# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001410368-26-051284
**Filing Date:** 2026-5
**Character Count:** 602028
**Document Hash:** 1dca9ae2626556bb5942f35b0b0ca601
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051284.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051284

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BERNSTEIN SANFORD C FUND INC
- **CENTRAL INDEX KEY:** 0000832808

**ORGANIZATION NAME:**
- **EIN:** 133464161
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05555
- **FILM NUMBER:** 261017830

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

## Series and Classes Contracts Data

### Overlay B Portfolio (Series ID: S000027649)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000083498 | Class 1      | SBOOX           |
| C000083499 | Class 2      | SBOTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BERNSTEIN SANFORD C FUND INC

- **b. Investment Company Act file number:** 811-05555

- **c. CIK number of Registrant:** 0000832808

- **d. LEI of Registrant:** 549300GA5IHQHIM7CU60

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** Overlay B Portfolio

- **b. EDGAR series identifier (if any):** S000027649

- **c. LEI of Series:** IKSIY75X3JGN52ZWUI76

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $310769990.20

**Total Liabilities:** $22984466.63

**Net Assets:** $287785523.57

**Delayed Delivery Securities:** $191956.91

**Cash Not Reported:** $2449235.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -192.52000000 | **1-Year:** -5052.88000000 | **5-Year:** -12099.38000000 | **10-Year:** -8259.25000000 | **30-Year:** -2599.86000000

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

- **3-Month:** -89.23000000 | **1-Year:** -906.52000000 | **5-Year:** -1866.91000000 | **10-Year:** -670.52000000 | **30-Year:** -228.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000083498 | 1.55%                | 1.53%                | -3.21%               |
| Class ID C000083499 | 1.55%                | 1.53%                | -3.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $216060.90               | $3460455.80                                |
| Month 2  | $167128.02               | $4618802.05                                |
| Month 3  | $-808425.27              | $-9282082.58                               |

**Designated Index Information**

- **Index Name:** 19.35% Russell 3000/7.35% MSCI ACWI ex-USA IMI (net)/3.3% MSCI ACWI Commodity Producers (net)/24.5% Bloomberg US Aggregate Bond, 24.5% Bloomberg Global Aggregate Bond (USD hedged)/21% Bloomberg 1-10 Year US Gov Inflation-Linked Bonds

