      | $71657.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guming Holdings Ltd                                                              | GUMING HOLDINGS LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14800 | NS      | $43546.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                              | GUSTO INC PP                                                                     | CUSIP: TC6CSL955<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $21063.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | GUSTO INC SER E CVT PFD PP                                                       | CUSIP: TC18PZKC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1103 | NS      | $28126.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GVS SpA                                                                          | GVS SPA                                                                          | CUSIP: 000000000<br>LEI: 81560013EACB40B52D17 | Long             | EC               | CORP              | IT        |     10547 | NS      | $59136.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                                                | H WORLD GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |     25700 | NS      | $80214.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                                                | H WORLD GROUP LTD                                                                | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      7800 | NS      | $243516.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                             | HALYK SAVINGS BANK OF KAZAKHSTAN JSC                                             | CUSIP: 000000000<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |      6786 | NS      | $168533.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                                           | HAMAMATSU PHOTONICS KK                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $73230.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwa Co Ltd                                                                     | HANWA CO LTD                                                                     | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      9100 | NS      | $366588.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                             | HARDEE'S FUNDING LLC                                                             | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83928 | PA      | $86155.41     | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                                                       | HARMONY GOLD MINING CO LTD                                                       | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      4045 | NS      | $54160.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HBX Group International PLC                                                      | HBX GROUP INTERNATIONAL PLC                                                      | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | EC               | CORP              | GB        |      2009 | NS      | $19575.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85408.85     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229746.34    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Marine Solution Co Ltd                                                | HD HYUNDAI MARINE SOLUTION CO LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       483 | NS      | $70645.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                                                    | HDFC BANK LTD                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      8426 | NS      | $193362.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                                       | HDFC LIFE INSURANCE CO LTD                                                       | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |     48518 | NS      | $416875.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                               | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                               | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95791.45     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE REALTY HOLDINGS LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29161.95     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                                      | HEALTHCARE REALTY TRUST INC                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      4370 | NS      | $67123.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP LLC                                                                | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74053.92     | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40907.43     | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | HEIDELBERG MATERIALS AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      1351 | NS      | $311668.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      9212 | NS      | $723065.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Towers PLC                                                                | HELIOS TOWERS PLC                                                                | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |     90030 | NS      | $141120.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                         | HERMES INTERNATIONAL SCA                                                         | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        39 | NS      | $95374.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexaware Technologies Ltd                                                        | HEXAWARE TECHNOLOGIES LTD                                                        | CUSIP: 000000000<br>LEI: 335800ZHALNQ1Q2JCP43 | Long             | EC               | CORP              | IN        |      8444 | NS      | $67530.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP                                                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136945.62    | 0.02%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP                                                                 | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1633 | NS      | $71754.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Highbridge Loan Management 5-2015 Ltd                                            | HIGHBRIDGE LOAN MANAGEMENT 5-2015 LTD                                            | CUSIP: 44331DAQ2<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |    105482 | PA      | $105556.05    | 0.01%             | 2030-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Hightech Payment Systems SA                                                      | HIGHTECH PAYMENT SYSTEMS SA                                                      | CUSIP: 000000000<br>LEI: 213800LJZZQ5KLP67S47 | Long             | EC               | CORP              | MA        |      2460 | NS      | $157906.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                               | HIKARI TSUSHIN INC                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       800 | NS      | $215087.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Hilton Worldwide Holdings Inc                                                    | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       649 | NS      | $173983.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd                                                                       | HISCOX LTD                                                                       | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     10678 | NS      | $181795.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                      | HITACHI LTD                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     20400 | NS      | $624253.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | HKD/USD FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-25.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HMS Networks AB                                                                  | HMS NETWORKS AB                                                                  | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |      1456 | NS      | $61180.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                                               | HOA PHAT GROUP JSC                                                               | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |    703956 | NS      | $668280.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                        | HOLCIM AG                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      2653 | NS      | $211576.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC/THE                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4687 | NS      | $1722519.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                                | HON HAI PRECISION INDUSTRY CO LTD                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     50000 | NS      | $294024.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO LTD                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     11600 | NS      | $120093.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTERNATIONAL INC                                                      | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261509.88    | 0.03%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONGFA TECHNOLOGY CO LTD                                                         | HONGFA TECHNOLOGY CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     44324 | NS      | $150865.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                                       | HONGKONG LAND HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     13500 | NS      | $81549.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                                                                       | HORIBA LTD                                                                       | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      3500 | NS      | $257401.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                        | HOYA CORP                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       800 | NS      | $100930.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223124.00    | 0.03%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     25185 | NS      | $306828.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186228.00    | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                                      | HUBSPOT INC                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       295 | NS      | $153296.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113909.73    | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCSHARES INC/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     33128 | NS      | $544293.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                    | HYG US 08/15/25 C80                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -907 | NC      | $-34919.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                    | HYG US 08/15/25 P80                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -907 | NC      | $-18593.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hypoport SE                                                                      | HYPOPORT SE                                                                      | CUSIP: 000000000<br>LEI: 391200GNIFXXP6KRYQ46 | Long             | EC               | CORP              | DE        |       361 | NS      | $77035.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54638.05     | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142736.12    | 0.02%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218014.20    | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174147.84    | 0.02%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                                             | HYUNDAI MOBIS CO LTD                                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      2325 | NS      | $490621.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE_CDX IG CDSI S43 5Y 12/20/2029                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $46283.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $33090.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG PLC                                                                          | ICG PLC                                                                          | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |      5750 | NS      | $164637.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                                   | ICICI BANK LTD                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      2562 | NS      | $86339.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                                                   | ICICI BANK LTD                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     62454 | NS      | $1051682.21   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                                                         | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1403 | NS      | $237373.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Idec Corp/Japan                                                                  | IDEC CORP/JAPAN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $63313.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                           | IDEXX LABORATORIES INC                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       295 | NS      | $157621.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP Education Ltd                                                                | IDP EDUCATION LTD                                                                | CUSIP: 000000000<br>LEI: 98450014FAFE73Q0A257 | Long             | EC               | CORP              | AU        |     12583 | NS      | $28468.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ignitis Grupe AB                                                                 | IGNITIS GRUPE AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | EC               | CORP              | LT        |      3266 | NS      | $76938.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                                         | IHI CORP                                                                         | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |       700 | NS      | $77949.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iluka Resources Ltd                                                              | ILUKA RESOURCES LTD                                                              | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |      6001 | NS      | $19659.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      1789 | NS      | $196093.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                                                     | IMPALA PLATINUM HOLDINGS LTD                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     18078 | NS      | $170862.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                              | IMPERIAL BRANDS PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      7652 | NS      | $298270.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $114035.98    | 0.01%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | INDUSTRIAS PENOLES SAB DE CV                                                     | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |      3455 | NS      | $90738.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECHNOLOGIES AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     10216 | NS      | $401316.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Info Edge India Ltd                                                              | INFO EDGE INDIA LTD                                                              | CUSIP: 000000000<br>LEI: 335800MXUVHTBF9DEC78 | Long             | EC               | CORP              | IN        |      5425 | NS      | $85666.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     37362 | NS      | $427236.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                                      | INFOSYS LTD                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     33213 | NS      | $564851.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     51490 | NS      | $1199997.41   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND INC                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      7636 | NS      | $646234.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InRetail Peru Corp                                                               | INRETAIL PERU CORP                                                               | CUSIP: 000000000<br>LEI: 254900VANVRONUW77L44 | Long             | EC               | CORP              | PA        |      3221 | NS      | $86644.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                                                       | INSMED INC                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      3258 | NS      | $349518.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Diagnostics Holdings PLC                                              | INTEGRATED DIAGNOSTICS HOLDINGS PLC                                              | CUSIP: 000000000<br>LEI: 2138007JN9NUWKKTS790 | Long             | EC               | CORP              | JE        |     18323 | NS      | $6462.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     14514 | NS      | $287377.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      7430 | NS      | $1373286.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77459.18     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74789.18     | 0.01%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd                                                          | INTERGLOBE AVIATION LTD                                                          | CUSIP: 000000000<br>LEI: 33580079R8SLLO23XD19 | Long             | EC               | CORP              | IN        |       559 | NS      | $37513.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc                                    | INTERNATIONAL CONTAINER TERMINAL SERVICES INC                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      4890 | NS      | $37547.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTERNATIONAL PAPER CO                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     35798 | NS      | $1673198.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpump Group SpA                                                              | INTERPUMP GROUP SPA                                                              | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |      4108 | NS      | $168544.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO SPA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     32317 | NS      | $194718.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       344 | NS      | $270084.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1049 | NS      | $504663.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                                                     | INVESTEC PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |     10066 | NS      | $74456.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invincible Investment Corp                                                       | INVINCIBLE INVESTMENT CORP                                                       | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |       104 | NS      | $46256.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IONOS Group SE                                                                   | IONOS GROUP SE                                                                   | CUSIP: 000000000<br>LEI: 54930038KPLOYRDHV375 | Long             | EC               | CORP              | DE        |      2506 | NS      | $118850.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQE PLC                                                                          | IQE PLC                                                                          | CUSIP: 000000000<br>LEI: 213800Y33WHD3ESJJP16 | Long             | EC               | CORP              | GB        |    259351 | NS      | $32783.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| IQVIA Inc                                                                        | IQVIA INC                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52116.80     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                                                   | ISETAN MITSUKOSHI HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     17600 | NS      | $248731.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                                 | ISUZU MOTORS LTD                                                                 | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      7500 | NS      | $96120.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Itau Unibanco Holding SA                                                         | ITAU UNIBANCO HOLDING SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     75967 | NS      | $476313.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                                                      | ITOCHU CORP                                                                      | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      7400 | NS      | $388149.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Electric Inc / US                                                        | IVANHOE ELECTRIC INC / US                                                        | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6918 | NS      | $66136.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IVANHOE ELECTRIC INC / US WTS 02/06                                              | CUSIP: 46578C116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2595 | NS      | $6643.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                | IVANHOE MINES LTD                                                                | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      8752 | NS      | $68280.