# EDGAR Filing Document

**Accession Number:** 0001605941
**File Stem:** 0002071691-26-014636
**Filing Date:** 2026-6
**Character Count:** 305669
**Document Hash:** 72c940d8056b2fc0cf117fbe86810e08
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014636.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-014636

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 1290 Funds
- **CENTRAL INDEX KEY:** 0001605941

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22959
- **FILM NUMBER:** 261118348

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 1290 Funds Trust
- **DATE OF NAME CHANGE:** 20140418

## Series and Classes Contracts Data

### 1290 Loomis Sayles Multi-Asset Income Fund (Series ID: S000052766)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000165718 | Class A      | TNXAX           |
| C000165720 | Class I      | TNVDX           |
| C000165721 | Class R      | TNYRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** 1290 Funds

- **b. Investment Company Act file number:** 811-22959

- **c. CIK number of Registrant:** 0001605941

- **d. LEI of Registrant:** 5493000PXD0IQID6H351

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

  - **Street Address 1:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** 1290 Loomis Sayles Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000052766

- **c. LEI of Series:** 549300RTGLB7B6ULNJ31

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $99434492.14

**Total Liabilities:** $3123746.48

**Net Assets:** $96310745.66

**Cash Not Reported:** $1173005.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1.99000000 | **1-Year:** 263.19000000 | **5-Year:** 1939.53000000 | **10-Year:** 5583.35000000 | **30-Year:** 4834.55000000

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

- **3-Month:** 0.61000000 | **1-Year:** 887.08000000 | **5-Year:** 3855.35000000 | **10-Year:** 1810.97000000 | **30-Year:** 487.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000165718 | 2.47%                | -4.58%               | 3.29%                |
| Class ID C000165720 | 2.39%                | -4.55%               | 3.31%                |
| Class ID C000165721 | 2.45%                | -4.60%               | 3.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $376915.61               | $1407216.20                                |
| Month 2  | $135277.53               | $-5198850.15                               |
| Month 3  | $44172.78                | $3175271.45                                |