- **Index Identifier:** ^RUA,NDUEACWZ,MIWD0000oGUS,LBUSTRUU:IND,LEGATRUH,LTI1TRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Issuer LLC                                             | AB Issuer LLC                                                                                                                  | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1088296 | PA      | $1035990.84   | 0.36%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                  | AES Panama Generation Holdings SRL                                                                                             | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     472348 | PA      | $438220.70    | 0.15%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                              | AGL CLO 44 Ltd                                                                                                                 | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249000.00    | 0.09%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                  | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     236000 | PA      | $240288.12    | 0.08%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       4522 | NS      | $131092.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                         | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      30000 | PA      | $29657.70     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      81000 | PA      | $80369.01     | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       1480 | NS      | $151951.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        215 | NS      | $46760.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        396 | NS      | $96259.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                                                                         | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     103000 | PA      | $104294.71    | 0.04%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                                                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        131 | NS      | $14931.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALA Trust                                                 | ALA Trust 2025-OANA                                                                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124991 | PA      | $125303.48    | 0.04%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                                                                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18815.09     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                   | Alexander Funding Trust II                                                                                                     | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $111598.92    | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                   | Allegany Park CLO Ltd                                                                                                          | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249649.50    | 0.09%             | 2035-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AB All Market Real Return Portfolio                       | AB All Market Real Return Portfolio                                                                                            | CUSIP: 018528125<br>LEI: 549300VY0SNSR79V5F27 | Long             | EC               | RF                | US        |     870887 | NS      | $9666840.64   | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   28125642 | NS      | $28125641.77  | 9.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                                                                                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         78 | NS      | $5597.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1303263 | PA      | $1047446.68   | 0.36%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     556000 | PA      | $467387.50    | 0.16%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     703899 | PA      | $618606.22    | 0.21%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337551 | PA      | $332711.90    | 0.12%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1624111 | PA      | $1630899.30   | 0.57%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650891 | PA      | $663247.78    | 0.23%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232417 | PA      | $240370.03    | 0.08%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         91 | NS      | $18867.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                             | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     315000 | PA      | $328000.05    | 0.11%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23983.71     | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                             | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      54000 | PA      | $54360.18     | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                               | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103517 | PA      | $105016.19    | 0.04%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       1163 | NS      | $333618.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       1304 | NS      | $374978.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11859.72     | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      77000 | PA      | $74478.25     | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     158000 | PA      | $153007.20    | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     117000 | PA      | $116534.34    | 0.04%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oklo Inc                                                  | Oklo Inc                                                                                                                       | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         84 | NS      | $4165.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     595000 | PA      | $568778.35    | 0.20%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                 | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     308000 | PA      | $306570.88    | 0.11%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                 | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      82000 | PA      | $81500.62     | 0.03%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                                                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        201 | NS      | $22093.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                  | American Assets Trust LP                                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     178000 | PA      | $160475.90    | 0.06%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        103 | NS      | $13501.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                 | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     111000 | PA      | $117356.97    | 0.04%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                 | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84274.95     | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         90 | NS      | $12248.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                                                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        390 | NS      | $122514.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                                                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         53 | NS      | $23553.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         73 | NS      | $25685.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       1196 | NS      | $151114.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XI LLC                                                                                      | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      14190 | PA      | $14199.97     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                     | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     244000 | PA      | $240169.20    | 0.08%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-4                                                                                                | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |      51329 | PA      | $51709.15     | 0.02%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-6                                                                                                | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |      60013 | PA      | $60213.59     | 0.02%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-10                                                                                               | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |     182932 | PA      | $181982.92    | 0.06%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        116 | NS      | $33959.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       2572 | NS      | $652747.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APL Finance LLC                                           | APL Finance 2023-1 DAC                                                                                                         | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |     201271 | PA      | $201120.83    | 0.07%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        478 | NS      | $163375.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                     | Applied Materials Inc                                                                                                          | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     203000 | PA      | $199145.03    | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        700 | NS      | $85946.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       1023 | NS      | $52204.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        369 | NS      | $14962.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17817.06     | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2020.10      | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     163000 | PA      | $163149.96    | 0.06%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38061.56     | 0.01%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15825.44     | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                                                                      | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     203000 | PA      | $208030.34    | 0.07%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        224 | NS      | $53625.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        270 | NS      | $54858.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                            | AutoNation Inc                                                                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96000 | PA      | $95214.72     | 0.03%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         19 | NS      | $64177.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Auxilior Term Funding LLC                                 | Auxilior Term Funding 2023-1 LLC                                                                                               | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25403 | PA      | $25458.28     | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                                                                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         39 | NS      | $6734.