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97665.39     | 0.01%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89266.05     | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170798.49    | 0.02%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XV Ltd                                                             | JAMESTOWN CLO XV LTD                                                             | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250752.11    | 0.03%             | 2035-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Jamieson Wellness Inc                                                            | JAMIESON WELLNESS INC                                                            | CUSIP: 470748104<br>LEI: 254900EIXJ4NHQFFRO95 | Long             | EC               | CORP              | CA        |      3927 | NS      | $95340.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Prime Realty Investment Corp                                               | JAPAN PRIME REALTY INVESTMENT CORP                                               | CUSIP: 000000000<br>LEI: 353800NJOQJAY1ODEX72 | Long             | EC               | CORP              | JP        |        76 | NS      | $49927.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp                                                | JAPAN REAL ESTATE INVESTMENT CORP                                                | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |        61 | NS      | $49477.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                                    | JARDINE MATHESON HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      5100 | NS      | $276937.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet s NV                                                                    | JDE PEET'S NV                                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $274738.75    | 0.03%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                         | JERONIMO MARTINS SGPS SA                                                         | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     48727 | NS      | $1187850.95   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JETTI HOLDINGS SER C CVT PFD STOCK PP                                            | CUSIP: TC2S64YY5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       255 | NS      | $16944.75     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | JETTI HOLDINGS SER D CVT PFD STOCK PP                                            | CUSIP: TC268FIM0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1084 | NS      | $144054.93    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | JIANGSU HENGRUI MEDICINE CO LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26400 | NS      | $230721.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGSU ZHONGTIAN TECHNOLOGY CO LTD                                              | JIANGSU ZHONGTIAN TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     30500 | NS      | $58600.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel & Power Ltd                                                         | JINDAL STEEL & POWER LTD                                                         | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |      1508 | NS      | $16532.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYSTEM                                                         | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9920.55      | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258517.48    | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                              | JOHNSON MATTHEY PLC                                                              | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |       654 | NS      | $15238.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jollibee Foods Corp                                                              | JOLLIBEE FOODS CORP                                                              | CUSIP: 000000000<br>LEI: 2138009XN3KTAAKUPR35 | Long             | EC               | CORP              | PH        |     35900 | NS      | $133348.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV3                                               | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27258 | PA      | $24395.59     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV3                                               | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32280 | PA      | $28889.52     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                               | JP MORGAN MORTGAGE TRUST 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13209 | PA      | $11786.05     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                               | JP MORGAN MORTGAGE TRUST 2020-INV1                                               | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7430 | PA      | $7011.34      | 0.00%             | 2050-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM3                                        | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $174997.57    | 0.02%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C30                              | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11168 | PA      | $11134.55     | 0.00%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                              | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31                              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3801 | PA      | $3792.66      | 0.00%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70937.72     | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     17682 | NS      | $5238115.68   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140498.88    | 0.02%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229978.99    | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd                                                                    | JSW STEEL LTD                                                                    | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |      4510 | NS      | $53798.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                            | JULIUS BAER GROUP LTD                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      4691 | NS      | $317413.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JYP Entertainment Corp                                                           | JYP ENTERTAINMENT CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2052 | NS      | $106908.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                                      | KAJIMA CORP                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $27555.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                                                      | KANZHUN LTD                                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |     21819 | NS      | $413688.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | KASPI.KZ JSC                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |      3197 | NS      | $252243.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                                    | KAWASAKI HEAVY INDUSTRIES LTD                                                    | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |      1100 | NS      | $80336.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                                           | KB FINANCIAL GROUP INC                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      6348 | NS      | $504337.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                        | KDDI CORP                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     22300 | NS      | $365979.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                                                                  | KE HOLDINGS INC                                                                  | CUSIP: 000000000<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |     42811 | NS      | $261833.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                                                                  | KE HOLDINGS INC                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |      5306 | NS      | $97736.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEI Industries Ltd                                                               | KEI INDUSTRIES LTD                                                               | CUSIP: 000000000<br>LEI: 335800UDWBC2AWPU7M56 | Long             | EC               | CORP              | IN        |       968 | NS      | $42276.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenmare Resources PLC                                                            | KENMARE RESOURCES PLC                                                            | CUSIP: 000000000<br>LEI: 635400ETHWP1EKJMDO16 | Long             | EC               | CORP              | IE        |      2364 | NS      | $10317.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTILITIES CO                                                            | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54782.98     | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     61184 | NS      | $1311784.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel DC REIT                                                                   | KEPPEL DC REIT                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     36200 | NS      | $65877.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       596 | NS      | $146345.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                                                             | KERRY PROPERTIES LTD                                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     19000 | NS      | $50731.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     36293 | NS      | $650370.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                                                     | KEYENCE CORP                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       300 | NS      | $108519.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOLOGIES INC                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     14424 | NS      | $2364237.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                                      | KHANG DIEN HOUSE TRADING AND INVESTMENT JSC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |    111283 | NS      | $116149.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                                               | KILROY REALTY CORP                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1525 | NS      | $56211.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24133.10     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14984.73     | 0.00%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY CORP                                                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      2587 | NS      | $54922.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinaxis Inc                                                                      | KINAXIS INC                                                                      | CUSIP: 000000000<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |       990 | NS      | $146928.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN INC                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      2148 | NS      | $60272.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| King Yuan Electronics Co Ltd                                                     | KING YUAN ELECTRONICS CO LTD                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    101000 | NS      | $395079.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingboard Laminates Holdings Ltd                                                 | KINGBOARD LAMINATES HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: 529900B76JV9QCZINB33 | Long             | EC               | CORP              | KY        |     68500 | NS      | $87950.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                   | KINGFISHER PLC                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     54066 | NS      | $192248.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                               | KINGSPAN GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      4766 | NS      | $395539.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      5147 | NS      | $82353.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                                    | KION GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      4793 | NS      | $294649.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitazato Corp                                                                    | KITAZATO CORP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $111936.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       669 | NS      | $588071.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin SA                                                                        | KLABIN SA                                                                        | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |     39331 | NS      | $129872.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Knife River Corp                                                                 | KNIFE RIVER CORP                                                                 | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $35631.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2594 | NS      | $220367.30    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | KOBOLD METALS SER B-PRIME CVT PFD STOCK                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2843 | NS      | $241520.53    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kodiak Gas Services Inc                                                          | KODIAK GAS SERVICES INC                                                          | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1326 | NS      | $42869.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                                                       | KOJAMO OYJ                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |     32323 | NS      | $410228.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                                      | KOMATSU LTD                                                                      | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      5100 | NS      | $164311.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta Inc                                                               | KONICA MINOLTA INC                                                               | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |     61500 | NS      | $199942.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | KONINKLIJKE PHILIPS NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     18144 | NS      | $473836.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                                                          | KOTAK MAHINDRA BANK LTD                                                          | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |     31786 | NS      | $716149.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                                          | KT CORP                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      4867 | NS      | $195825.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                                          | KT CORP                                                                          | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      6312 | NS      | $127439.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     12200 | NS      | $136813.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KWEICHOW MOUTAI CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       260 | NS      | $51290.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co Ltd                                                      | KYORITSU MAINTENANCE CO LTD                                                      | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |      3600 | NS      | $86674.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kyushu Railway Co                                                                | KYUSHU RAILWAY CO                                                                | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |      5900 | NS      | $142678.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L Oreal SA                                                                       | L'OREAL SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       534 | NS      | $236286.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2415 | NS      | $663690.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48667.80     | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Label Vie                                                                        | LABEL VIE                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       192 | NS      | $100017.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratorios Farmaceuticos Rovi SA                                               | LABORATORIOS FARMACEUTICOS ROVI SA                                               | CUSIP: 000000000<br>LEI: 95980020140005936480 | Long             | EC               | CORP              | ES        |      2636 | NS      | $162712.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Larsen & Toubro Ltd                                                              | LARSEN & TOUBRO LTD                                                              | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |     11410 | NS      | $471868.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 5/16/30 REC CPI_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $36.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 5/16/30 REC CPI_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $31.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LCH-USD ZCIS 6/25/27 REC CPI BARC_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $483.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LCH-USD ZCIS 6/25/27 REC CPI CITI_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $620.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lectra                                                                           | LECTRA                                                                           | CUSIP: 000000000<br>LEI: 9695000KWQEBUDT6IO19 | Long             | EC               | CORP              | FR        |      2842 | NS      | $79054.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       521 | NS      | $41353.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1409 | NS      | $208118.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                                     | LEONARDO SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      4475 | NS      | $241216.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                                      | LG CHEM LTD                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |       213 | NS      | $45796.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto Inc                                                                      | LI AUTO INC                                                                      | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |     17200 | NS      | $225177.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL GROUP INC                                                         | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17142.64     | 0.00%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lilac Solutions Inc                                                              | LILAC SOLUNTIONS SER C-1                                                         | CUSIP: 000000000<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EC               | CORP              | US        |       971 | NS      | $8777.84      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lilac Solutions Inc                                                              | LILAC SOLUTIONS SERIES B CVT PFD STOCK P                                         | CUSIP: TC6T8T2V3<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EP               | CORP              | US        |      2783 | NS      | $25854.07     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      5484 | NS      | $2524065.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros                         | LINEA DIRECTA ASEGURADORA SA CIA DE SEGUROS Y REASEGUROS                         | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |     23359 | NS      | $35988.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lineage Inc                                                                      | LINEAGE INC                                                                      | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       795 | NS      | $34304.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lloyds Banking Group PLC                                                         | LLOYDS BANKING GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    861393 | NS      | $883314.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                                           | LOCALIZA RENT A CAR SA                                                           | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EC               | CORP              | BR        |     46013 | NS      | $283495.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONCIN MOTOR CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37100 | NS      | $61943.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EXCHANGE GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       496 | NS      | $60459.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotes Co Ltd                                                                     | LOTES CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $233799.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                           | LOUISIANA-PACIFIC CORP                                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       541 | NS      | $48911.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe s Cos Inc                                                                   | LOWE'S COS INC                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61215.20     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                   | LOWE'S COS INC                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4397 | NS      | $983037.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                                                  | LUNDIN GOLD INC                                                                  | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      1496 | NS      | $69239.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP LTD                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1330 | NS      | $184185.