**Designated Index Information**

- **Index Name:** Ex-Derivatives Securities Portfolio

- **Index Identifier:** AX-S16973

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac, Inc.                                                               | Aflac, Inc.                                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       363 | NS      | $41262.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      1925 | NS      | $27816.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Global Media, Inc.                                                    | AMC Global Media, Inc.                                                    | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93765.49     | 0.10%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                               | APH Somerset Investor 2 LLC                                               | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $174042.00    | 0.18%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      1987 | NS      | $51920.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Escrow Issuer LLC                                                     | AAR Escrow Issuer LLC                                                     | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $220856.60    | 0.23%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       473 | NS      | $42943.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2121 | NS      | $448209.72    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                         | Advantage Sales & Marketing, Inc.                                         | CUSIP: 00775DAC8<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     54881 | PA      | $43699.00     | 0.05%             | 2030-11-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       475 | NS      | $168382.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                                          | Advanced Energy Industries, Inc.                                          | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     72000 | PA      | $205012.80    | 0.21%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                          | Air Products and Chemicals, Inc.                                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       459 | NS      | $137722.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRO Group Holdings, Inc.                                                 | AIRO Group Holdings, Inc.                                                 | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Long             | EC               | CORP              | US        |     13874 | NS      | $105997.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Albemarle Corp.                                                           | Albemarle Corp.                                                           | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       161 | NS      | $31668.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Nederland Holding BV                                                | Alcoa Nederland Holding BV                                                | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    269000 | PA      | $277608.00    | 0.29%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                 | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186631.61    | 0.19%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                 | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17871.12     | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                 | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22849.20     | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                      | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138332.58    | 0.14%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                      | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       953 | NS      | $69978.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2141 | NS      | $817733.54    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1329 | NS      | $511399.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group, Inc.                                                | Alta Equipment Group, Inc.                                                | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    113000 | PA      | $107759.06    | 0.11%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2499 | NS      | $181552.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2061 | NS      | $546288.66    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                          | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    933000 | PA      | $918330.72    | 0.95%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                       | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146625.00    | 0.15%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       784 | NS      | $107494.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc., Series C                               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    372000 | PA      | $368546.24    | 0.38%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       160 | NS      | $51688.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                           | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      5209 | NS      | $144866.03    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                              | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      3330 | NS      | $195546.17    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                      | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $62469.49     | 0.06%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       691 | NS      | $239258.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC                                                | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32173.35     | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       556 | NS      | $81882.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                        | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    545000 | PA      | $581378.75    | 0.60%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                       | Antares Holdings LP                                                       | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249027.73    | 0.26%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                              | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $167944.56    | 0.17%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                            | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84651.57     | 0.09%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                 | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119786.16    | 0.12%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2863 | NS      | $776875.05    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       329 | NS      | $129787.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                        | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150387.96    | 0.16%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                     | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       386 | NS      | $66666.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp.                                                                | Arko Corp.                                                                | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $48677.76     | 0.05%             | 2029-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                                           | Arrowhead Pharmaceuticals, Inc.                                           | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |    176000 | PA      | $200270.40    | 0.21%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlanticus Holdings Corp.                                                 | Atlanticus Holdings Corp.                                                 | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $76230.00     | 0.08%             | 2030-09-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       480 | NS      | $91190.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atour Lifestyle Holdings Ltd.                                             | Atour Lifestyle Holdings Ltd.                                             | CUSIP: 04965M106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       645 | NS      | $24664.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       165 | NS      | $34970.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        13 | NS      | $48152.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                                      | Avery Dennison Corp.                                                      | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       308 | NS      | $50490.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                       | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     79228 | PA      | $77148.27     | 0.08%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $88254.53     | 0.09%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $101505.00    | 0.11%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Avnet, Inc.                                                               | Avnet, Inc.                                                               | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    161000 | PA      | $210185.50    | 0.22%             | 2030-09-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| B&G Foods, Inc.                                                           | B&G Foods, Inc.                                                           | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158416.00    | 0.16%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| BNP Paribas SA                                                            | BNP Paribas SA                                                            | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $291132.45    | 0.30%             | 2030-02-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                            | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $477018.75    | 0.50%             | 2036-04-17      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204563.30    | 0.21%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $420992.00    | 0.44%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                        | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $216660.00    | 0.22%             | 2034-02-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                        | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195260.22    | 0.20%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                        | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198395.70    | 0.21%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1411 | NS      | $75432.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                     | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    478000 | PA      | $476131.02    | 0.49%             | 2032-04-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       906 | NS      | $121739.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                              | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $288421.04    | 0.30%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $209000.00    | 0.22%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       395 | NS      | $187072.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                                              | Biogen, Inc.                                                              | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96556.73     | 0.10%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                           | Blackstone Mortgage Trust, Inc.                                           | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     91000 | PA      | $96520.06     | 0.10%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BlackRock, Inc.                                                           | BlackRock, Inc.                                                           | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       200 | NS      | $213120.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                                                        | Bloom Energy Corp.                                                        | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    136000 | PA      | $236735.20    | 0.25%             | 2030-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                            | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $244562.00    | 0.25%             | 2034-01-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                    | Boardwalk Pipelines LP                                                    | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    164000 | PA      | $161786.20    | 0.17%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                          | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26715.36     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                          | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $220222.00    | 0.23%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                          | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14857.50     | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       150 | NS      | $25254.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                           | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      1572 | NS      | $298869.05    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                   | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       319 | NS      | $18377.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                             | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    380000 | PA      | $393205.00    | 0.41%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                             | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    605000 | PA      | $616495.00    | 0.64%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       605 | NS      | $36656.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                                                       | Bristow Group, Inc.                                                       | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165087.72    | 0.17%             | 2033-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Property Group, Inc.                                              | Brixmor Property Group, Inc.                                              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1223 | NS      | $36800.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1058 | NS      | $441640.94    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                                         | CBL & Associates Properties, Inc.                                         | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       861 | NS      | $38762.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                               | CH Robinson Worldwide, Inc.                                               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       283 | NS      | $51452.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       245 | NS      | $71192.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc.                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       535 | NS      | $153983.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                          | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    143000 | PA      | $143402.19    | 0.15%             | 2034-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       614 | NS      | $51140.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                              | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    260000 | PA      | $256614.72    | 0.27%             | 2037-04-22      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44919.09     | 0.05%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146714.40    | 0.15%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                     | Camden Property Trust                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       322 | NS      | $33816.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        89 | NS      | $17025.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                                                      | CareTrust REIT, Inc.                                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       944 | NS      | $37240.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                            | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     61000 | PA      | $61857.05     | 0.06%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                | Carpenter Technology Corp.                                                | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20008.00     | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Carriage Purchaser, Inc.                                                  | Carriage Purchaser, Inc.                                                  | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $51523.95     | 0.05%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                         | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       137 | NS      | $121945.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    209000 | PA      | $221740.64    | 0.23%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centerspace                                                               | Centerspace                                                               | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       407 | NS      | $27785.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Iron Canada, Inc.                                                | Champion Iron Canada, Inc.                                                | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    201000 | PA      | $210654.03    | 0.22%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154440.00    | 0.16%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Chevron Corp.                                                             | Chevron Corp.                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2282 | NS      | $441133.42    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp.                                                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        89 | NS      | $46954.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp.                                                               | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    159000 | PA      | $152186.85    | 0.16%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      5107 | NS      | $467290.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Finance LLC                                                       | Citadel Finance LLC                                                       | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    392000 | PA      | $382391.65    | 0.40%             | 2031-02-14      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       564 | NS      | $72180.