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      71000 | PA      | $70130.96     | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61081.13     | 0.02%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     399000 | PA      | $401850.02    | 0.14%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53815.30     | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                               | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      16000 | PA      | $18353.76     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                               | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     117000 | PA      | $120045.51    | 0.04%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                             | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     195000 | PA      | $195828.75    | 0.07%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                        | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $256225.00    | 0.09%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2019-IMC                                                                                          | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430256 | PA      | $424877.80    | 0.15%             | 2034-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIR2                                                                                         | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105510 | PA      | $105608.74    | 0.04%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                       | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131000 | PA      | $131081.88    | 0.05%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                        | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     166000 | PA      | $163863.58    | 0.06%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                                                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        181 | NS      | $10698.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                             | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $451284.00    | 0.16%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                             | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $194406.00    | 0.07%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $398220.00    | 0.14%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $209904.00    | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                      | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     800000 | PA      | $820712.00    | 0.29%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                        | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     171000 | PA      | $163650.42    | 0.06%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $272548.80    | 0.09%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                       | Barrick Mining Corp                                                                                                            | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        257 | NS      | $10502.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       1174 | NS      | $16322.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                       | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     122000 | PA      | $119201.32    | 0.04%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        515 | NS      | $47778.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                     | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     136000 | PA      | $106103.64    | 0.04%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                                                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        693 | NS      | $45932.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        228 | NS      | $109257.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        122 | NS      | $7832.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                       | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100064.24    | 0.03%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                                                                                                  | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         65 | NS      | $62511.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75459.23     | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                                | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        869 | NS      | $169924.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        253 | NS      | $15875.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM5                                                                                      | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |     145816 | PA      | $146370.52    | 0.05%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                                                             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         59 | NS      | $9586.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88792.00     | 0.03%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                   | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114044.35    | 0.04%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                                                                | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        254 | NS      | $11293.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown Inc                                                                                                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        305 | NS      | $19889.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                                                                        | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        281 | NS      | $78980.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         72 | NS      | $8713.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2025-1                                                                                                   | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100522.08    | 0.03%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                                                                        | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        526 | NS      | $38454.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                                                                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         59 | NS      | $9798.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                                                                | CUSIP: 125523100<br>LEI: 45RS2W538ZOGNWLVIX82 | Long             | EC               | CORP              | US        |         65 | NS      | $17338.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        451 | NS      | $133202.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                                                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        247 | NS      | $19162.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2010-C1 Mortgage Trust                                                                                                    | CUSIP: 12622DAK0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     621149 | PA      | $616269.10    | 0.21%             | 2046-07-10      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19178.41     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     242000 | PA      | $249056.72    | 0.09%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-10 Mortgage Loan Trust                                                                                               | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |      93650 | PA      | $93371.56     | 0.03%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                                                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        298 | NS      | $10471.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        154 | NS      | $42791.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                   | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     272000 | PA      | $282820.16    | 0.10%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                   | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     238000 | PA      | $237926.22    | 0.08%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                           | CALIFORNIA ST EARTHQUAKE AUTH                                                                                                  | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |     110000 | PA      | $110991.02    | 0.04%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                        | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     669000 | PA      | $384982.27    | 0.13%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                        | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1128000 | PA      | $802678.43    | 0.28%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                        | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2252000 | PA      | $1598371.87   | 0.56%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                        | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3871000 | PA      | $2739961.51   | 0.95%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                      | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     535000 | PA      | $388140.87    | 0.13%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                      | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     270000 | PA      | $203369.83    | 0.07%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                                                             | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        186 | NS      | $17627.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                                                                   | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        227 | NS      | $23364.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     162000 | PA      | $164442.96    | 0.06%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        129 | NS      | $27258.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                                                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         24 | NS      | $8006.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2021-N3                                                                                         | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32908 | PA      | $32137.40     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2021-N4                                                                                         | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27273 | PA      | $26726.73     | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2021-P4                                                                                         | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     596000 | PA      | $577502.96    | 0.20%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        276 | NS      | $195534.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                             | Celestica Inc                                                                                                                  | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         66 | NS      | $18618.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                                                                             | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29799.60     | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                                                                             | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      79000 | PA      | $78548.91     | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5023.90      | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109732.70    | 0.04%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60430.26     | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                                                                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         41 | NS      | $11634.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                       | Cheniere Energy Inc                                                                                                            | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20768.16     | 0.01%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                        | Expand Energy Corp                                                                                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        312 | NS      | $34251.