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTERNATIONAL INC                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      1300 | NS      | $53300.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                                                                   | MAKEMYTRIP LTD                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | MU        |      2125 | NS      | $198878.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandatum Oyj                                                                     | MANDATUM OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     72429 | NS      | $491294.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUFACTURERS & TRADERS TRUST CO                                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250919.75    | 0.03%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETROLEUM CORP                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1270 | NS      | $216141.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marico Bangladesh Ltd                                                            | MARICO BANGLADESH LTD                                                            | CUSIP: 000000000<br>LEI: 549300WONGQWIS652Y42 | Long             | EC               | CORP              | BD        |      2641 | NS      | $61904.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                                        | MARKS & SPENCER GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     48463 | NS      | $222570.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1283 | NS      | $338493.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285789.17    | 0.04%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                                                                         | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123677.88    | 0.02%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4833 | NS      | $962733.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ECONOMIC DEVELOPMENT CORP                                               | CUSIP: 57420NDK4<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    175000 | PA      | $147395.59    | 0.02%             | 2042-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY                        | CUSIP: 574218NF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19315.28     | 0.00%             | 2036-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLOBAL FUNDING II                                                     | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222780.14    | 0.03%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2681 | NS      | $1518706.07   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                                           | MATSUKIYOCOCOKARA & CO                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $102673.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                  | MCDONALD'S CORP                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5264 | NS      | $1579568.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald s Corp                                                                  | MCDONALD'S CORP                                                                  | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64805.20     | 0.01%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MED Life SA                                                                      | MED LIFE SA                                                                      | CUSIP: 000000000<br>LEI: 254900RJWPQ4SLGCPI85 | Long             | EC               | CORP              | RO        |      7388 | NS      | $12818.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                                                     | MEDIATEK INC                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      6000 | NS      | $271707.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH INC                                                               | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $87694.10     | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                           | MELROSE INDUSTRIES PLC                                                           | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     34907 | NS      | $235679.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                                 | MERCADOLIBRE INC                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       448 | NS      | $1063502.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155288.61    | 0.02%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | MERCEDES-BENZ GROUP AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1432 | NS      | $81080.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | MERCK KGAA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      2353 | NS      | $294088.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merus NV                                                                         | MERUS NV                                                                         | CUSIP: 000000000<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |       948 | NS      | $62795.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Met Tower Global Funding                                                         | MET TOWER GLOBAL FUNDING                                                         | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236702.83    | 0.03%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS INC                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8752 | NS      | $6769146.88   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| METAWATER Co Ltd                                                                 | METAWATER CO LTD                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $181787.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2412 | NS      | $183191.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Brands Ltd                                                                 | METRO BRANDS LTD                                                                 | CUSIP: 000000000<br>LEI: 894500HOIH518O40VN09 | Long             | EC               | CORP              | IN        |      4172 | NS      | $59070.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | METROPOLITAN GOVERNMENT NASHVILLE & DAVIDSON COUNTY HEALTH & EDUCATIONAL FACS BD | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $131197.14    | 0.02%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                                 | METTLER-TOLEDO INTERNATIONAL INC                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       479 | NS      | $590932.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    305000 | PA      | $256200.00    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                           | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                           | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204000 | PA      | $204382.50    | 0.03%             | 2038-04-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     30893 | NS      | $16481415.50  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108528.97    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                                                | MIDDLEBY CORP/THE                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       979 | NS      | $142150.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Military Commercial Joint Stock Bank                                             | MILITARY COMMERCIAL JOINT STOCK BANK                                             | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |    167608 | NS      | $186950.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | MILLICOM INTERNATIONAL CELLULAR SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      5285 | NS      | $212192.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI Inc                                                              | MINEBEA MITSUMI INC                                                              | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |      5100 | NS      | $80265.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINISO Group Holding Ltd                                                         | MINISO GROUP HOLDING LTD                                                         | CUSIP: 000000000<br>LEI: 2549006PIKT2YKNBL092 | Long             | EC               | CORP              | KY        |      9200 | NS      | $43792.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                                                          | MIPS AB                                                                          | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      1889 | NS      | $80058.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mirvac Group                                                                     | MIRVAC GROUP                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40577 | NS      | $58219.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                  | MITSUBISHI CORP                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      6300 | NS      | $124257.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                         | MITSUBISHI ELECTRIC CORP                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     34000 | NS      | $764736.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                         | MITSUBISHI ESTATE CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     28600 | NS      | $535461.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     94100 | NS      | $1296958.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $291426.90    | 0.04%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     42500 | NS      | $379877.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Miura Co Ltd                                                                     | MIURA CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15200 | NS      | $303078.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                                                     | MOBILE WORLD INVESTMENT CORP                                                     | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |     58000 | NS      | $145535.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec Inc                                                                        | MODEC INC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $268415.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                            | MOLINA HEALTHCARE INC                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3622 | NS      | $571805.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                                      | MONCLER SPA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      2597 | NS      | $138504.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INTERNATIONAL INC                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     25083 | NS      | $1622619.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                                                     | MONOLITHIC POWER SYSTEMS INC                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       235 | NS      | $167141.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Montage Gold Corp                                                                | MONTAGE GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 9845004C6BCE77ACA795 | Long             | EC               | CORP              | CA        |      5132 | NS      | $16000.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Montana Aerospace AG                                                             | MONTANA AEROSPACE AG                                                             | CUSIP: 000000000<br>LEI: 506700YRG9330Q97U450 | Long             | EC               | CORP              | CH        |     10102 | NS      | $351851.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody s Corp                                                                     | MOODY'S CORP                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       311 | NS      | $160392.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4321 | NS      | $615569.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372361.68    | 0.05%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38136.20     | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27                      | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $154146.37    | 0.02%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27                      | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $84732.72     | 0.01%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.02     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                         | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.93     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50737.35     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                                                                | MP MATERIALS CORP                                                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      1919 | NS      | $118018.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPI Corp                                                                         | MPI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $69512.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MSCI EAFE         SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -14 | NC      | $17973.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       771 | NS      | $504751.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiplan Empreendimentos Imobiliarios SA                                        | MULTIPLAN EMPREENDIMENTOS IMOBILIARIOS SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     26098 | NS      | $117357.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    121000 | PA      | $129652.27    | 0.02%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                                   | MVW 2019-2 LLC                                                                   | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39925 | PA      | $39348.54     | 0.00%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                  | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19691 | PA      | $18784.21     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                                                              | NAC KAZATOMPROM JSC                                                              | CUSIP: 000000000<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      5218 | NS      | $214741.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakanishi Inc                                                                    | NAKANISHI INC                                                                    | CUSIP: 000000000<br>LEI: 353800EXA7IQ42YKF224 | Long             | EC               | CORP              | JP        |      8000 | NS      | $102978.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nam Long Investment Corp                                                         | NAM LONG INVESTMENT CORP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     53066 | NS      | $83780.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI TECHNOLOGY CO LTD                                                           | NARI TECHNOLOGY CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15921 | NS      | $48394.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                                       | NATERA INC                                                                       | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1806 | NS      | $241389.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                          | NATIONAL BANK OF CANADA                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      3080 | NS      | $320381.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATIONAL GRID PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     70182 | NS      | $986203.39    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BUILDING SOCIETY                                                      | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $390521.25    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64176 | PA      | $63131.23     | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16537 | PA      | $15343.36     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16382 | PA      | $15426.72     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                                                         | NEC CORP                                                                         | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      7500 | NS      | $215369.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                 | NELNET STUDENT LOAN TRUST 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99310 | PA      | $92684.45     | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Nestle Nigeria PLC                                                               | NESTLE NIGERIA PLC                                                               | CUSIP: 000000000<br>LEI: 0292002173F4KD5E5347 | Long             | EC               | CORP              | NG        |     20994 | NS      | $25806.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      7437 | NS      | $649823.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                                                      | NETEASE INC                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     17645 | NS      | $461280.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3087 | NS      | $3579067.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1                                    | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119981 | PA      | $100282.24    | 0.01%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM4                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $134999.22    | 0.02%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK STATE DORMITORY AUTHORITY                                               | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15354.30     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                               | NEW YORK STATE ELECTRIC & GAS CORP                                               | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65690.95     | 0.01%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                                                                     | CUSIP: 000000000<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1048 | NS      | $64641.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6365 | NS      | $395266.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexity SA                                                                        | NEXITY SA                                                                        | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |      8149 | NS      | $106182.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                         | NEXT PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1604 | NS      | $260362.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextage Co Ltd                                                                   | NEXTAGE CO LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22600 | NS      | $280528.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30147.03     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY INC                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1316 | NS      | $93514.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexus Select Trust                                                               | NEXUS SELECT TRUST                                                               | CUSIP: 000000000<br>LEI: 3358005ZHLYHK1WZGL78 | Long             | EC               | CORP              | IN        |     24697 | NS      | $41423.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGEx Minerals Ltd                                                                | NGEX MINERALS LTD                                                                | CUSIP: 000000000<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |      5952 | NS      | $84065.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK POWER CORP                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49533.80     | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nifco Inc/Japan                                                                  | NIFCO INC/JAPAN                                                                  | CUSIP: 000000000<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     14000 | NS      | $341600.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                                  | NINTENDO CO LTD                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      3300 | NS      | $275810.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc                                                         | NIPPON PROLOGIS REIT INC                                                         | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |        72 | NS      | $38855.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp                                                       | NIPPON SANSO HOLDINGS CORP                                                       | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |      6100 | NS      | $215900.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Seiki Co Ltd                                                              | NIPPON SEIKI CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $105531.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Soda Co Ltd                                                               | NIPPON SODA CO LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $267520.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                                                | NIPPON STEEL CORP                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     18200 | NS      | $350495.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211024.22    | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    105000 | PA      | $80263.26     | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                                                             | NISSAN CHEMICAL CORP                                                             | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |      2400 | NS      | $78237.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                                                                   | NITERRA CO LTD                                                                   | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      8800 | NS      | $303368.