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                           | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128784.44    | 0.13%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                             | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $351306.90    | 0.36%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49080.00     | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                          | Cloudflare, Inc.                                                          | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    171000 | PA      | $196392.84    | 0.20%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                   | Cobra AcquisitionCo LLC                                                   | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $67784.34     | 0.07%             | 2029-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      4851 | NS      | $382064.76    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1384 | NS      | $118138.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                                 | Comfort Systems USA, Inc.                                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        21 | NS      | $38645.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      6297 | NS      | $170270.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.                                      | Compass Minerals International, Inc.                                      | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103325.31    | 0.11%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                    | Compass Group Diversified Holdings LLC                                    | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85153.50     | 0.09%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Connect Holding II LLC                                                    | Connect Holding II LLC                                                    | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62151.07     | 0.06%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2082 | NS      | $261873.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                                | Constellation Energy Corp.                                                | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        92 | NS      | $28796.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                          | Cooper-Standard Automotive, Inc.                                          | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    162000 | PA      | $155568.60    | 0.16%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                             | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       900 | NS      | $101088.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                           | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    188000 | PA      | $190115.00    | 0.20%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                           | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59490.00     | 0.06%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Corning, Inc.                                                             | Corning, Inc.                                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       196 | NS      | $32191.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                         | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    318000 | PA      | $313595.70    | 0.33%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       116 | NS      | $117685.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       241 | NS      | $161713.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                                        | Cytokinetics, Inc.                                                        | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    149000 | PA      | $190161.25    | 0.20%             | 2031-10-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                            | Dcli Bidco LLC                                                            | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100312.80    | 0.10%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co.                                                          | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86082.79     | 0.09%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                        | DT Midstream, Inc.                                                        | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $56036.62     | 0.06%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                              | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      1800 | NS      | $102936.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        48 | NS      | $8589.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaos Corp.                                                              | Danaos Corp.                                                              | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    208000 | PA      | $213678.40    | 0.22%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        91 | NS      | $53678.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                               | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86291.58     | 0.09%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                    | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $161545.96    | 0.17%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                     | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55399.30     | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                              | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    237000 | PA      | $239649.66    | 0.25%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                  | Manulife Financial Corp.                                                  | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      2600 | NS      | $102231.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                          | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $215134.70    | 0.22%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       563 | NS      | $115769.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       224 | NS      | $45010.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                     | Directv Financing LLC                                                     | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111773.20    | 0.12%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | Directv Financing LLC                                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20802.00     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       473 | NS      | $49073.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                              | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     91000 | PA      | $71776.25     | 0.07%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18821.21     | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $180548.16    | 0.19%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                              | Diversified Healthcare Trust                                              | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $114551.46    | 0.12%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                              | Diversified Healthcare Trust                                              | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56100.00     | 0.06%             | 2030-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       204 | NS      | $23639.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series A                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191706.25    | 0.20%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                    | Dotdash Meredith, Inc.                                                    | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85489.95     | 0.09%             | 2032-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1211 | NS      | $156885.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       296 | NS      | $41608.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                            | EPR Properties                                                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       565 | NS      | $31532.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                     | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      1500 | NS      | $83682.41     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                                | EastGroup Properties, Inc.                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       186 | NS      | $37423.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                                                      | Eastman Chemical Co.                                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       516 | NS      | $37714.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    230622 | PA      | $250570.80    | 0.26%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                      | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.53     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        39 | NS      | $34775.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels, Inc.                                                        | Energy Fuels, Inc.                                                        | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |    147000 | PA      | $195657.00    | 0.20%             | 2031-11-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                        | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122623.91    | 0.13%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                        | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434837.50    | 0.45%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                   | EnerSys                                                                   | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180717.99    | 0.19%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Enerflex, Inc.                                                            | Enerflex, Inc.                                                            | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192432.35    | 0.20%             | 2031-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Enpro, Inc.                                                               | Enpro, Inc.                                                               | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56092.85     | 0.06%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        98 | NS      | $106117.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Invictus Intermediate II Sarl                                          | SK Invictus Intermediate II Sarl                                          | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     97000 | PA      | $95548.88     | 0.10%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Evergy, Inc.                                                              | Evergy, Inc.                                                              | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $190820.00    | 0.20%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                      | Excelerate Energy LP                                                      | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    222000 | PA      | $234647.34    | 0.24%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EZCORP, Inc.                                                              | EZCORP, Inc.                                                              | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $134454.90    | 0.14%             | 2032-04-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      5024 | NS      | $775353.92    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                         | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $151476.77    | 0.16%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                              | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     83000 | PA      | $82278.73     | 0.09%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                              | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    136000 | PA      | $138830.16    | 0.14%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       518 | NS      | $316969.38    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Luxembourg Sarl                                                        | FS Luxembourg Sarl                                                        | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    472000 | PA      | $437780.00    | 0.45%             | 2036-02-11      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Fastenal Co.                                                              | Fastenal Co.                                                              | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1759 | NS      | $79031.87     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                           | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       503 | NS      | $55782.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       289 | NS      | $116556.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2009 | NS      | $101976.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                                       | First Industrial Realty Trust, Inc.                                       | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $35097.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                         | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    167000 | PA      | $182447.50    | 0.19%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                          | Florida Gas Transmission Co. LLC                                          | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102749.14    | 0.11%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       455 | NS      | $26289.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc.                                             | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $110552.70    | 0.11%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       129 | NS      | $139766.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                                                    | Generac Holdings, Inc.                                                    | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       134 | NS      | $34736.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       138 | NS      | $47513.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                    | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55111.79     | 0.06%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       367 | NS      | $106404.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       182 | NS      | $6426.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                         | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $126224.40    | 0.13%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    203000 | PA      | $207551.26    | 0.22%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                        | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     63367 | PA      | $56475.84     | 0.06%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       347 | NS      | $45401.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                          | Global Aircraft Leasing Co. Ltd.                                          | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    174000 | PA      | $176790.63    | 0.18%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       101 | NS      | $93300.77     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series X                                 | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312750.00    | 0.32%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                           | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132882.19    | 0.14%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| W.W. Grainger, Inc.                                                       | W.W. Grainger, Inc.                                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        31 | NS      | $36001.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT, Inc.                                            | American Healthcare REIT, Inc.                                            | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       761 | NS      | $38643.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                                                     | Guardant Health, Inc.                                                     | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    120000 | PA      | $194412.00    | 0.20%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HLF Financing Sarl LLC                                                    | HLF Financing Sarl LLC                                                    | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $171791.25    | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $299355.83    | 0.31%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                         | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $235076.21    | 0.24%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                         | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $369272.11    | 0.38%             | 2031-03-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                       | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       122 | NS      | $64739.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                               | Healthpeak Properties, Inc.                                               | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      2064 | NS      | $33374.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hello Group, Inc.                                                         | Hello Group, Inc.                                                         | CUSIP: 423403104<br>LEI: 549300YMGLID32W48529 | Long             | EC               | CORP              | KY        |      5008 | NS      | $31249.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                       | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    212000 | PA      | $214650.00    | 0.22%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $51798.32     | 0.05%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc., CVR                                                        | CUSIP: 436CVR021<br>LEI: 549300DYP6F5ZJL0LB74 | Long             |  | CORP              | US        |       579 | NS      | $5.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1168 | NS      | $384038.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       909 | NS      | $194825.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                               | Host Hotels & Resorts, Inc.                                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1828 | NS      | $38625.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                    | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       122 | NS      | $29650.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                       | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        73 | NS      | $26593.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    162000 | PA      | $138242.70    | 0.14%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| HUT 8 DC LLC                                                              | HUT 8 DC LLC                                                              | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131128.99    | 0.14%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                        | Hyatt Hotels Corp.                                                        | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72415.18     | 0.08%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                | IDEX Corp.                                                                | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       217 | NS      | $47273.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     96103 | PA      | $92258.88     | 0.10%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       415 | NS      | $107074.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                              | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    462000 | PA      | $459200.60    | 0.48%             | 2032-03-23      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                               | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39799.76     | 0.04%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       217 | NS      | $34305.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       795 | NS      | $183629.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $305483.44    | 0.32%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        47 | NS      | $21507.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                                               | InvenTrust Properties Corp.                                               | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |       902 | NS      | $28972.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Nasdaq 100 ETF                                                    | Invesco Nasdaq 100 ETF                                                    | CUSIP: 46138G649<br>LEI: 549300TKJ3EA6QHM7D23 | Long             |  | RF                | US        |      7545 | NS      | $2074120.50   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                          | Deutsche Post AG                                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      1482 | NS      | $87534.48     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                               | Ionis Pharmaceuticals, Inc.                                               | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    126000 | PA      | $187110.00    | 0.19%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       381 | NS      | $48002.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       572 | NS      | $179167.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       112 | NS      | $37798.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                               | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25447.53     | 0.03%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $329426.25    | 0.34%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                    | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $77216.54     | 0.08%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                       | Jazz Securities DAC                                                       | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    233000 | PA      | $227627.02    | 0.24%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $127238.75    | 0.13%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Johnson & Johnson                                                         | Johnson & Johnson                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3165 | NS      | $727475.25    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        62 | NS      | $108521.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       104 | NS      | $36390.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                                      | Kimberly-Clark Corp.                                                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       275 | NS      | $27068.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      2877 | NS      | $94566.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                              | Kohl's Corp.                                                              | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     98000 | PA      | $58963.66     | 0.06%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LCI Industries                                                            | LCI Industries                                                            | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $189600.00    | 0.20%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                        | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226370.79    | 0.24%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                         | Lseg US Fin Corp.                                                         | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    212000 | PA      | $210895.73    | 0.22%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                           | UPM-Kymmene OYJ                                                           | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      2677 | NS      | $80457.49     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       478 | NS      | $123257.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                               | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    267000 | PA      | $276571.95    | 0.29%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       480 | NS      | $219451.17    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                   | Leeward Renewable Energy Operations LLC                                   | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144256.34    | 0.15%             | 2029-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       122 | NS      | $73114.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One                                   | Liberty Media Corp.-Liberty Formula One                                   | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $185712.00    | 0.19%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                                              | Ligand Pharmaceuticals, Inc.                                              | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |    146000 | PA      | $195756.80    | 0.20%             | 2030-10-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       172 | NS      | $160751.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                  | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $250497.68    | 0.26%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       323 | NS      | $167304.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                                               | Loews Corp.                                                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       656 | NS      | $73872.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Long Ridge Energy LLC                                                     | Long Ridge Energy LLC                                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    101000 | PA      | $107943.75    | 0.11%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       593 | NS      | $141602.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                                                   | Lumentum Holdings, Inc.                                                   | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $323129.40    | 0.34%             | 2032-03-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                 | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    101000 | PA      | $198667.00    | 0.21%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                              | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $108342.50    | 0.11%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                | Macy's Retail Holdings LLC                                                | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $127494.50    | 0.13%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                           | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99762.06     | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    204000 | PA      | $184237.50    | 0.19%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                 | Magna International, Inc.                                                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72550.82     | 0.08%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                 | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93165.69     | 0.10%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       410 | NS      | $38302.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        63 | NS      | $10565.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       765 | NS      | $227216.03    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       174 | NS      | $87508.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                               | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88968.60     | 0.09%             | 2033-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                               | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133000.00    | 0.14%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       898 | NS      | $263643.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                            | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        62 | NS      | $50542.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3648 | NS      | $398288.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                            | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $111322.38    | 0.12%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1600 | NS      | $652448.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       293 | NS      | $151527.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Asseco Poland SA                                                          | Asseco Poland SA                                                          | CUSIP: N/A<br>LEI: 259400O79EWIK4XZPL40       | Long             | EC               | CORP              | PL        |       596 | NS      | $30103.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                 | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $27449.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    166000 | PA      | $172225.00    | 0.18%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                   | Singapore Technologies Engineering Ltd.                                   | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     12000 | NS      | $101775.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk.                                                        | Aneka Tambang Tbk.                                                        | CUSIP: N/A<br>LEI: 529900LRE2NALSSHMB80       | Long             | EC               | CORP              | ID        |    205301 | NS      | $44327.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                          | Bank Hapoalim BM                                                          | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      4280 | NS      | $114923.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                   | Bank Leumi Le-Israel BM                                                   | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |      4406 | NS      | $111674.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                              | Mondelez International, Inc., Class A                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1751 | NS      | $107581.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Integrated Services Co. Ltd.                                       | United Integrated Services Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1223 | NS      | $36971.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunonwealth Electric Machine Industry Co. Ltd.                            | Sunonwealth Electric Machine Industry Co. Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6528 | NS      | $30080.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Karnataka Bank Ltd. (The)                                                 | Karnataka Bank Ltd. (The)                                                 | CUSIP: N/A<br>LEI: 335800G1GTTVASBXVW10       | Long             | EC               | CORP              | IN        |     16061 | NS      | $45644.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                         | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      1800 | NS      | $37710.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| National Aluminium Co. Ltd.                                               | National Aluminium Co. Ltd.                                               | CUSIP: N/A<br>LEI: 335800OM1V78CX7SSC72       | Long             | EC               | CORP              | IN        |      9840 | NS      | $41507.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicony Electronics Co. Ltd.                                              | Chicony Electronics Co. Ltd.                                              | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |      6528 | NS      | $25646.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Science Co. Ltd.                                                    | Hanmi Science Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       378 | NS      | $9693.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Han Kuk Carbon Co. Ltd.                                                   | Han Kuk Carbon Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       690 | NS      | $23245.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                                                  | Capital Securities Corp.                                                  | CUSIP: N/A<br>LEI: 5493004ZN3KE1X17MG42       | Long             | EC               | CORP              | TW        |     45694 | NS      | $40653.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Tyres Ltd.                                                         | Apollo Tyres Ltd.                                                         | CUSIP: N/A<br>LEI: 335800W2PJ4XBSHQYC34       | Long             | EC               | CORP              | IN        |      4741 | NS      | $20530.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       362 | NS      | $68993.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                            | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160731.81    | 0.17%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      2700 | NS      | $124555.02    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Charoen Pokphand Enterprise                                               | Charoen Pokphand Enterprise                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      8159 | NS      | $35758.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Electronics Holdings Ltd.                                             | TCL Electronics Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 5299000Y9D001SNNTJ48       | Long             | EC               | CORP              | KY        |     13056 | NS      | $25238.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chung-Hsin Electric & Machinery Manufacturing Corp.                       | Chung-Hsin Electric & Machinery Manufacturing Corp.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4079 | NS      | $19339.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                              | Mueller Water Products, Inc.                                              | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    186000 | PA      | $179934.54    | 0.19%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      4700 | NS      | $77401.79     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                         | Daito Trust Construction Co. Ltd.                                         | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |      1500 | NS      | $33726.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Topco Scientific Co. Ltd.                                                 | Topco Scientific Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4079 | NS      | $53616.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                       | Hong Kong Exchanges & Clearing Ltd.                                       | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      1800 | NS      | $95611.57     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DRDGOLD Ltd.                                                              | DRDGOLD Ltd.                                                              | CUSIP: N/A<br>LEI: 529900Z0P3GRRN23MG34       | Long             | EC               | CORP              | ZA        |      8857 | NS      | $24131.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanya Technology Corp.                                                    | Nanya Technology Corp.                                                    | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |      2803 | NS      | $20005.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wah Lee Industrial Corp.                                                  | Wah Lee Industrial Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9828 | NS      | $41188.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WT Microelectronics Co. Ltd.                                              | WT Microelectronics Co. Ltd.                                              | CUSIP: N/A<br>LEI: 549300B9CGCS0W06W129       | Long             | EC               | CORP              | TW        |      7343 | NS      | $47934.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                  | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66407.68     | 0.07%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                  | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24121.25     | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       171 | NS      | $26604.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greatek Electronics, Inc.                                                 | Greatek Electronics, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4080 | NS      | $11033.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                   | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    161000 | PA      | $167641.25    | 0.17%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Tripod Technology Corp.                                                   | Tripod Technology Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2447 | NS      | $35353.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                             | Nassau Cos. of New York (The)                                             | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $129268.61    | 0.13%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ceat Ltd.                                                                 | Ceat Ltd.                                                                 | CUSIP: N/A<br>LEI: 3358007DPAGLLYGSGB80       | Long             | EC               | CORP              | IN        |       859 | NS      | $31423.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| South Indian Bank Ltd. (The)                                              | South Indian Bank Ltd. (The)                                              | CUSIP: N/A<br>LEI: 3358003CCMTPZUJOKC45       | Long             | EC               | CORP              | IN        |     37875 | NS      | $15915.