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        214 | NS      | $44276.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                                                                     | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        806 | NS      | $25800.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                                                                                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        649 | NS      | $60564.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       3691 | NS      | $286384.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                                                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        226 | NS      | $38225.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     104000 | PA      | $102400.48    | 0.04%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     133000 | PA      | $134852.69    | 0.05%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     196000 | PA      | $196297.92    | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CALGARY (CITY OF)                                         | City of Calgary Canada                                                                                                         | CUSIP: 178916AA0<br>LEI: 549300HSTXVCQ4ECT255 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $51563.86     | 0.02%             | 2034-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                              | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115000 | PA      | $115254.54    | 0.04%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                | Clover CLO 2021-3 LLC                                                                                                          | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $247825.00    | 0.09%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       3168 | NS      | $240926.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        650 | NS      | $39877.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        759 | NS      | $64689.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| College Ave Student Loans                                 | College Ave Student Loans 2021-C LLC                                                                                           | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190505 | PA      | $176233.26    | 0.06%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-5 Mortgage Loan Trust                                                                                                | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |     100963 | PA      | $101326.09    | 0.04%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA Inc                                                                                                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         22 | NS      | $30337.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                            | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147888.00    | 0.05%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                          | CMWLTH FING AUTH PA                                                                                                            | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $74897.30     | 0.03%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753CAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     260321 | PA      | $260076.23    | 0.09%             | 2045-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      18044 | PA      | $18032.84     | 0.01%             | 2044-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     129546 | PA      | $131322.37    | 0.05%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754RAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      20564 | PA      | $20577.21     | 0.01%             | 2041-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      69226 | PA      | $69119.61     | 0.02%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     150576 | PA      | $150936.58    | 0.05%             | 2045-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754YAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     185133 | PA      | $184700.19    | 0.06%             | 2045-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754YAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     228324 | PA      | $227993.32    | 0.08%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755BAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     211296 | PA      | $211253.73    | 0.07%             | 2046-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      43360 | PA      | $43278.82     | 0.02%             | 2045-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      74578 | PA      | $74594.89     | 0.03%             | 2045-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     104843 | PA      | $104876.95    | 0.04%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                                                                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        797 | NS      | $90204.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                                                              | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         34 | NS      | $59684.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     223000 | PA      | $227315.05    | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     738000 | PA      | $644672.52    | 0.22%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                          | COOPR Residential Mortgage Trust 2026-CES1                                                                                     | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     292018 | PA      | $289569.75    | 0.10%             | 2061-01-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                                                                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        442 | NS      | $14674.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                                                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        146 | NS      | $19851.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2058942 | PA      | $1767597.18   | 0.61%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1557996 | PA      | $1389378.77   | 0.48%             | 2056-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     442518 | PA      | $405526.28    | 0.14%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     554680 | PA      | $518950.79    | 0.18%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1420290 | PA      | $1369821.13   | 0.48%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2268050 | PA      | $2244280.16   | 0.78%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2413655 | PA      | $2427002.75   | 0.84%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1246031 | PA      | $1266571.07   | 0.44%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                                                                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |         83 | NS      | $6947.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        269 | NS      | $268039.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                     | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     725000 | PA      | $226048.16    | 0.08%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                                                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         17 | NS      | $6636.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H4 Mortgage Trust                                                                                                   | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161733 | PA      | $162431.69    | 0.06%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H9 Mortgage Trust                                                                                                   | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160261 | PA      | $159550.65    | 0.06%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         70 | NS      | $37661.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                               | DBC 2025-DBC Mortgage Trust                                                                                                    | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $199875.22    | 0.07%             | 2042-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        118 | NS      | $16191.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                                                                                                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68992.80     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                                                                                                | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      83000 | PA      | $80234.44     | 0.03%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                                                                                                | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     124000 | PA      | $121679.96    | 0.04%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                             | DTP Commercial Mortgage Trust 2023-STE2                                                                                        | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116000 | PA      | $117316.40    | 0.04%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         56 | NS      | $10978.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                                                                           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        100 | NS      | $10009.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group Inc/The                                                                                                | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        190 | NS      | $13609.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                   | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $185464.00    | 0.06%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                   | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     232000 | PA      | $234705.12    | 0.08%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        167 | NS      | $10487.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-1 LLC                                                                                                            | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74251 | PA      | $74518.45     | 0.03%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                        | Diamond Issuer LLC                                                                                                             | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1138527 | PA      | $1102910.00   | 0.38%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                                                                                                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         32 | NS      | $6345.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE NA                                            | Capital One NA                                                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307443.00    | 0.11%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         61 | NS      | $7242.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                                                                  | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        226 | NS      | $27737.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                                                            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        110 | NS      | $6800.