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT INC                                                                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       490 | NS      | $20217.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Holdings Inc                                                  | NOMURA REAL ESTATE HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |     15900 | NS      | $88111.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                    | NOMURA RESEARCH INSTITUTE LTD                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      3400 | NS      | $134539.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordnet AB publ                                                                  | NORDNET AB PUBL                                                                  | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |      4011 | NS      | $108321.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN CORP                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      6503 | NS      | $1807834.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northam Platinum Holdings Ltd                                                    | NORTHAM PLATINUM HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |      4203 | NS      | $48279.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                      | NORTHERN STAR RESOURCES LTD                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     10619 | NS      | $105503.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRUST CORP                                                              | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24945.78     | 0.00%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN CORP                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1619 | NS      | $933531.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ljubljanska Banka dd                                                        | NOVA LJUBLJANSKA BANKA DD                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |     16311 | NS      | $603316.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                                        | NOVA LJUBLJANSKA BANKA DD                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       420 | NS      | $79345.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novagold Resources Inc                                                           | NOVAGOLD RESOURCES INC                                                           | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      5076 | NS      | $26344.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4751 | NS      | $541077.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                 | NOVO NORDISK A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      9193 | NS      | $427548.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                 | NOVO NORDISK A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2334 | NS      | $109861.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       336 | NS      | $56179.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Green Energy Ltd                                                            | NTPC GREEN ENERGY LTD                                                            | CUSIP: 000000000<br>LEI: 335800AMQJOQ1FL3NH90 | Long             | EC               | CORP              | IN        |      7717 | NS      | $9098.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                                         | NTPC LTD                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     33824 | NS      | $128372.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT DC REIT                                                                      | NTT DC REIT                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     60400 | NS      | $56776.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE CORP                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201226.40    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                                   | NU HOLDINGS LTD/CAYMAN ISLANDS                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     30080 | NS      | $367577.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1411 | NS      | $201871.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64432.27     | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119884.26    | 0.02%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NuVista Energy Ltd                                                               | NUVISTA ENERGY LTD                                                               | CUSIP: 000000000<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |     13212 | NS      | $139595.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     83390 | NS      | $14832579.30  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    375000 | PA      | $326380.50    | 0.04%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                            | NXP SEMICONDUCTORS NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       983 | NS      | $210135.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O Reilly Automotive Inc                                                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142575.60    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      6698 | NS      | $658547.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| O Reilly Automotive Inc                                                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35512.58     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Obara Group Inc                                                                  | OBARA GROUP INC                                                                  | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |      5900 | NS      | $151028.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                              | OBX 2019-EXP3 TRUST                                                              | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3802 | PA      | $3814.87      | 0.00%             | 2059-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103623.45    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                  | OCTANE RECEIVABLES TRUST 2023-1                                                  | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10805 | PA      | $10823.72     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-RVM1                                               | OCTANE RECEIVABLES TRUST 2024-RVM1                                               | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78856 | PA      | $79307.37     | 0.01%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                                      | OFAC RESTR ALROSA PJSC                                                           | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |     80680 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Polyus PJSC                                                                      | OFAC RESTR POLYUS PJSC                                                           | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      2940 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oji Holdings Corp                                                                | OJI HOLDINGS CORP                                                                | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     51600 | NS      | $251491.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                                                    | OLD DOMINION FREIGHT LINE INC                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      8370 | NS      | $1249222.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                                                     | OLYMPUS CORP                                                                     | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     13200 | NS      | $157701.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1993 | NS      | $101500.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Petrom SA                                                                    | OMV PETROM SA                                                                    | CUSIP: 000000000<br>LEI: 549300UKYDM6L8HEPU79 | Long             | EC               | CORP              | RO        |    780434 | NS      | $136825.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1702 | NS      | $139751.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                                                          | OPEN HOUSE GROUP CO LTD                                                          | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      5200 | NS      | $229946.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OQ Gas Networks SAOC                                                             | OQ GAS NETWORKS SAOC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | OM        |    323784 | NS      | $126118.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                                                 | OR ROYALTIES INC                                                                 | CUSIP: 000000000<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     11374 | NS      | $315050.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ora Banda Mining Ltd                                                             | ORA BANDA MINING LTD                                                             | CUSIP: 000000000<br>LEI: 984500DAD3BDFDHBD844 | Long             | EC               | CORP              | AU        |     21260 | NS      | $8812.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119726.25    | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65617.20     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     17500 | NS      | $393103.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Orla Mining Ltd                                                                  | ORLA MINING LTD                                                                  | CUSIP: 000000000<br>LEI: 529900DU63EUQ1UZKL30 | Long             | EC               | CORP              | CA        |      3771 | NS      | $35108.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                                                    | OTP BANK NYRT                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      6528 | NS      | $529720.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      2039 | NS      | $83966.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2443 | NS      | $340627.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51906.70     | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oxford Nanopore Technologies PLC                                                 | OXFORD NANOPORE TECHNOLOGIES PLC                                                 | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Long             | EC               | CORP              | GB        |     30136 | NS      | $80779.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261287.68    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP OF AMERICA                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3509 | NS      | $679868.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Page Industries Ltd                                                              | PAGE INDUSTRIES LTD                                                              | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |       181 | NS      | $100632.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                        | PALANTIR TECHNOLOGIES INC                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1856 | NS      | $293897.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                           | PALO ALTO NETWORKS INC                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1496 | NS      | $259705.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     25000 | PA      | $25169.25     | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HOLDINGS CORP                                                          | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     13700 | NS      | $129592.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Park24 Co Ltd                                                                    | PARK24 CO LTD                                                                    | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |     10000 | NS      | $126283.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN CORP                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3027 | NS      | $2215461.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                        | PARTNERS GROUP HOLDING AG                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       310 | NS      | $416732.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX Labs Inc                                                                     | PAX LABS CLASS A COMMON PP                                                       | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     21572 | NS      | $6687.32      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PDD Holdings Inc                                                                 | PDD HOLDINGS INC                                                                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      3628 | NS      | $411596.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                                            | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                            | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115336.57    | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                          | PEBBLEBROOK HOTEL TRUST                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      3210 | NS      | $32196.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Construction Co Ltd                                                  | PENTA-OCEAN CONSTRUCTION CO LTD                                                  | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     24300 | NS      | $157254.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                                                      | PENTAIR PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      8337 | NS      | $852041.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepco Group NV                                                                   | PEPCO GROUP NV                                                                   | CUSIP: 000000000<br>LEI: 213800OVMJPFP79OB449 | Long             | EC               | CORP              | NL        |     11504 | NS      | $71279.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                                           | PERMIAN RESOURCES CORP                                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     17129 | NS      | $242546.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | PERPLEXITY AI SER E-1 CVT PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        98 | NS      | $48248.92     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Persimmon PLC                                                                    | PERSIMMON PLC                                                                    | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     14924 | NS      | $225035.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                                                           | PERSOL HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |     54400 | NS      | $103982.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40000 | PA      | $39922.80     | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT                                | CUSIP: 71783DAD7<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4979.63      | 0.00%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       340 | NS      | $55777.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2119 | NS      | $261866.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                                            | PHU NHUAN JEWELRY JSC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     83620 | NS      | $268683.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                                                             | PILBARA MINERALS LTD                                                             | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |     33433 | NS      | $33924.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Pinterest Inc                                                                    | PINTEREST INC                                                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12106 | NS      | $467291.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL RESOURCES CO                                                     | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49982.60     | 0.01%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL RESOURCES CO                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78766.56     | 0.01%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc                                                               | PLANET FITNESS INC                                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      3712 | NS      | $405313.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planisware SA                                                                    | PLANISWARE SA                                                                    | CUSIP: 000000000<br>LEI: 969500356FAUM2X41Q59 | Long             | EC               | CORP              | FR        |      4368 | NS      | $105818.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40421.64     | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Polycab India Ltd                                                                | POLYCAB INDIA LTD                                                                | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |      1904 | NS      | $147558.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTHORITY OF NEW YORK & NEW JERSEY                                          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19525.14     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                                               | POSCO HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       504 | NS      | $110834.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2025-1 LLC                                           | POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100256.40    | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                                                     | POWER GRID CORP OF INDIA LTD                                                     | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |    108451 | NS      | $358513.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES INC                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3669 | NS      | $387079.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRADA SpA                                                                        | PRADA SPA                                                                        | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     44100 | NS      | $240030.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                                          | PRECISION DRILLING CORP                                                          | CUSIP: 000000000<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       537 | NS      | $30241.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Predictive Discovery Ltd                                                         | PREDICTIVE DISCOVERY LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    184797 | NS      | $49993.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                         | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21849.00     | 0.00%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142385.76    | 0.02%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98745.00     | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE CO/THE                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16586 | NS      | $2495695.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                             | PROGRESS RESIDENTIAL 2024-SFR5 TRUST                                             | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93409.89     | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP/THE                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3440 | NS      | $832617.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                     | PROLOGIS INC                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      6269 | NS      | $669403.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      8409 | NS      | $480370.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2019-1                                          | PROVIDENT FUNDING MORTGAGE TRUST 2019-1                                          | CUSIP: 74387LAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176426 | PA      | $150362.71    | 0.02%             | 2049-12-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | PROVINCE OF ALBERTA CANADA                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    135000 | PA      | $132583.50    | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | PROVINCE OF BRITISH COLUMBIA CANADA                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $312394.56    | 0.04%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | PROVINCE OF NEW BRUNSWICK CANADA                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $246987.00    | 0.03%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                   | PRUDENTIAL PLC                                                                   | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     17768 | NS      | $225408.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | PRYSMIAN SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      4258 | NS      | $340058.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                                          | PTC INC                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      2881 | NS      | $618867.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2842 | NS      | $772853.