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                           | National Health Investors, Inc.                                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       357 | NS      | $27456.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       701 | NS      | $30696.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Engineers India Ltd.                                                      | Engineers India Ltd.                                                      | CUSIP: N/A<br>LEI: 335800D8QCOQANG91D62       | Long             | EC               | CORP              | IN        |     17362 | NS      | $46409.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                         | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $220250.00    | 0.23%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Force Motors Ltd.                                                         | Force Motors Ltd.                                                         | CUSIP: N/A<br>LEI: 33580016Z4KICZI73L36       | Long             | EC               | CORP              | IN        |        82 | NS      | $17403.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DB HiTek Co. Ltd.                                                         | DB HiTek Co. Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       427 | NS      | $45872.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co. Ltd.                                               | Samsung Securities Co. Ltd.                                               | CUSIP: N/A<br>LEI: 988400RBTJTHNUOHE716       | Long             | EC               | CORP              | KR        |       659 | NS      | $48302.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                              | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56091.33     | 0.06%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       851 | NS      | $79662.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Elevator Co. Ltd.                                                 | Hyundai Elevator Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       572 | NS      | $38179.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp.                                                           | NETSTREIT Corp.                                                           | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      1472 | NS      | $30279.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Simplo Technology Co. Ltd.                                                | Simplo Technology Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3263 | NS      | $37147.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbin Electric Co. Ltd.                                                  | Harbin Electric Co. Ltd., Class H                                         | CUSIP: N/A<br>LEI: 529900QH6Y4U07RU0U61       | Long             | EC               | CORP              | CN        |      9791 | NS      | $29561.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| L&K Engineering Co. Ltd.                                                  | L&K Engineering Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1630 | NS      | $35547.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                                            | Hong Kong & China Gas Co. Ltd.                                            | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |     75000 | NS      | $69299.79     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Getac Holdings Corp.                                                      | Getac Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      8976 | NS      | $27727.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                                    | Phoenix Financial Ltd.                                                    | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |      1928 | NS      | $116242.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Steel Co.                                                         | Hyundai Steel Co.                                                         | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |      1074 | NS      | $31078.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                              | ITOCHU Corp.                                                              | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     10300 | NS      | $128421.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                                              | Kajima Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $31491.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                   | Kirin Holdings Co. Ltd.                                                   | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      5900 | NS      | $93130.95     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Kumho Petrochemical Co. Ltd.                                              | Kumho Petrochemical Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       441 | NS      | $43982.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                                      | Newfold Digital Holdings Group, Inc.                                      | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53550.00     | 0.06%             | 2029-04-30      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                               | Tokio Marine Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      3400 | NS      | $154141.94    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2248 | NS      | $249730.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      2712 | NS      | $265450.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                                                | NIKE, Inc., Class B                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       208 | NS      | $9226.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marketech International Corp.                                             | Marketech International Corp.                                             | CUSIP: N/A<br>LEI: 2549004A0CNQ3K1DFZ53       | Long             | EC               | CORP              | TW        |      3247 | NS      | $40098.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $263120.00    | 0.27%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                           | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    395000 | PA      | $401912.50    | 0.42%             | 2033-11-10      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                           | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60845.19     | 0.06%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                    | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       270 | NS      | $85274.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Department Store Co. Ltd.                                         | Hyundai Department Store Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       590 | NS      | $43663.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                            | Marubeni Corp.                                                            | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      2800 | NS      | $109583.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MPI Corp.                                                                 | MPI Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       220 | NS      | $34328.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amata Corp. PCL                                                           | Amata Corp. PCL                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     45000 | NS      | $28580.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                                         | Mitsui & Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      3700 | NS      | $140404.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Leopalace21 Corp.                                                         | Leopalace21 Corp.                                                         | CUSIP: N/A<br>LEI: 529900Z3BHJUW1DY6254       | Long             | EC               | CORP              | JP        |      6700 | NS      | $27976.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      2500 | NS      | $83218.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigurd Microelectronics Corp.                                             | Sigurd Microelectronics Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      7322 | NS      | $41735.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land, Inc.                                                        | Kangwon Land, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3008 | NS      | $35151.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Strides Pharma Science Ltd.                                               | Strides Pharma Science Ltd.                                               | CUSIP: N/A<br>LEI: 335800WHFYXUCHR9DD10       | Long             | EC               | CORP              | IN        |      3819 | NS      | $41899.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Global One Real Estate Investment Corp.                                   | Global One Real Estate Investment Corp.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        32 | NS      | $25007.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings, Inc.                             | Brundage-Bone Concrete Pumping Holdings, Inc.                             | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $92365.00     | 0.10%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Nova Ltd.                                                                 | Nova Ltd.                                                                 | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |    109000 | PA      | $187698.00    | 0.19%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                             | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137790.00    | 0.14%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      5274 | NS      | $1052532.18   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                 | O'Reilly Automotive, Inc.                                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       459 | NS      | $45624.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitronix Technology Corp.                                                 | Sitronix Technology Corp.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4894 | NS      | $36191.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADATA Technology Co. Ltd.                                                 | ADATA Technology Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 254900HGW1A8G9AY5447       | Long             | EC               | CORP              | TW        |      1587 | NS      | $22726.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Persero Tbk. PT                                     | Perusahaan Gas Negara Persero Tbk. PT                                     | CUSIP: N/A<br>LEI: 549300OX1VFDX7ZPN240       | Long             | EC               | CORP              | ID        |    313175 | NS      | $35165.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Surface Mounting Technology Corp.                                  | Taiwan Surface Mounting Technology Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9828 | NS      | $53317.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                        | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40770.00     | 0.04%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1299 | NS      | $78693.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung E&A Co. Ltd.                                                      | Samsung E&A Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |      1219 | NS      | $44118.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | Sekisui House Ltd.                                                        | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      3800 | NS      | $82768.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                                       | Shionogi & Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      2400 | NS      | $48956.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                          | Omega Healthcare Investors, Inc.                                          | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       786 | NS      | $36918.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1039 | NS      | $96065.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp., Series D                                                    | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      1844 | NS      | $89747.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                              | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68186.27     | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                              | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174594.33    | 0.18%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                         | Sumitomo Electric Industries Ltd.                                         | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      1900 | NS      | $125299.95    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                              | Sun Hung Kai Properties Ltd.                                              | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      3000 | NS      | $52618.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                              | Taisei Corp.                                                              | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       400 | NS      | $43680.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                               | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      9000 | NS      | $610996.91    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                      | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       381 | NS      | $29672.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                       | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       700 | NS      | $207649.73    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung Corp.                                                             | Hyosung Corp.                                                             | CUSIP: N/A<br>LEI: 549300I0RPK0L4R21F76       | Long             | EC               | CORP              | KR        |       382 | NS      | $59996.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                        | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      8000 | NS      | $153095.20    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                      | Outfront Media, Inc.                                                      | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1204 | NS      | $37143.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tung Ho Steel Enterprise Corp.                                            | Tung Ho Steel Enterprise Corp.                                            | CUSIP: N/A<br>LEI: 5299003755GCQVWX5K49       | Long             | EC               | CORP              | TW        |     16321 | NS      | $33649.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                      | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    177000 | PA      | $167265.00    | 0.17%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Blue Owl Capital Corp. II                                                 | Blue Owl Capital Corp. II                                                 | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70846.03     | 0.07%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                 | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      2800 | NS      | $79941.45     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                            | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |      5300 | NS      | $44481.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                       | PBF Holding Co. LLC                                                       | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $126699.01    | 0.13%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                       | PBF Holding Co. LLC                                                       | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $175066.38    | 0.18%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       670 | NS      | $149410.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                 | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40342.60     | 0.04%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                           | PRA Group, Inc.                                                           | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    196000 | PA      | $202350.40    | 0.21%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PACCAR, Inc.                                                              | PACCAR, Inc.                                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       794 | NS      | $94327.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                              | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146672.72    | 0.15%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                                           | Wesfarmers Ltd.                                                           | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |      2439 | NS      | $128908.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       523 | NS      | $72754.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Winbond Electronics Corp.                                                 | Winbond Electronics Corp.                                                 | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |      5841 | NS      | $17143.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansol Chemical Co. Ltd.                                                  | Hansol Chemical Co. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       149 | NS      | $28909.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                                                | Park-Ohio Industries, Inc.                                                | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    178000 | PA      | $185116.44    | 0.19%             | 2030-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Patrick Industries, Inc.                                                  | Patrick Industries, Inc.                                                  | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    198000 | PA      | $194501.34    | 0.20%             | 2029-05-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| AXA SA                                                                    | AXA SA                                                                    | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      1598 | NS      | $76976.31     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                  | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      2324 | NS      | $345395.38    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      1369 | NS      | $127604.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      2128 | NS      | $215840.34    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1835 | NS      | $290829.15    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                               | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $433847.25    | 0.45%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      9746 | NS      | $260218.