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       1095 | NS      | $143379.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                                  | Duke Energy Carolinas NC Storm Funding LLC                                                                                     | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     542000 | PA      | $438597.24    | 0.15%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                       | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      77000 | PA      | $59195.20     | 0.02%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2017-1                                                                                      | CUSIP: 26846MAA2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     160643 | PA      | $159110.29    | 0.06%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                            | EPR Properties                                                                                                                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     165000 | PA      | $164359.80    | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     250000 | PA      | $250625.00    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED USD / SOLD KRW                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $6351.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD IDR                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $4490.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $65801.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $86615.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD IDR                                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $229.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-1334.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-95029.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $11912.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $10831.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED NZD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NZ        |          1 | NC      | $-57096.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $-83143.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $333847.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD CHF                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $159064.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $18066.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $9322.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1085.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $14523.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $-100679.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED AUD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $-12237.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED AUD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $-46317.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $56516.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-3681.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-14802.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-21561.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $67161.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $5019.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-24962.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $11841.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED INR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-14553.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3536.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-26444.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NOK                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $890.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD SEK                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $15034.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-1451.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4501.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3739.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-8107.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1109.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1177.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1999.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4003.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-67.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $157192.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $71970.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $-30121.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-1236.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $12045.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $19500.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $40207.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $16159.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $222873.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $14079.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-544.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED ZAR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $-36946.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $18801.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-15649.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $221.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $668.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NZD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $908.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $49596.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $16413.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $724.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $14905.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CHF / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $-28238.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD INR                                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $8098.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $18252.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $11601.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-939.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED ZAR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $-3564.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD PEN                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-915.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3365.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $497.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD THB                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $27078.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1093.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED AUD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $-1475.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED GBP / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-563.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED CLP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CL        |          1 | NC      | $-2788.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $2586.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-6668.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-73.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $869.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD COP                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1229.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2043.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED AUD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |          1 | NC      | $-4101.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $249.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $733.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1011.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3003.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $44337.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $2856.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $885.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-567.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $7767.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $508.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $281.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $53.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1061.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $597.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-450.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-1639.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD HUF                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-312.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $-1985.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |          1 | NC      | $-2774.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $597.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CNH                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1932.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $-3745.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED NZD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $-322.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $-3222.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED NZD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $-15814.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |          1 | NC      | $-14080.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $243.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD HUF                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3229.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD PLN                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $803.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD NZD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $43738.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $329.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-610.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $-635.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED IDR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |          1 | NC      | $-267.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD PEN                                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $199.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED MYR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |          1 | NC      | $-5877.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |          1 | NC      | $5862.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD PEN                                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-279.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |          1 | NC      | $-3540.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $1442.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $-2070.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HUF / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $1652.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $3235.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $14026.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED USD / SOLD BRL                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-14061.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED AUD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $4276.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1734.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED COP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |          1 | NC      | $-8.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $175.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $957.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                   | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     113000 | PA      | $119254.55    | 0.04%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     111000 | PA      | $112370.85    | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                                                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        491 | NS      | $39319.