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE OPERATING CO                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139367.25    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Puig Brands SA                                                                   | PUIG BRANDS SA                                                                   | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |      4643 | NS      | $86289.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                                          | PUMA SE                                                                          | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      1450 | NS      | $30650.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puregold Price Club Inc                                                          | PUREGOLD PRICE CLUB INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     42100 | NS      | $28857.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                                         | QATAR NATIONAL BANK QPSC                                                         | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     73732 | NS      | $379323.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                        | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      2203 | NS      | $109237.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                                                | QINETIQ GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |     16897 | NS      | $110778.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTICS INC                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6333 | NS      | $1060207.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | RAD PWR BIKES INC CLASS A C                                                      | CUSIP: TC2GFC392<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16193 | NS      | $2590.88      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Raia Drogasil SA                                                                 | RAIA DROGASIL SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    134891 | NS      | $325209.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Bank Ltd                                                                 | RAKUTEN BANK LTD                                                                 | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |      1900 | NS      | $88505.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES CORP                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     27432 | NS      | $1007303.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                                     | RAYONIER INC                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      2960 | NS      | $68997.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP                                                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1862 | NS      | $104514.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP                                                               | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65986.06     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                          | RECRUIT HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      7700 | NS      | $456849.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Redcare Pharmacy NV                                                              | REDCARE PHARMACY NV                                                              | CUSIP: SBYYH7G96<br>LEI: 529900JK6UXHY1YKZ082 | Long             | EC               | CORP              | NL        |      3043 | NS      | $336831.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                              | REDWOOD MATERIALS SER C CVT STOCK PP                                             | CUSIP: TC25HIZF2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1666 | NS      | $98743.82     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regency Centers Corp                                                             | REGENCY CENTERS CORP                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      5554 | NS      | $396555.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34793.12     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       584 | NS      | $169435.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                                                          | RELIANCE INDUSTRIES LTD                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     41942 | NS      | $662368.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Worldwide Corp Ltd                                                      | RELIANCE WORLDWIDE CORP LTD                                                      | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | AU        |     18019 | NS      | $49534.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Relo Group Inc                                                                   | RELO GROUP INC                                                                   | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |     13000 | NS      | $149281.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94021.30     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                                         | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      2570 | NS      | $133540.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                         | RENESAS ELECTRONICS CORP                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     57000 | NS      | $693294.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rengo Co Ltd                                                                     | RENGO CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31000 | NS      | $179799.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Renishaw PLC                                                                     | RENISHAW PLC                                                                     | CUSIP: 000000000<br>LEI: 21380048ADXM6Z67CT18 | Long             | EC               | CORP              | GB        |      2092 | NS      | $82014.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp                                                                    | REPLIGEN CORP                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1431 | NS      | $167527.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     55000 | PA      | $54656.24     | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SERVICES INC                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      7153 | NS      | $1649839.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                                                              | RESONA HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     40800 | NS      | $371443.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust Inc                                                                  | RESORTTRUST INC                                                                  | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |     13400 | NS      | $165992.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                                      | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      8118 | NS      | $713572.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212187.19    | 0.03%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                                                    | REXFORD INDUSTRIAL REALTY INC                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      8251 | NS      | $301409.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL FUNDING                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102686.70    | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                   | RHEINMETALL AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        90 | NS      | $178154.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Richelieu Hardware Ltd                                                           | RICHELIEU HARDWARE LTD                                                           | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |      2630 | NS      | $65806.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigaku Holdings Corp                                                             | RIGAKU HOLDINGS CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15300 | NS      | $78085.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                                    | RIGHTMOVE PLC                                                                    | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |      8553 | NS      | $92299.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                    | RIO TINTO LTD                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1699 | NS      | $120829.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                    | RIO TINTO PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      6439 | NS      | $383503.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RIYUE HEAVY INDUSTRY CO LTD                                                      | RIYUE HEAVY INDUSTRY CO LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     38100 | NS      | $64030.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Robertet SA                                                                      | ROBERTET SA                                                                      | CUSIP: 000000000<br>LEI: 969500EUEC3HIYQOCS92 | Long             | EC               | CORP              | FR        |       140 | NS      | $131876.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Robex Resources Inc                                                              | ROBEX RESOURCES INC                                                              | CUSIP: 000000000<br>LEI: 529900UBILRW1I57HF58 | Long             | EC               | CORP              | CA        |      2767 | NS      | $6312.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                                      | ROBLOX CORP                                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $48777.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                 | ROCHE HOLDING AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3890 | NS      | $1213964.08   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMATION INC                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       771 | NS      | $271168.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $167103.26    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                         | ROLLS-ROYCE HOLDINGS PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     44322 | NS      | $629061.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       424 | NS      | $233369.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49522.80     | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rosebank Industries PLC                                                          | ROSEBANK INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 2138005KFPHBAEW69F51 | Long             | EC               | CORP              | JE        |     13006 | NS      | $56657.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5671 | NS      | $774318.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rotork PLC                                                                       | ROTORK PLC                                                                       | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |     46052 | NS      | $197526.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Round One Corp                                                                   | ROUND ONE CORP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13600 | NS      | $139660.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                             | ROYAL BANK OF CANADA                                                             | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $218714.50    | 0.03%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                                                                   | ROYAL GOLD INC                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        85 | NS      | $12870.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Unibrew A/S                                                                | ROYAL UNIBREW A/S                                                                | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |       879 | NS      | $65747.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTERNATIONAL INC                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       556 | NS      | $65279.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rusta AB                                                                         | RUSTA AB                                                                         | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |      9083 | NS      | $71032.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                             | RYANAIR HOLDINGS PLC                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      3976 | NS      | $247585.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1532 | NS      | $844285.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE                                    | S&P500 EMINI FUT  SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-16481.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE                                    | S&P500 EMINI FUT  SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -5 | NC      | $-20601.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                                          | SAAB AB                                                                          | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       780 | NS      | $42427.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49600.40     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                                        | SAFRAN SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1815 | NS      | $598498.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Beer Alcohol Beverage Corp                                                | SAIGON BEER ALCOHOL BEVERAGE CORP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     12700 | NS      | $23048.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata INX Corp                                                                  | SAKATA INX CORP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $200561.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2417 | NS      | $624383.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     77449 | NS      | $831313.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite Group SA                                                               | SAMSONITE GROUP SA                                                               | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |     52500 | NS      | $107084.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Samsung Electronics Co Ltd                                                       | SAMSUNG ELECTRONICS CO LTD                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     48072 | NS      | $2449940.17   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                  | SANDOZ GROUP AG                                                                  | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      2343 | NS      | $133993.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                       | SANDVIK AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     24852 | NS      | $606380.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu Inc                                                                       | SANKYU INC                                                                       | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |      3200 | NS      | $188375.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sanofi SA                                                                        | SANOFI SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      6865 | NS      | $616276.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115600.98    | 0.01%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130753.31    | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GROUP HOLDINGS PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193445.80    | 0.02%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANY HEAVY INDUSTRY CO LTD                                                       | SANY HEAVY INDUSTRY CO LT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    100100 | NS      | $277061.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      5811 | NS      | $1661689.14   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sapphire Foods India Ltd                                                         | SAPPHIRE FOODS INDIA LTD                                                         | CUSIP: 000000000<br>LEI: 335800Y2BJLU8A79CD84 | Long             | EC               | CORP              | IN        |     20865 | NS      | $75080.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                                         | SARTORIUS STEDIM BIOTECH                                                         | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      2276 | NS      | $454814.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co                                                          | SAUDI ARABIAN MINING CO                                                          | CUSIP: 000000000<br>LEI: 254900R4HAVLB4GY9713 | Long             | EC               | CORP              | SA        |      1605 | NS      | $22190.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                                          | SAUDI NATIONAL BANK/THE                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     65476 | NS      | $653391.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIONS CORP                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       319 | NS      | $71685.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBO AG                                                                           | SBO AG                                                                           | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |      2419 | NS      | $80051.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                                    | SCENTRE GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    105291 | NS      | $251986.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                                  | SCHLUMBERGER NV                                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     49933 | NS      | $1687735.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELECTRIC SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2091 | NS      | $541137.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schott Pharma AG & Co KGaA                                                       | SCHOTT PHARMA AG & CO KGAA                                                       | CUSIP: 000000000<br>LEI: 529900TU48UE99NHEY88 | Long             | EC               | CORP              | DE        |      6313 | NS      | $170383.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                       | SCOUT24 SE                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       693 | NS      | $92613.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                                                          | SEA LTD                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      8779 | NS      | $1375230.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                                                                     | SEADRILL LTD                                                                     | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |      1300 | NS      | $37908.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sega Sammy Holdings Inc                                                          | SEGA SAMMY HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |      8800 | NS      | $179891.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     85105 | NS      | $725327.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                  | SEQUOIA MORTGAGE TRUST 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4508 | PA      | $4191.61      | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                                        | SERVICEMASTER FUNDING LLC                                                        | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123044 | PA      | $112774.45    | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202853.88    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1077 | NS      | $1015740.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDINGS CO LTD                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     55900 | NS      | $736940.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                             | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                             | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       139 | PA      | $138.18       | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co Ltd                                     | SHANDONG WEIGAO GROUP MEDICAL POLYMER CO LTD                                     | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |    113200 | NS      | $99549.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                        | SHELL PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     12303 | NS      | $442085.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                        | SHELL PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     21878 | NS      | $788397.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                        | SHELL PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      5541 | NS      | $400115.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHEN ENVICOOL TECHNOLOGY CO LTD                                              | SHENZHEN ENVICOOL TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12350 | NS      | $68795.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SHENZHEN INOVANCE TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8800 | NS      | $77169.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHEN JUFEI OPTOELECTRONICS CO LTD                                            | SHENZHEN JUFEI OPTOELECTRONICS CO LTD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     62100 | NS      | $53730.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd                                        | SHENZHOU INTERNATIONAL GROUP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |     44200 | NS      | $318096.