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1988 | NS      | $328159.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                                               | Phillips Edison & Co., Inc.                                               | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |       734 | NS      | $29481.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Financial Group LLC                                                | Planet Financial Group LLC                                                | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $89585.00     | 0.09%             | 2029-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Planet Labs PBC                                                           | Planet Labs PBC                                                           | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |     59000 | PA      | $190717.50    | 0.20%             | 2030-10-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2736 | NS      | $402438.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        35 | NS      | $7044.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       430 | NS      | $61068.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                                          | PulteGroup, Inc.                                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $26185.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       547 | NS      | $98230.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        90 | NS      | $65499.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RFS Asset Securitization V LLC                                            | RFS Asset Securitization V LLC, Series 2025-1, Class B                    | CUSIP: 74970DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $295883.20    | 0.31%             | 2032-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                         | Rain Carbon, Inc.                                                         | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68513.90     | 0.07%             | 2029-09-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: —       |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                       | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $218904.00    | 0.23%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC                                                           | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25929.75     | 0.03%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       406 | NS      | $71484.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                              | Klepierre SA                                                              | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |        63 | NS      | $2552.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       684 | NS      | $53249.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                   | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50351.82     | 0.05%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   7685000 | PA      | $213113.12    | 0.22%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                 | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $116950.33    | 0.12%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                                                   | Rivian Automotive, Inc.                                                   | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190366.40    | 0.20%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                            | TGNR Intermediate Holdings LLC                                            | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108350.00    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rollins, Inc.                                                             | Rollins, Inc.                                                             | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34853.32     | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                  | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64458.12     | 0.07%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                              | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    202000 | PA      | $193047.52    | 0.20%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        19 | NS      | $8193.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AMERICOM, Inc.                                                        | SES AMERICOM, Inc.                                                        | CUSIP: 78413KAB8<br>LEI: 529900CXBBQLCMXKBJ24 | Long             | DBT              | CORP              | US        |     97000 | PA      | $75762.82     | 0.08%             | 2044-03-25      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90300.00     | 0.09%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| St Joe Co. (The)                                                          | St Joe Co. (The)                                                          | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       474 | NS      | $30606.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                          | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468232.85    | 0.49%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp.                                                             | Sandisk Corp.                                                             | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $53728.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                     | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    275000 | PA      | $259270.00    | 0.27%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SLB Ltd.                                                                  | SLB Ltd.                                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      3537 | NS      | $201184.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       455 | NS      | $41696.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                      | Mativ Holdings, Inc.                                                      | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48272.50     | 0.05%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    201000 | PA      | $205148.64    | 0.21%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     37000 | PA      | $38608.39     | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     24000 | PA      | $26640.00     | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     19000 | PA      | $19331.55     | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                        | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     34000 | PA      | $276913.00    | 0.29%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Semtech Corp.                                                             | Semtech Corp.                                                             | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $193575.00    | 0.20%             | 2030-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       895 | NS      | $85132.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A.O. Smith Corp.                                                          | A.O. Smith Corp.                                                          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       536 | NS      | $33146.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                       | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206068.94    | 0.21%             | 2055-01-19      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                       | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $299817.41    | 0.31%             | 2036-10-03      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                         | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |        50 | NS      | $4097.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO XXVII Ltd.                                                | Sound Point CLO XXVII Ltd., Series 2020-2A, Class AR                      | CUSIP: 83611VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $340298.18    | 0.35%             | 2034-10-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       473 | NS      | $45739.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Public Service Co.                                           | Southwestern Public Service Co.                                           | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129746.63    | 0.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                    | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    461000 | PA      | $468043.71    | 0.49%             | 2035-11-14      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Standard Chartered plc                                                    | Standard Chartered plc                                                    | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198514.00    | 0.21%             | 2036-08-12      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                                      | Star Leasing Co. LLC                                                      | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85036.16     | 0.09%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1706 | NS      | $179692.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       660 | NS      | $100874.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Services US Corp.                                    | Stellantis Financial Services US Corp.                                    | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199259.40    | 0.21%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    245000 | PA      | $96236.00     | 0.10%             | 2028-12-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                  | Stonex Escrow Issuer LLC                                                  | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $167694.30    | 0.17%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                      | SunCoke Energy, Inc.                                                      | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     91000 | PA      | $83720.00     | 0.09%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                                      | Sydney Airport Finance Co. Pty. Ltd.                                      | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    269000 | PA      | $266381.15    | 0.28%             | 2036-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        71 | NS      | $34264.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                            | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49995.88     | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                       | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       646 | NS      | $49225.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                       | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126445.68    | 0.13%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                       | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66200.58     | 0.07%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65104.30     | 0.07%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                       | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46824.74     | 0.05%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       426 | NS      | $66775.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS International Corp.                                                   | TMS International Corp.                                                   | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42241.48     | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                        | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155600.95    | 0.16%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                    | TTM Technologies, Inc.                                                    | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99836.87     | 0.10%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Talos Production, Inc.                                                    | Talos Production, Inc.                                                    | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106250.00    | 0.11%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Tanger, Inc.                                                              | Tanger, Inc.                                                              | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       913 | NS      | $33854.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                 | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    119000 | PA      | $134623.51    | 0.14%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                            | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192096.69    | 0.20%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Teradyne, Inc.                                                            | Teradyne, Inc.                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        92 | NS      | $31599.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       656 | NS      | $250349.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1219 | NS      | $342636.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        54 | NS      | $25863.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                    | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       222 | NS      | $32527.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                                                           | Tidewater, Inc.                                                           | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    173000 | PA      | $186191.25    | 0.19%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                               | Toll Brothers Finance Corp.                                               | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132995.46    | 0.14%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                           | TransAlta Corp.                                                           | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $103000.00    | 0.11%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                               | TransMontaigne Partners LLC                                               | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $71097.60     | 0.07%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $140090.85    | 0.15%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                             | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $16934.08     | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                              | TriMas Corp.                                                              | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171734.39    | 0.18%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       713 | NS      | $36719.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                                                        | Tutor Perini Corp.                                                        | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14175.20     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Twilio, Inc.                                                              | Twilio, Inc.                                                              | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151648.40    | 0.16%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                              | UBS Group AG                                                              | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203000.00    | 0.21%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                              | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $228093.75    | 0.24%             | 2036-01-08      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2566 | NS      | $145389.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties, Inc.                                                      | UMH Properties, Inc.                                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |      1471 | NS      | $22874.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       132 | NS      | $9848.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                                        | Under Armour, Inc.                                                        | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121491.86    | 0.13%             | 2030-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| UniCredit SpA                                                             | UniCredit SpA                                                             | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    240000 | PA      | $252753.60    | 0.26%             | 2034-04-02      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       801 | NS      | $215853.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc., Class B                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       259 | NS      | $28179.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc.                                               | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61462.80     | 0.06%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                      | United Rentals, Inc.                                                      | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        44 | NS      | $42232.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                       | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1676000 | PA      | $1613685.98   | 1.68%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                       | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    637000 | PA      | $631610.22    | 0.66%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       112 | NS      | $41493.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VFH Parent LLC                                                            | VFH Parent LLC                                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $23085.26     | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                           | VOC Escrow Ltd.                                                           | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     52000 | PA      | $51789.40     | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       239 | NS      | $20998.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5567 | NS      | $267383.01    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy, Inc.                                                    | Vermilion Energy, Inc.                                                    | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $147015.50    | 0.15%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                 | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |         3 | NS      | $120.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                 | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20679.60     | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        73 | NS      | $31198.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                              | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61690.00     | 0.06%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                              | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155193.75    | 0.16%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                     | Viavi Solutions, Inc.                                                     | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    188000 | PA      | $178639.48    | 0.19%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                          | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     28000 | PA      | $17605.00     | 0.02%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       370 | NS      | $122040.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       163 | NS      | $25727.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                 | CUSIP: 92840VBC5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154642.80    | 0.16%             | 2036-04-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $252267.56    | 0.26%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    121000 | PA      | $125386.25    | 0.13%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| W&T Offshore, Inc.                                                        | W&T Offshore, Inc.                                                        | CUSIP: 92922PAN6<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109975.00    | 0.11%             | 2029-02-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       772 | NS      | $91049.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1094 | NS      | $144331.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       202 | NS      | $46975.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                               | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    164000 | PA      | $170519.00    | 0.18%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                            | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    141000 | PA      | $145658.64    | 0.15%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       726 | NS      | $59698.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                           | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       330 | NS      | $71722.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     84000 | PA      | $191604.00    | 0.20%             | 2028-05-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                     | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       109 | NS      | $47362.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                     | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $287295.00    | 0.30%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                            | Western Midstream Operating LP                                            | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20922.98     | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                            | Western Midstream Operating LP                                            | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42431.83     | 0.04%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                            | Westlake Corp.                                                            | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106653.68    | 0.11%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                 | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142636.30    | 0.15%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $205032.75    | 0.21%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                 | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28282.50     | 0.03%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                 | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    199000 | PA      | $212581.75    | 0.22%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1007 | NS      | $83530.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       225 | NS      | $35921.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       372 | NS      | $30663.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       173 | NS      | $19889.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     22993 | OU      | $16553.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp.                                               | Invincible Investment Corp.                                               | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        28 | NS      | $11020.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KIWOOM Securities Co. Ltd.                                                | KIWOOM Securities Co. Ltd.                                                | CUSIP: N/A<br>LEI: 988400O27CNGJA2QWJ18       | Long             | EC               | CORP              | KR        |       108 | NS      | $29191.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                                     | PSP Swiss Property AG (Registered)                                        | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |       158 | NS      | $31577.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bradespar SA                                                              | Bradespar SA (Preference)                                                 | CUSIP: N/A<br>LEI: 9598001UD1DHEH3PZ471       | Long             | EC               | CORP              | BR        |      7186 | NS      | $33464.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apar Industries Ltd.                                                      | Apar Industries Ltd.                                                      | CUSIP: N/A<br>LEI: 335800UXT2HV4V3ZR581       | Long             | EC               | CORP              | IN        |       296 | NS      | $38737.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investment Corp.                                     | Frontier Real Estate Investment Corp.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        43 | NS      | $23550.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Singapore Telecommunications Ltd.                                         | Singapore Telecommunications Ltd.                                         | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     13800 | NS      | $49914.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaori Heat Treatment Co. Ltd.                                             | Kaori Heat Treatment Co. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       983 | NS      | $39287.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Oil PCL                                                              | Thai Oil PCL                                                              | CUSIP: N/A<br>LEI: 549300HG5527UPZLTT69       | Long             | EC               | CORP              | TH        |     13000 | NS      | $19042.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | Goodman Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       254 | NS      | $5494.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anadolu Anonim Turk Sigorta Sirketi                                       | Anadolu Anonim Turk Sigorta Sirketi                                       | CUSIP: N/A<br>LEI: 7890003EBGYKQKKFKE32       | Long             | EC               | CORP              | TR        |     33522 | NS      | $21461.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Sigorta A/S                                                       | Turkiye Sigorta A/S                                                       | CUSIP: N/A<br>LEI: 789000O7DB1JKMXK2Q45       | Long             | EC               | CORP              | TR        |    127586 | NS      | $39756.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Pharmaceutical Co. Ltd.                                             | Lotus Pharmaceutical Co. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2104 | NS      | $14743.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       814 | NS      | $13222.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Welspun Corp. Ltd.                                                        | Welspun Corp. Ltd.                                                        | CUSIP: N/A<br>LEI: 335800XKRIPYYRZNRQ31       | Long             | EC               | CORP              | IN        |      2267 | NS      | $30482.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                        | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |      5800 | NS      | $100222.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tiger Brands Ltd.                                                         | Tiger Brands Ltd.                                                         | CUSIP: N/A<br>LEI: 529900C57HAFZAHHBC90       | Long             | EC               | CORP              | ZA        |      1701 | NS      | $29719.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Ltd.                                                          | Minth Group Ltd.                                                          | CUSIP: N/A<br>LEI: 254900B2AH0G13K9G204       | Long             | EC               | CORP              | KY        |      8159 | NS      | $35802.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento de Minas Gerais Copasa MG                               | Cia de Saneamento de Minas Gerais Copasa MG                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      3780 | NS      | $41358.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                          | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      2407 | NS      | $224125.81    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                                                 | Orion OYJ, Class B                                                        | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       891 | NS      | $71974.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso OYJ                                                                 | Metso OYJ                                                                 | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |      3418 | NS      | $59594.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Eastern Shipping Co. Ltd. (The)                                     | Great Eastern Shipping Co. Ltd. (The)                                     | CUSIP: N/A<br>LEI: 335800GJP7MSMX3Z3727       | Long             | EC               | CORP              | IN        |      2159 | NS      | $35958.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | Aker BP ASA                                                               | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      1537 | NS      | $60335.03     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings plc                                                    | Safestore Holdings plc                                                    | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |      1447 | NS      | $13245.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                  | Volvo AB, Class B                                                         | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      2605 | NS      | $90850.05     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                | Sandvik AB                                                                | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |      3493 | NS      | $146524.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Sirius Real Estate Ltd.                                                   | Sirius Real Estate Ltd.                                                   | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | EC               | CORP              | GG        |     21755 | NS      | $29727.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                  | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       653 | NS      | $98811.07     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland India Trust                                                    | Capitaland India Trust                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     35600 | NS      | $29535.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiplan Empreendimentos Imobiliarios SA                                 | Multiplan Empreendimentos Imobiliarios SA                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      6885 | NS      | $44006.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                              | Iberdrola SA                                                              | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     10414 | NS      | $244089.57    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corp.                                                 | Arcadyan Technology Corp.                                                 | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |      6528 | NS      | $33349.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Bhd.                                                           | Sime Darby Bhd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     16500 | NS      | $9029.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                                                 | Tisco Financial Group PCL                                                 | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |     10800 | NS      | $36610.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNK Financial Group, Inc.                                                 | BNK Financial Group, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3440 | NS      | $43624.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Process Technology Corp.                                            | Grand Process Technology Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       550 | NS      | $52138.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| YG Entertainment, Inc.                                                    | YG Entertainment, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       274 | NS      | $10059.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                        | Azrieli Group Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       668 | NS      | $107635.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Elang Mahkota Teknologi Tbk. PT                                           | Elang Mahkota Teknologi Tbk. PT                                           | CUSIP: N/A<br>LEI: 254900EYBP9KM4RW7F31       | Long             | EC               | CORP              | ID        |    463728 | NS      | $22346.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tauron Polska Energia SA                                                  | Tauron Polska Energia SA                                                  | CUSIP: N/A<br>LEI: 259400NAPDFBOTNCRL54       | Long             | EC               | CORP              | PL        |     15238 | NS      | $40020.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gold International Resources Corp. Ltd.                             | China Gold International Resources Corp. Ltd.                             | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |      1712 | NS      | $36402.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iM Financial Group Co. Ltd.                                               | iM Financial Group Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1954 | NS      | $25313.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingenia Communities Group                                                 | Ingenia Communities Group                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2550 | NS      | $7324.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Innodisk Corp.                                                            | Innodisk Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       570 | NS      | $23065.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alior Bank SA                                                             | Alior Bank SA                                                             | CUSIP: N/A<br>LEI: 259400QHDOZWMJ103294       | Long             | EC               | CORP              | PL        |      1258 | NS      | $43187.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Engineering Group Co. Ltd.                                        | Sinopec Engineering Group Co. Ltd., Class H                               | CUSIP: N/A<br>LEI: 529900MZVFFC7D57VV51       | Long             | EC               | CORP              | CN        |     38351 | NS      | $30845.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT, Inc.                                                | Nippon Prologis REIT, Inc.                                                | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |        44 | NS      | $25193.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Financial Group Co. Ltd.                                               | JB Financial Group Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1616 | NS      | $29794.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                             | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      2538 | NS      | $119270.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankey Engineering Co. Ltd.                                               | Yankey Engineering Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1630 | NS      | $32649.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanti Feeds Ltd.                                                         | Avanti Feeds Ltd.                                                         | CUSIP: N/A<br>LEI: 335800USE8T3G88KN868       | Long             | EC               | CORP              | IN        |      1659 | NS      | $24424.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      9423 | NS      | $168563.75    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia De Sanena Do Parana                                                   | Cia De Sanena Do Parana                                                   | CUSIP: N/A<br>LEI: 254900SZW9X2D21A7X94       | Long             | EC               | CORP              | BR        |      5158 | NS      | $42801.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                            | SoftBank Corp.                                                            | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     61800 | NS      | $87618.03     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                                    | Hyundai Rotem Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       169 | NS      | $30627.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional SAB de CV                                                        | Regional SAB de CV                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      1113 | NS      | $9344.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan SA                                                                  | Titan SA                                                                  | CUSIP: N/A<br>LEI: 213800H2CDP9I374WH83       | Long             | EC               | CORP              | BE        |       341 | NS      | $18410.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Embassy Office Parks REIT                                                 | Embassy Office Parks REIT                                                 | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |      8242 | NS      | $36922.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tobacco International HK Co. Ltd.                                   | China Tobacco International HK Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      8159 | NS      | $31369.71     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CSSC Hong Kong Shipping Co. Ltd.                                          | CSSC Hong Kong Shipping Co. Ltd.                                          | CUSIP: N/A<br>LEI: 3003000ZPNREQ784GR92       | Long             | EC               | CORP              | HK        |     68546 | NS      | $21702.07     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cury Construtora e Incorporadora SA                                       | Cury Construtora e Incorporadora SA                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      5333 | NS      | $32180.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XD, Inc.                                                                  | XD, Inc.                                                                  | CUSIP: N/A<br>LEI: 655600SO97YJOKFJGL95       | Long             | EC               | CORP              | KY        |      2774 | NS      | $22300.74     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| C&A MODAS SA                                                              | C&A MODAS SA, Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     13766 | NS      | $31580.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Castrol India Ltd.                                                        | Castrol India Ltd.                                                        | CUSIP: N/A<br>LEI: 335800KCNMKXQFPJ5Q28       | Long             | EC               | CORP              | IN        |     17793 | NS      | $34705.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                                      | Endeavour Mining plc                                                      | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |      1557 | NS      | $93762.78     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                 | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     12581 | NS      | $82490.35     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield India Real Estate Trust                                        | Brookfield India Real Estate Trust                                        | CUSIP: N/A<br>LEI: 335800MCXUOZ6TVFEQ25       | Long             | EC               | CORP              | IN        |     10776 | NS      | $37041.00     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                      | HD Hyundai Heavy Industries Co. Ltd.                                      | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |       100 | NS      | $46649.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Paradeep Phosphates Ltd.                                                  | Paradeep Phosphates Ltd.                                                  | CUSIP: N/A<br>LEI: 335800FQJ3X6Y6V2YG94       | Long             | EC               | CORP              | IN        |     10723 | NS      | $14715.10     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Iguatemi SA                                                               | Iguatemi SA                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      7569 | NS      | $42462.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG, Series USTR                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $211000.00    | 0.22%             | 2030-04-30      | Variable      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Pepco Group NV                                                            | Pepco Group NV                                                            | CUSIP: N/A<br>LEI: 213800OVMJPFP79OB449       | Long             | EC               | CORP              | NL        |      3994 | NS      | $35748.64     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tamilnad Mercantile Bank Ltd.                                             | Tamilnad Mercantile Bank Ltd.                                             | CUSIP: N/A<br>LEI: 335800AYAN6LJY14L887       | Long             | EC               | CORP              | IN        |      6461 | NS      | $50762.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                               | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      1427 | NS      | $124997.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Simcere Pharmaceutical Group Ltd.                                         | Simcere Pharmaceutical Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900WU599EZJIML194       | Long             | EC               | CORP              | HK        |     19583 | NS      | $29748.97     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cartrade Tech Ltd.                                                        | Cartrade Tech Ltd.                                                        | CUSIP: N/A<br>LEI: 984500F5CDO5D86C1326       | Long             | EC               | CORP              | IN        |       791 | NS      | $13668.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                      | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      3500 | NS      | $137516.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APR Corp.                                                                 | APR Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       149 | NS      | $42812.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Chemicals & Pharmaceuticals Ltd.                                       | JB Chemicals & Pharmaceuticals Ltd.                                       | CUSIP: N/A<br>LEI: 335800EZQUJ9BB5YBV04       | Long             | EC               | CORP              | IN        |      1848 | NS      | $39755.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                             | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      1353 | NS      | $81070.21     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Shanghai Chicmax Cosmetic Co. Ltd.                                        | Shanghai Chicmax Cosmetic Co. Ltd., Class H                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1630 | NS      | $9798.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mega Union Technology, Inc.                                               | Mega Union Technology, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1630 | NS      | $47670.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerya Enerji A/S                                                         | Enerya Enerji A/S                                                         | CUSIP: N/A<br>LEI: 789000Q4JDFLV7BXZG76       | Long             | EC               | CORP              | TR        |     39954 | NS      | $7876.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     20391 | OU      | $4117.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye                                                       | Republic of Turkiye                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   8695000 | PA      | $190892.72    | 0.20%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Adaro Andalan Indonesia PT                                                | Adaro Andalan Indonesia PT                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |     54142 | NS      | $36306.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Precision Test Tech Co. Ltd.                                     | Chunghwa Precision Test Tech Co. Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       206 | NS      | $22850.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAI Life Sciences Ltd.                                                    | SAI Life Sciences Ltd.                                                    | CUSIP: N/A<br>LEI: 335800JBS3NY25NIBC93       | Long             | EC               | CORP              | IN        |      3831 | NS      | $43364.65     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | Reckitt Benckiser Group plc                                               | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      1049 | NS      | $66737.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                            | Keppel DC REIT                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     17500 | NS      | $32396.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vukile Property Fund Ltd.                                                 | Vukile Property Fund Ltd.                                                 | CUSIP: N/A<br>LEI: 549300BDQAETROOTKO37       | Long             | EC               | CORP              | ZA        |     19962 | NS      | $28650.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       743 | NS      | $304202.07    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| WinWay Technology Co. Ltd.                                                | WinWay Technology Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       145 | NS      | $49323.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       902 | NS      | $52721.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group plc                                                          | Spirax Group plc                                                          | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       427 | NS      | $42072.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Memory Technology Corp.                                                | AP Memory Technology Corp.                                                | CUSIP: N/A<br>LEI: 529900A63PT4N736VY17       | Long             | EC               | CORP              | TW        |      2447 | NS      | $66309.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunway Construction Group Bhd.                                            | Sunway Construction Group Bhd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     25200 | NS      | $43527.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio, Inc.                                                               | 3SBio, Inc.                                                               | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |      8976 | NS      | $26788.34     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PharmaResearch Co. Ltd.                                                   | PharmaResearch Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 988400WCI2SXC6H7SG23       | Long             | EC               | CORP              | KR        |        96 | NS      | $20526.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco del Bajio SA                                                        | Banco del Bajio SA                                                        | CUSIP: N/A<br>LEI: 4469000001BD95FFLY16       | Long             | EC               | CORP              | MX        |     13203 | NS      | $41547.29     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Genertec Universal Medical Group Co. Ltd.                                 | Genertec Universal Medical Group Co. Ltd.                                 | CUSIP: N/A<br>LEI: 2549007JDMSRWFODDQ05       | Long             | EC               | CORP              | HK        |     44472 | NS      | $32946.49     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                      | Banca Mediolanum SpA                                                      | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      3068 | NS      | $67232.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Lal PathLabs Ltd.                                                      | Dr Lal PathLabs Ltd.                                                      | CUSIP: N/A<br>LEI: 984500E8E9CY102B9718       | Long             | EC               | CORP              | IN        |      2219 | NS      | $32053.88     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                                    | CK Asset Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |      6600 | NS      | $41449.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                                       | Mitsui Fudosan Logistics Park, Inc.                                       | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |        39 | NS      | $27945.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Natco Pharma Ltd.                                                         | Natco Pharma Ltd.                                                         | CUSIP: N/A<br>LEI: 33580086GIBRWXSNGG39       | Long             | EC               | CORP              | IN        |      2719 | NS      | $31501.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WONIK IPS Co. Ltd.                                                        | WONIK IPS Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       474 | NS      | $38009.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      6864 | OU      | $5052.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |     15509 | OU      | $19848.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |     12999 | OU      | $2041.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura America Finance LLC                                                | Nomura America Finance LLC                                                | CUSIP: 65543H117<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       533 | NS      | $3814960.58   | 3.96%             | 2026-05-19      | Fixed         | 24.30%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                    | CUSIP: 90304M543<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |       533 | NS      | $3814606.41   | 3.96%             | 2026-05-19      | Fixed         | 24.05%                | Yes           |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     16557 | OU      | $19431.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Minerals, Inc.                                                       | Aura Minerals, Inc.                                                       | CUSIP: N/A<br>LEI: 549300YIRI8PSDM2FV20       | Long             | EC               | CORP              | VG        |       406 | NS      | $34416.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                    | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       435 | NS      | $77738.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| China Yuchai International Ltd.                                           | China Yuchai International Ltd.                                           | CUSIP: N/A<br>LEI: 529900DHISUGAY2ARU76       | Long             | EC               | CORP              | BM        |       474 | NS      | $19533.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        96 | NS      | $41568.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                        | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       217 | NS      | $31688.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                 | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       133 | NS      | $66651.62     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                             | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       801 | NS      | $64856.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc, Class A                                               | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      1551 | NS      | $77689.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                                           | Seagate Technology Holdings plc                                           | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        74 | NS      | $49849.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                       | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       130 | NS      | $27515.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                             | British Pound                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      9802 | OU      | $13338.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                           | Bunge Global SA                                                           | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |       262 | NS      | $33292.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                                                | Chubb Ltd.                                                                | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       198 | NS      | $64746.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     30648 | OU      | $3912.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                                          | Hungarian Forint                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesian Rupiah                                                         | Indonesian Rupiah                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israeli Shekel                                                            | Israeli Shekel                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |     10738 | OU      | $3642.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |    253094 | OU      | $2666.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                                 | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                   | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   1424093 | PA      | $1424092.55   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                              | Japanese Yen                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   1199678 | OU      | $7662.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                                           | South Korea Won                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |  32299306 | OU      | $21776.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                        | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    245000 | PA      | $228879.00    | 0.24%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MS GOVT US LEX                                                            | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                              | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |   1000000 | PA      | $1000000.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                                         | New Mexican Pesos                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |      2547 | OU      | $145.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                                         | Malaysian Ringgit                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |      2073 | OU      | $521.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       104 | OU      | $61.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                                        | Polish Zloty - New                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |         1 | OU      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     28189 | OU      | $3053.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      4411 | OU      | $3465.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkish Lira                                                              | Turkish Lira                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |   1585033 | OU      | $35078.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |    179035 | OU      | $5650.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                              | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |       138 | NS      | $36398.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                              | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290787.00    | 0.30%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                             | CUSIP: 00CCD1ZZ0<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10 | NC      | $-49300.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| South African Rand                                                        | South African Rand                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |      7690 | OU      | $461.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** 1290 Funds

**Signature:** James Kelly

**Name of Signer:** James Kelly

**Title:** Treasurer