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $231452.00    | 0.08%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        332 | NS      | $67684.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                                                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         28 | NS      | $20672.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                               | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     691000 | PA      | $543893.01    | 0.19%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                   | Entergy Mississippi LLC                                                                                                        | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56087.43     | 0.02%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co                                                                                                              | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         23 | NS      | $5780.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                              | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64164.75     | 0.02%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                              | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35510.40     | 0.01%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                                                                     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         83 | NS      | $11888.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        960 | NS      | $162873.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGRE Trust                                               | FIGRE Trust 2026-HE1                                                                                                           | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320775 | PA      | $318139.14    | 0.11%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       1122 | NS      | $641929.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                             | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     107000 | PA      | $101325.79    | 0.04%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                             | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     287000 | PA      | $266175.28    | 0.09%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                                                                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          5 | NS      | $5337.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIP Master Funding, LLC                                   | FIP Master Funding LLC                                                                                                         | CUSIP: 30332YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119851 | PA      | $117619.34    | 0.04%             | 2055-10-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                                                                 | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         15 | NS      | $25558.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                                                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        697 | NS      | $32340.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                                                                        | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     865000 | PA      | $868001.55    | 0.30%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                                                                        | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     265000 | PA      | $270753.15    | 0.09%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                               | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     558659 | PA      | $492257.17    | 0.17%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                          | CUSIP: 3132XXD22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102318 | PA      | $100391.95    | 0.03%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                               | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     157685 | PA      | $146135.97    | 0.05%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292167 | PA      | $29656.92     | 0.01%             | 2044-12-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     721190 | PA      | $71040.44     | 0.02%             | 2046-10-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345890 | PA      | $38264.04     | 0.01%             | 2047-08-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     699727 | PA      | $76536.48     | 0.03%             | 2047-12-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136B0DZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355061 | PA      | $40509.49     | 0.01%             | 2047-12-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     914343 | PA      | $98550.87     | 0.03%             | 2047-06-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FAXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     280268 | PA      | $31411.65     | 0.01%             | 2047-09-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     862906 | PA      | $92550.74     | 0.03%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2196422 | PA      | $230545.07    | 0.08%             | 2050-06-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85445 | PA      | $80953.98     | 0.03%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138W3UZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5866 | PA      | $5789.45      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138WENA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60311 | PA      | $54759.94     | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138WJL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298810 | PA      | $287943.91    | 0.10%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138WTF43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2149 | PA      | $2119.34      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133064 | PA      | $128840.48    | 0.04%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138Y3U58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30321 | PA      | $29703.11     | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140E6KU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     432591 | PA      | $391763.00    | 0.14%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FGBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135690 | PA      | $131437.33    | 0.05%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4357 | PA      | $4200.74      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FLCM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166996 | PA      | $160997.72    | 0.06%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FNVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4747 | PA      | $4572.05      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FTKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55344 | PA      | $53355.80     | 0.02%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140M2LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128541 | PA      | $114537.74    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1865117 | PA      | $1514875.40   | 0.53%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     563797 | PA      | $481918.05    | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140QN6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     703311 | PA      | $600401.37    | 0.21%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     672762 | PA      | $574953.59    | 0.20%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31413LMZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79000 | PA      | $81485.97     | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151114 | PA      | $142755.11    | 0.05%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160456 | PA      | $151496.66    | 0.05%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16152 | PA      | $15564.28     | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     347524 | PA      | $281395.50    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148191 | PA      | $144411.19    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                                                                       | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        103 | NS      | $24025.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                                                                         | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        157 | NS      | $45424.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                                                                     | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      92000 | PA      | $91731.36     | 0.03%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        112 | NS      | $5449.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                               | FIGRE Trust 2025-HE7                                                                                                           | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     187546 | PA      | $186318.78    | 0.06%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $94735.78     | 0.03%             | 2030-07-30      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          6 | NS      | $11307.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |         71 | NS      | $11995.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                                                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         69 | NS      | $13610.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     126000 | PA      | $123336.36    | 0.04%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                                                               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        355 | NS      | $17984.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                       | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      81000 | PA      | $83240.46     | 0.03%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                       | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     652000 | PA      | $634198.64    | 0.22%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                       | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      60000 | PA      | $55223.15     | 0.02%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $395668.00    | 0.14%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                                                                | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $157533.28    | 0.05%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                  | Ford Credit Auto Owner Trust 2021-REV1                                                                                         | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     824000 | PA      | $823012.68    | 0.29%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     715000 | PA      | $621127.65    | 0.22%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        613 | NS      | $50094.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                                                                             | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |         64 | NS      | $15847.