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176032.85    | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6818 | NS      | $2255939.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp                                                                     | SHIMIZU CORP                                                                     | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     11100 | NS      | $122965.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                        | SHIN-ETSU CHEMICAL CO LTD                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     21900 | NS      | $630214.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                      | SHOPIFY INC                                                                      | CUSIP: 000000000<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       477 | NS      | $58306.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                      | SHOPIFY INC                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3544 | NS      | $433112.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Self Storage Ltd                                                        | SHURGARD SELF STORAGE LTD                                                        | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | GG        |      1759 | NS      | $69801.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                                           | SIBANYE STILLWATER LTD                                                           | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     25289 | NS      | $53189.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                                       | SIEMENS AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      8848 | NS      | $2253615.42   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                          | SIEMENS HEALTHINEERS AG                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     13246 | NS      | $713464.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                  | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                  | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100201.15    | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd                                                            | SIGNAL PEAK CLO 5 LTD                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250889.86    | 0.03%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                                       | SIGNIFY NV                                                                       | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      3328 | NS      | $79614.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                                                     | SILTRONIC AG                                                                     | CUSIP: 000000000<br>LEI: 5299003NKV26NNGHHR90 | Long             | EC               | CORP              | DE        |      2864 | NS      | $123828.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Simon Property Group Inc                                                         | SIMON PROPERTY GROUP INC                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2616 | NS      | $428474.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $300034.36    | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                                     | SK HYNIX INC                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      5061 | NS      | $980902.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                                                 | SK SQUARE CO LTD                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       775 | NS      | $83475.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKAN Group AG                                                                    | SKAN GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 506700N25H370ZSEFR11 | Long             | EC               | CORP              | CH        |       453 | NS      | $41544.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAVISKA ENSKILDA BANKEN AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     11691 | NS      | $204505.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skeena Resources Ltd                                                             | SKEENA RESOURCES LTD                                                             | CUSIP: 000000000<br>LEI: 549300DCWSQFVVZ21289 | Long             | EC               | CORP              | CA        |      8348 | NS      | $117484.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corp                                                              | SM INVESTMENTS CORP                                                              | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |      5970 | NS      | $83442.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT Inc                                                  | SMARTSTOP SELF STORAGE REIT INC                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      4104 | NS      | $139043.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB PRIVATE EDUCATION LOAN TRUST                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34625 | PA      | $32552.47     | 0.00%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-A                                          | SMB PRIVATE EDUCATION LOAN TRUST 2017-A                                          | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |      3591 | PA      | $3584.94      | 0.00%             | 2034-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                          | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                          | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |     14110 | PA      | $13942.48     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                          | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89573 | PA      | $81057.91     | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                 | SMITHS GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      3835 | NS      | $118793.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowline Gold Corp                                                               | SNOWLINE GOLD CORP                                                               | CUSIP: 000000000<br>LEI: 529900VVFSE66NAIST38 | Long             | EC               | CORP              | CA        |      8905 | NS      | $61376.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     14417 | NS      | $920216.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Soleno Therapeutics Inc                                                          | SOLENO THERAPEUTICS INC                                                          | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      3002 | NS      | $259582.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113104.42    | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                | SONOVA HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      1312 | NS      | $357136.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY GROUP CORP                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     48000 | NS      | $1154559.21   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SORTERA TECH SER C-1 CVT PFD STOCK PP                                            | CUSIP: TC3IWOQO4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       764 | NS      | $10529.30     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| South Bow Corp                                                                   | SOUTH BOW CORP                                                                   | CUSIP: 000000000<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      2549 | NS      | $66944.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34931.02     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS CAPITAL CORP                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98927.80     | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO/THE                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93384.81     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO/THE                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      7225 | NS      | $682618.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER CORP                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2786 | NS      | $262329.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovereign Metals Ltd                                                             | SOVEREIGN METALS LTD                                                             | CUSIP: 000000000<br>LEI: 213800NSPXSASTENFQ34 | Long             | EC               | CORP              | AU        |     17523 | NS      | $8003.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                                          | SPIE SA                                                                          | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     17171 | NS      | $1010538.15   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                                 | SPIRAX GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      2557 | NS      | $213685.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                            | SPOTIFY TECHNOLOGY SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       295 | NS      | $184829.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Springer Nature AG & Co KGaA                                                     | SPRINGER NATURE AG & CO KGAA                                                     | CUSIP: 000000000<br>LEI: 549300UMNC43HQB3JA96 | Long             | EC               | CORP              | DE        |      8415 | NS      | $180134.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprott Physical Uranium Trust                                                    | SPROTT PHYSICAL URANIUM TRUST                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | CA        |      1400 | NS      | $22541.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG ISSUER SA                                                                     | SPX US 08/15/25 P5725                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -59 | NC      | $-22125.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Square Pharmaceuticals PLC                                                       | SQUARE PHARMACEUTICALS PLC                                                       | CUSIP: 000000000<br>LEI: 254900R3NU1J5X39Y909 | Long             | EC               | CORP              | BD        |     27992 | NS      | $52530.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      5244 | NS      | $128542.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     53548 | NS      | $959953.76    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                                                          | STANLEY ELECTRIC CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $30175.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                     | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11631 | PA      | $10964.77     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | STATE OF CALIFORNIA                                                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $41558.67     | 0.01%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | STATE OF WISCONSIN                                                               | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    110000 | PA      | $101925.16    | 0.01%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS INC                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      6260 | NS      | $798525.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      5366 | NS      | $47213.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     44587 | NS      | $458777.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| StorageVault Canada Inc                                                          | STORAGEVAULT CANADA INC                                                          | CUSIP: 000000000<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |     28661 | NS      | $95977.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                   | STOREBRAND ASA                                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |      7342 | NS      | $104258.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MicroStrategy Inc                                                                | STRATEGY INC                                                                     | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       796 | NS      | $319880.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                                             | STRAUMANN HOLDING AG                                                             | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      1899 | NS      | $231374.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2432 | NS      | $955119.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                                                      | SUBARU CORP                                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      5800 | NS      | $106695.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                                                      | SUBSEA 7 SA                                                                      | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |     10621 | NS      | $205824.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                                                       | SUMCO CORP                                                                       | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      4400 | NS      | $34411.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                                    | SUMITOMO CORP                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     21300 | NS      | $544423.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                                                  | SUMITOMO MITSUI TRUST GROUP INC                                                  | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      5800 | NS      | $152045.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Seika Chemicals Co Ltd                                                  | SUMITOMO SEIKA CHEMICALS CO LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $47874.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                                              | SUN COMMUNITIES INC                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2714 | NS      | $336617.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                                      | SUN HUNG KAI PROPERTIES LTD                                                      | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      7083 | NS      | $84128.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY INC                                                                | CUSIP: 000000000<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      4195 | NS      | $165456.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY INC                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      2053 | NS      | $81011.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                                                      | SUNTORY BEVERAGE & FOOD LTD                                                      | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      2200 | NS      | $66430.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                                | SUZUKI MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     12200 | NS      | $134048.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweco AB                                                                         | SWECO AB                                                                         | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |      4584 | NS      | $72310.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      4716 | NS      | $125577.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiggy Ltd                                                                       | SWIGGY LTD                                                                       | CUSIP: 000000000<br>LEI: 335800R11DC3QR7KH186 | Long             | EC               | CORP              | IN        |     13124 | NS      | $60178.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                                                             | SWIRE PROPERTIES LTD                                                             | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     25400 | NS      | $68077.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                       | SYENSQO SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |       473 | NS      | $37488.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                       | SYMRISE AG                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      4056 | NS      | $367665.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Syncona Ltd                                                                      | SYNCONA LTD                                                                      | CUSIP: 000000000<br>LEI: 213800X8MBI5VQITLW60 | Long             | EC               | RF                | GG        |     33100 | NS      | $42575.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       577 | NS      | $365512.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                                                      | SYSMEX CORP                                                                      | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      4600 | NS      | $74730.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Systems Ltd                                                                      | SYSTEMS LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PK        |    259453 | NS      | $125635.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Dynamic Global Bond Fund                                            | T ROWE PR DYN GLBL BND-I                                                         | CUSIP: 77956H468<br>LEI: 549300RBL73KV0WZZF27 | Long             | EC               | RF                | US        |   1845666 | NS      | $14340822.88  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Emerging Markets Local Currency Bond Fund                           | T ROWE PR EM MKT LOC CUR-I                                                       | CUSIP: 77956H369<br>LEI: 308254AVG0WE2QK20V13 | Long             | EC               | RF                | US        |   3301166 | NS      | $16175714.02  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Emerging Markets Bond Fund                                          | T ROWE PR EMRG MKTS BND-I                                                        | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |   3120914 | NS      | $29305383.29  | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund                                    | T ROWE PR INST FLTNG RT-INST                                                     | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |    764373 | NS      | $7223321.39   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional High Yield Fund                                       | T ROWE PR INST HI YLD-INST                                                       | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   2232227 | NS      | $17701556.56  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price International Bond Fund - USD Hedged                                | T ROWE PR INTL BD USD HG-I                                                       | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1140882 | NS      | $9765950.57   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price International Bond Fund                                             | T ROWE PR INTL BND-I                                                             | CUSIP: 77956H450<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |   3228314 | NS      | $23243864.11  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Integrated US Small-Mid Cap Core Equity Fund                        | T ROWE PRICE INTEGRATED US SMALL-MID CAP CORE EQUITY FUND                        | CUSIP: 779917707<br>LEI: 549300W1UD5BSCDBEY41 | Long             | EC               | RF                | US        |   1732248 | NS      | $40725149.16  | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Multi-Strategy Total Return Fund                                    | T ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND                                    | CUSIP: 77958R209<br>LEI: 549300KYJ7NTF2T39559 | Long             | EC               | RF                | US        |   2133550 | NS      | $19564653.52  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     10722 | NS      | $2556232.02   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                            | T. Rowe Price Government Reserve Fund - Collateral                               | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   3475357 | NS      | $3475356.71   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Treasury Reserve Fund                                              | T. Rowe Price Treasury Reserve Fund                                              | CUSIP: 76105Y208<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  28871871 | NS      | $28871871.46  | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiheiyo Cement Corp                                                             | TAIHEIYO CEMENT CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16000 | NS      | $390989.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      5629 | NS      | $1360078.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    159000 | NS      | $6121386.71   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Takashimaya Co Ltd                                                               | TAKASHIMAYA CO LTD                                                               | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |     21800 | NS      | $168475.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     10300 | NS      | $282938.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                                                    | TAKEUCHI MANUFACTURING CO LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $139409.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES CORP                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       941 | NS      | $156591.