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit Risk                        | Freddie Mac Mscr Trust Mn1                                                                                                     | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |      28647 | PA      | $28595.88     | 0.01%             | 2051-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                        | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      79695 | PA      | $79695.25     | 0.03%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                                        | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |     133073 | PA      | $133530.92    | 0.05%             | 2052-03-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                        | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     414809 | PA      | $417662.89    | 0.15%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                        | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |     129147 | PA      | $130313.83    | 0.05%             | 2043-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                        | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     239429 | PA      | $243717.22    | 0.08%             | 2042-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                        | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     878104 | PA      | $896763.71    | 0.31%             | 2042-05-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                        | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     769482 | PA      | $798214.46    | 0.28%             | 2042-06-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                        | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |     241178 | PA      | $241286.20    | 0.08%             | 2044-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                                        | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     110184 | PA      | $110175.19    | 0.04%             | 2045-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                        | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      58321 | PA      | $58391.32     | 0.02%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                        | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      25085 | PA      | $25053.91     | 0.01%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                                        | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |     247073 | PA      | $247063.73    | 0.09%             | 2045-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd                                                                                                              | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         40 | NS      | $5470.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Funding I LLC                                         | GCI Funding I LLC                                                                                                              | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     285791 | PA      | $261988.67    | 0.09%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental Inc                                                                                                          | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        133 | NS      | $5548.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                      | GCAT 2025-NQM2 Trust                                                                                                           | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74657 | PA      | $74992.73     | 0.03%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                             | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48613 | PA      | $44034.73     | 0.02%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                             | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129332 | PA      | $117151.83    | 0.04%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                             | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1099157 | PA      | $1096342.30   | 0.38%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                     | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AP4<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              |  | US        |     163000 | PA      | $156535.42    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |      72000 | PA      | $68091.12     | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     302000 | PA      | $293707.08    | 0.10%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25719 | PA      | $20218.80     | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                                     | GSF 2021 1 ISSUER LLC                                                                                                          | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1028655 | PA      | $1018001.68   | 0.35%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                                     | GSF 2021 1 ISSUER LLC                                                                                                          | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39000 | PA      | $38049.38     | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                                                                                                 | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        202 | NS      | $14378.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy CLO Ltd                                            | Galaxy 36 CLO Ltd                                                                                                              | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $149606.55    | 0.05%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                                                                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         66 | NS      | $14294.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                                                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         83 | NS      | $13142.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        163 | NS      | $55944.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                                                                            | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      81000 | PA      | $80966.79     | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       1034 | NS      | $38485.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36440.48     | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     134000 | PA      | $137161.06    | 0.05%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73350.40     | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8045.44      | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        402 | NS      | $56026.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3642.36      | 0.00%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      97000 | PA      | $97813.83     | 0.03%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     148000 | PA      | $149074.48    | 0.05%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65884.65     | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3997.68      | 0.00%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                            | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68360.37     | 0.02%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     153000 | PA      | $150178.68    | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                            | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      56000 | PA      | $54345.20     | 0.02%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                            | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44805.15     | 0.02%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                                                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        306 | NS      | $25297.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     103000 | PA      | $103479.98    | 0.04%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                       | CUSIP: 38380B6Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     458485 | PA      | $54330.91     | 0.02%             | 2047-04-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                       | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     351889 | PA      | $43215.88     | 0.02%             | 2047-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                       | CUSIP: 38380GQ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     267912 | PA      | $31346.11     | 0.01%             | 2047-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                                                                      | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         84 | NS      | $7110.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                                                                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         31 | NS      | $33815.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                                                                          | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        149 | NS      | $6978.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2024-WOLF                                                                                                     | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232000 | PA      | $231927.50    | 0.08%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                             | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      49000 | PA      | $51512.23     | 0.02%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                        | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176000 | PA      | $175890.00    | 0.06%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                                                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         48 | NS      | $22715.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                  | HLTN Commercial Mortgage Trust 2024-DPLO                                                                                       | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249558 | PA      | $249558.00    | 0.09%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                              | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206650.00    | 0.07%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     286000 | PA      | $287484.34    | 0.10%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                       | HINNT 2024-A LLC                                                                                                               | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34917 | PA      | $35327.03     | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        120 | NS      | $48994.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                                                               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        129 | NS      | $17444.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                                                                   | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |         54 | NS      | $6708.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                   | Hartwick Park CLO Ltd                                                                                                          | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249617.25    | 0.09%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                | Hasbro Inc                                                                                                                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      91000 | PA      | $89957.14     | 0.03%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                        | Hawaii Hotel Trust 2025-MAUI                                                                                                   | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117000 | PA      | $116926.88    | 0.04%             | 2042-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                                                                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        102 | NS      | $16120.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        234 | NS      | $48646.