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES CORP                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44868.60     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74853.45     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                                                   | TATA STEEL LTD                                                                   | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |     48110 | NS      | $86397.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding AS                                                     | TAV HAVALIMANLARI HOLDING AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | EC               | CORP              | TR        |      6045 | NS      | $36527.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                                                | TAYLOR WIMPEY PLC                                                                | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     45964 | NS      | $61843.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                                               | TBC BANK GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |       399 | NS      | $25503.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                                              | TE CONNECTIVITY PLC                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      8435 | NS      | $1735501.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecan Group AG                                                                   | TECAN GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |       442 | NS      | $87512.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                                   | TECHNIPFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     35779 | NS      | $1301282.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnoPro Holdings Inc                                                           | TECHNOPRO HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |      5200 | NS      | $164685.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Technoprobe SpA                                                                  | TECHNOPROBE SPA                                                                  | CUSIP: 000000000<br>LEI: 8156007154CD8334D053 | Long             | EC               | CORP              | IT        |      5567 | NS      | $45675.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                                     | TECHTRONIC INDUSTRIES CO LTD                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     17500 | NS      | $209258.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                               | TECK RESOURCES LTD                                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      5087 | NS      | $165124.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Teledyne Technologies Inc                                                        | TELEDYNE TECHNOLOGIES INC                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1240 | NS      | $683264.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | TELEFONAKTIEBOLAGET LM ERICSSON                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     35628 | NS      | $258787.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       683 | NS      | $66586.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                                                  | TELKOM INDONESIA PERSERO TBK PT                                                  | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    465500 | NS      | $81739.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                       | TENARIS SA                                                                       | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1455 | NS      | $50837.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                                             | TENCENT HOLDINGS LTD                                                             | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      3481 | NS      | $243913.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                                             | TENCENT HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     40663 | NS      | $2846907.69   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | TENCENT MUSIC ENTERTAINMENT GROUP                                                | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |     19647 | NS      | $412390.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE CORP                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5538 | NS      | $893168.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                                              | TERRENO REALTY CORP                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4079 | NS      | $226343.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                        | TESLA INC                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3765 | NS      | $1160636.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      7370 | NS      | $1334412.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77365.84     | 0.01%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA                                                                          | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |     13876 | NS      | $101944.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                        | THALES SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       624 | NS      | $167852.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER SCIENTIFIC INC                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       535 | NS      | $250208.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                                                                  | THYSSENKRUPP AG                                                                  | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |      3619 | NS      | $41890.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13324.96     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13323.36     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Titan Co Ltd                                                                     | TITAN CO LTD                                                                     | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |      6378 | NS      | $242787.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC/THE                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7491 | NS      | $932854.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC/THE                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47128.90     | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      1458 | NS      | $59283.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Co Ltd                                                              | TOKAI CARBON CO LTD                                                              | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |     29300 | NS      | $200078.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokio Marine Holdings Inc                                                        | TOKIO MARINE HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     19200 | NS      | $770936.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp                                                               | TOKYO CENTURY CORP                                                               | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |      5200 | NS      | $59512.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                               | TOKYO ELECTRON LTD                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1200 | NS      | $190774.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Kiraboshi Financial Group Inc                                              | TOKYO KIRABOSHI FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $211266.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Seimitsu Co Ltd                                                            | TOKYO SEIMITSU CO LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $155524.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                                            | TOKYO TATEMONO CO LTD                                                            | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |      6200 | NS      | $103756.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongcheng Travel Holdings Ltd                                                    | TONGCHENG TRAVEL HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 2549004WGGNOPL8NUL61 | Long             | EC               | CORP              | KY        |     22000 | NS      | $55123.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TONIAN HOLDINGS NON-VOTING CVT PFD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2304 | NS      | $2995.20      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | TONIAN HOLDINGS VOTING CVT PFD UNITS                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3239 | NS      | $4210.70      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Torex Gold Resources Inc                                                         | TOREX GOLD RESOURCES INC                                                         | CUSIP: 000000000<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       352 | NS      | $9915.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO-DOMINION BANK/THE                                                        | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91700.19     | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Torrent Pharmaceuticals Ltd                                                      | TORRENT PHARMACEUTICALS LTD                                                      | CUSIP: 000000000<br>LEI: 335800NA6HK275RIJE13 | Long             | EC               | CORP              | IN        |      1768 | NS      | $75256.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     30076 | NS      | $1788484.49   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS SA                                                                         | TOTVS SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     11500 | NS      | $89440.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                              | TOURMALINE OIL CORP                                                              | CUSIP: 000000000<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      1889 | NS      | $80394.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                 | TOWD POINT MORTGAGE TRUST 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5811 | PA      | $5738.40      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-2                                                 | TOWD POINT MORTGAGE TRUST 2024-2                                                 | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224259 | PA      | $224303.51    | 0.03%             | 2064-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                                                                   | TOYO TIRE CORP                                                                   | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     17100 | NS      | $362196.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-A                                                  | TOYOTA LEASE OWNER TRUST 2025-A                                                  | CUSIP: 89239NAE5<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85629.99     | 0.01%             | 2029-06-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     50200 | NS      | $892937.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                                               | TOYOTA TSUSHO CORP                                                               | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      8500 | NS      | $194805.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC                                                                   | TPIC SPV I LLC                                                                   | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |     97519 | PA      | $97519.46     | 0.01%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TR Finance LLC                                                                   | TR FINANCE LLC                                                                   | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9852.52      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                             | TRADEWEB MARKETS INC                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4524 | NS      | $626800.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                                              | TRANSDIGM GROUP INC                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $112592.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                                       | TRANSUNION                                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1479 | NS      | $140786.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FINANCE CO PTY LTD                                                    | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $14942.61     | 0.00%             | 2026-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FINANCE CO PTY LTD                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $123944.52    | 0.02%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS INC/THE                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      6377 | NS      | $1659550.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | TREELINE BIO SER A CVT PFD STOCK PP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1491 | NS      | $11163.42     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | TREELINE BIO SER A-1 CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5423 | NS      | $40603.09     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trelleborg AB                                                                    | TRELLEBORG AB                                                                    | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      2007 | NS      | $72923.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH CORP                                                              | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20305.50     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Troax Group AB                                                                   | TROAX GROUP AB                                                                   | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |      3166 | NS      | $44233.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turaco Gold Ltd                                                                  | TURACO GOLD LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23989 | NS      | $6575.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TX Group AG                                                                      | TX GROUP AG                                                                      | CUSIP: 000000000<br>LEI: 506700302V28Y6O14985 | Long             | EC               | CORP              | CH        |       107 | NS      | $29090.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIES INC                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143392.10    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $295306.80    | 0.04%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      5219 | NS      | $193959.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                  | ULTA BEAUTY INC                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1272 | NS      | $655092.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp                                                                    | UNICHARM CORP                                                                    | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     24600 | NS      | $170161.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UniCredit SpA                                                                    | UNICREDIT SPA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     12732 | NS      | $936742.19    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     28057 | NS      | $1627880.28   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      1948 | NS      | $113869.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PACIFIC CORP                                                               | CUSIP: 907818DJ4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8820.49      | 0.00%             | 2041-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                              | UNITE GROUP PLC/THE                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |     10873 | NS      | $107201.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines 2014-2 Class A Pass Through Trust                                | UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2361 | PA      | $2329.72      | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Airlines 2018-1 Class A Pass Through Trust                                | UNITED AIRLINES 2018-1 CLASS A PASS THROUGH TRUST                                | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234700 | PA      | $218725.98    | 0.03%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS BANK LTD                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     12900 | NS      | $358397.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    801483 | PA      | $747070.19    | 0.09%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300196 | PA      | $221171.52    | 0.03%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    607476 | PA      | $468159.78    | 0.06%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82480 | PA      | $44075.23     | 0.01%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390701 | PA      | $425741.90    | 0.05%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106484 | PA      | $88627.36     | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785685 | PA      | $783659.66    | 0.10%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    291401 | PA      | $261714.15    | 0.03%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338842 | PA      | $332330.27    | 0.04%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147308 | PA      | $106884.56    | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    172462 | PA      | $123236.58    | 0.02%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1973092 | PA      | $1951434.23   | 0.25%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    286335 | PA      | $163154.87    | 0.02%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    716342 | PA      | $688527.59    | 0.09%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1447585 | PA      | $1431525.67   | 0.18%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    301912 | PA      | $298963.72    | 0.04%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1735264 | PA      | $1698660.83   | 0.21%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    712192 | PA      | $672799.07    | 0.08%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148043 | PA      | $146215.73    | 0.02%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    751514 | PA      | $728322.45    | 0.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    254223 | PA      | $181829.34    | 0.02%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    191120 | PA      | $138001.79    | 0.02%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200134 | PA      | $197085.54    | 0.02%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    293588 | PA      | $285330.84    | 0.04%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    534777 | PA      | $415726.47    | 0.05%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    435861 | PA      | $432387.48    | 0.05%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83980 | PA      | $62870.44     | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    482717 | PA      | $453885.83    | 0.06%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    373935 | PA      | $373409.35    | 0.05%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3716491 | PA      | $3850632.77   | 0.48%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2980401 | PA      | $3059101.81   | 0.38%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    979554 | PA      | $986518.52    | 0.12%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    432215 | PA      | $400744.35    | 0.05%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455837 | PA      | $1474262.44   | 0.19%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    341241 | PA      | $345639.86    | 0.04%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $235035.94    | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1329355.46   | 0.17%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $2229018.75   | 0.28%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $53246.48     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4915000 | PA      | $3458931.25   | 0.43%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $365216.01    | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $207180.27    | 0.03%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    685000 | PA      | $686926.56    | 0.09%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $357690.23    | 0.04%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $974168.75    | 0.12%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $48935.35     | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $672426.56    | 0.08%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2490000 | PA      | $1441865.63   | 0.18%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1164670.31   | 0.15%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $111051.56    | 0.01%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $259297.66    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1355000 | PA      | $1346584.18   | 0.17%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $535448.63    | 0.07%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $356125.00    | 0.04%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $64359.38     | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    740000 | PA      | $543119.53    | 0.07%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99277.34     | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    920000 | PA      | $923845.31    | 0.12%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2245000 | PA      | $1350420.12   | 0.17%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $558648.44    | 0.07%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $143525.39    | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $163203.91    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $253283.20    | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $129228.52    | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $318405.47    | 0.04%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $362266.41    | 0.05%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $245555.08    | 0.03%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $527223.63    | 0.07%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $92724.02     | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $323676.56    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $967421.87    | 0.12%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $47902.34     | 0.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1570000 | PA      | $1570674.61   | 0.20%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $27812.50     | 0.00%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $454854.49    | 0.06%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150925.78    | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    725000 | PA      | $726727.54    | 0.09%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $85692.58     | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $624575.00    | 0.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $568656.25    | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $495550.78    | 0.06%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $274575.00    | 0.03%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $356442.19    | 0.04%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $109546.88    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $1843382.81   | 0.23%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1105000 | PA      | $1121143.35   | 0.14%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $220327.73    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $662771.48    | 0.08%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $182591.41    | 0.02%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76052.80     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6159 | NS      | $1537040.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201604.00    | 0.03%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC GROUP NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     17499 | NS      | $503392.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                  | UPM-KYMMENE OYJ                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1845 | NS      | $47818.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upwork Inc                                                                       | UPWORK INC                                                                       | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     11281 | NS      | $134920.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                                              | URANIUM ENERGY CORP                                                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     28545 | NS      | $247485.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                           | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-2248.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                           | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-3746.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                           | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1 | NC      | $-749.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                 | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         5 | NC      | $-1218.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                     | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        16 | NC      | $3205.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT US TREASURE BOND FUTURES                                                    | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        11 | NC      | $31458.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                 | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         3 | NC      | $5948.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/AUD FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29313.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/CHF FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29009.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/DKK FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10781.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | USD/EUR FWD 20250829 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $165387.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/GBP FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $53892.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/ILS FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1917.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/JPY FWD 20250815 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10965.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/JPY FWD 20250829 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $106737.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/NOK FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2683.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/NZD FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $686.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/SEK FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15880.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/SGD FWD 20250829 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3688.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE SA                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     21276 | NS      | $202480.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY CORP                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     11994 | NS      | $1646896.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmet Oyj                                                                       | VALMET OYJ                                                                       | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |      3138 | NS      | $113224.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Valterra Platinum Ltd                                                            | VALTERRA PLATINUM LTD                                                            | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      1037 | NS      | $46289.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                                            | VALTERRA PLATINUM LTD                                                            | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      4131 | NS      | $185522.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | VAR ENERGI ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |      7479 | NS      | $25618.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd                                                              | VARUN BEVERAGES LTD                                                              | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |      5377 | NS      | $31957.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedant Fashions Ltd                                                              | VEDANT FASHIONS LTD                                                              | CUSIP: 000000000<br>LEI: 335800EPS7Z6EH9QKD16 | Long             | EC               | CORP              | IN        |      4288 | NS      | $36549.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                       | VENTAS INC                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      6694 | NS      | $449702.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | VERAI DISCOVERIES SER A CVT PFD STK PP                                           | CUSIP: TC9MMU7R0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       802 | NS      | $36300.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       183 | NS      | $19183.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24250.18     | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                       | VERTEX PHARMACEUTICALS INC                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1216 | NS      | $555553.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                | VERUS SECURITIZATION TRUST 2021-1                                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23473 | PA      | $20843.50     | 0.00%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                             | VERUS SECURITIZATION TRUST 2023-INV1                                             | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84074 | PA      | $83951.98     | 0.01%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Vicenne                                                                          | VICENNE                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       123 | NS      | $6380.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                              | VICI PROPERTIES INC                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     19659 | NS      | $640883.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                                      | VIETNAM PROSPERITY JSC BANK                                                      | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |     76500 | NS      | $75103.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       814 | NS      | $113071.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                                                 | VIPER ENERGY INC                                                                 | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      1700 | NS      | $64022.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virbac SACA                                                                      | VIRBAC SACA                                                                      | CUSIP: 000000000<br>LEI: 969500QQ1X5XHG649644 | Long             | EC               | CORP              | FR        |       502 | NS      | $198803.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Commonwealth University Health System Authority                         | VIRGINIA COMMONWEALTH UNIVERSITY HEALTH SYSTEM AUTHORITY                         | CUSIP: 92778LBL3<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23125.48     | 0.00%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     13309 | NS      | $4597860.23   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Energy SAB de CV                                                           | VISTA ENERGY SAB DE CV                                                           | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |      2669 | NS      | $119304.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188346.47    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                                    | VOLKSWAGEN AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1196 | NS      | $125060.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltas Ltd                                                                       | VOLTAS LTD                                                                       | CUSIP: 000000000<br>LEI: 335800VVTQSSZ7NV7F51 | Long             | EC               | CORP              | IN        |     13812 | NS      | $208469.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                             | VORNADO REALTY TRUST                                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3492 | NS      | $134162.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                                     | WAL-MART DE MEXICO SAB DE CV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     82270 | NS      | $242470.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     15807 | NS      | $1548769.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                                           | WAREHOUSES DE PAUW CVA                                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     19646 | NS      | $458462.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Warrior Met Coal Inc                                                             | WARRIOR MET COAL INC                                                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1226 | NS      | $62991.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTIONS INC                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $134024.78    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTIONS INC                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1284 | NS      | $239684.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Watches of Switzerland Group PLC                                                 | WATCHES OF SWITZERLAND GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |     15780 | NS      | $72573.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | WAYMO LLC SER A-2 CVT PFD UNITS PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1669 | NS      | $176830.55    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Weatherford International PLC                                                    | WEATHERFORD INTERNATIONAL PLC                                                    | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      1071 | NS      | $60565.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                                                           | WEG SA                                                                           | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     51249 | NS      | $338636.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                                               | WEIR GROUP PLC/THE                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |      4790 | NS      | $168277.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420163.90    | 0.05%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2                                  | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2605 | PA      | $2587.29      | 0.00%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     14107 | NS      | $2328642.49   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                                        | WEST FRASER TIMBER CO LTD                                                        | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      1027 | NS      | $71199.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                         | WESTERN ALLIANCE BANCORP                                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      2789 | NS      | $216314.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      6774 | NS      | $1300946.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac New Zealand Ltd                                                          | WESTPAC NEW ZEALAND LTD                                                          | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $204071.40    | 0.03%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      2012 | NS      | $50400.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                              | WHARF REAL ESTATE INVESTMENT CO LTD                                              | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |     10000 | NS      | $31748.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                                                     | WHEATON PRECIOUS METALS CORP                                                     | CUSIP: 000000000<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      5634 | NS      | $515257.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                                                 | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $169977.83    | 0.02%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd                                                              | WHITEHAVEN COAL LTD                                                              | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |      3863 | NS      | $15843.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNIVISION INTEGRATED                                                            | WILL SEMICONDUCTOR CO LTD SHANGHAI                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19900 | NS      | $333727.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC/THE                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      4737 | NS      | $283983.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC/THE                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59589.90     | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC/THE                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34785.66     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AMERICA INC                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160269.28    | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wise PLC                                                                         | WISE PLC                                                                         | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     16181 | NS      | $216161.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                        | WOODSIDE ENERGY GROUP LTD                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      5960 | NS      | $100857.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     67000 | PA      | $65206.41     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $103407.89    | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111871.31    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       569 | NS      | $36507.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                          | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     24425 | NS      | $132246.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HDGF                                                                             | WUS PRINTED CIRCUIT KUNSHAN CO LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11500 | NS      | $89352.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | WUXI XINJE ELECTRIC CO LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7900 | NS      | $60386.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     16524 | NS      | $1213522.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| XIAMEN FARATRONIC CO LTD                                                         | XIAMEN FARATRONIC CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5368 | NS      | $81927.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                                      | XIAOMI CORP                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |     61000 | NS      | $410405.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| XUJI ELECTRIC CO LTD                                                             | XUJI ELECTRIC CO LTD                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23500 | NS      | $74044.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                                                                      | YAMAHA CORP                                                                      | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |     24900 | NS      | $179457.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| YANKERSHOP FOOD CO LTD                                                           | YANKERSHOP FOOD CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9300 | NS      | $87863.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | YANTAI JEREH OILFIELD SERVICES GROUP CO LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | EC               | CORP              | CN        |     13100 | NS      | $70774.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Cake PLC                                                                  | YELLOW CAKE PLC                                                                  | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |      3654 | NS      | $23561.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                                           | YOKOGAWA ELECTRIC CORP                                                           | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      7700 | NS      | $205236.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YouGov PLC                                                                       | YOUGOV PLC                                                                       | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |     18891 | NS      | $77893.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd                                                 | YUE YUEN INDUSTRIAL HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | BM        |     13500 | NS      | $21114.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | YULIFE HOLDINGS LTD SR C CVT PFD STK PP                                          | CUSIP: TC1ZDZE25<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       475 | NS      | $5721.06      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Yum China Holdings Inc                                                           | YUM CHINA HOLDINGS INC                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      5429 | NS      | $253425.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YUNNAN ALUMINIUM CO LTD                                                          | YUNNAN ALUMINIUM CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     41100 | NS      | $88522.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                                               | ZEALAND PHARMA A/S                                                               | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |      1591 | NS      | $82314.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ZHEJIANG DINGLI MACHINERY CO LTD                                                 | ZHEJIANG DINGLI MACHINERY CO LTD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10600 | NS      | $72580.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                                        | ZIJIN MINING GROUP CO LTD                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     84000 | NS      | $222739.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express Cayman Inc                                                           | ZTO EXPRESS CAYMAN INC                                                           | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |     18924 | NS      | $368916.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** T. ROWE PRICE GLOBAL ALLOCATION FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President