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $146076.80    | 0.05%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                                                                            | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      58000 | PA      | $56677.60     | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     122000 | PA      | $123183.40    | 0.04%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                                                                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        359 | NS      | $27136.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                             | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        105 | NS      | $8690.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                        | Honda Motor Co Ltd                                                                                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     299000 | PA      | $298186.72    | 0.10%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                                                                    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        320 | NS      | $72329.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                                                                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        389 | NS      | $8810.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        196 | NS      | $45170.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                                                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         26 | NS      | $12759.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                         | Indra Sistemas SA                                                                                                              | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |        177 | NS      | $9892.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                                                                                  | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        389 | NS      | $16065.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     211000 | PA      | $198738.79    | 0.07%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      87000 | PA      | $89864.91     | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201146.00    | 0.07%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70599.20     | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9959.60      | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | Hyundai Auto Lease Securitization Trust 2025-A                                                                                 | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $141416.30    | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                                                                          | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |         58 | NS      | $6436.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                                                                              | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         29 | NS      | $9117.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                                                                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         59 | NS      | $33151.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                                                                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        159 | NS      | $41386.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                                                               | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        251 | NS      | $9349.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                    | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $283046.50    | 0.10%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                                                                               | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |         64 | NS      | $8382.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        355 | NS      | $33412.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |        102 | NS      | $7315.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                                                                          | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        261 | NS      | $47295.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        255 | NS      | $61809.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         34 | NS      | $9156.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |         89 | NS      | $6212.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $187234.00    | 0.07%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        222 | NS      | $95988.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                                                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        166 | NS      | $76524.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                | iShares Core MSCI EAFE ETF                                                                                                     | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |     171623 | NS      | $15537030.19  | 5.40%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                    | iShares Core MSCI Emerging Markets ETF                                                                                         | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     138734 | NS      | $9676696.50   | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                                                                     | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         62 | NS      | $4737.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                                                                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         60 | NS      | $15937.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                            | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     644404 | PA      | $6.44         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2026-CES1                                                                                             | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |     259464 | PA      | $257387.87    | 0.09%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2025-HE3                                                                                              | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |     330479 | PA      | $331174.21    | 0.12%             | 2056-03-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-CES7                                                                                      | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     154039 | PA      | $153317.79    | 0.05%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       1807 | NS      | $441703.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |         16 | NS      | $3885.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         88 | NS      | $129572.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                                                                           | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99172 | PA      | $98676.13     | 0.03%             | 2038-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                                         | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        290 | NS      | $49439.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        950 | NS      | $25013.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                                                               | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     176000 | PA      | $160638.72    | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                        | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |        273 | NS      | $5979.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         61 | NS      | $5884.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                                                              | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |        552 | NS      | $16876.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       1079 | NS      | $78076.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                                                                  | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |         64 | NS      | $5752.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        942 | NS      | $201267.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                                                                           | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         21 | NS      | $15917.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       4209 | NS      | $86297.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                           | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47317.90     | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                                                            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         58 | NS      | $9020.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                                                                       | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         17 | NS      | $32203.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                             | Lendbuzz Securitization Trust 2026-1                                                                                           | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79117 | PA      | $79042.20     | 0.03%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                             | Lendbuzz Securitization Trust 2023-1                                                                                           | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     313514 | PA      | $316560.97    | 0.11%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International Inc                                                                                                       | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         20 | NS      | $9282.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendbuzz Securitization Trust                             | Lendbuzz Securitization Trust 2025-2                                                                                           | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108778 | PA      | $109160.10    | 0.04%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                      | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |         62 | NS      | $39155.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                                                                         | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        345 | NS      | $29331.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        484 | NS      | $445168.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                  | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     316613 | PA      | $299462.07    | 0.10%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                                                                 | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         27 | NS      | $45543.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                  | Lincoln Financial Global Funding                                                                                               | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45509.64     | 0.02%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $235080.69    | 0.08%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                  | Loblaw Cos Ltd                                                                                                                 | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $88973.37     | 0.03%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                                                                 | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        584 | NS      | $26624.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        194 | NS      | $117251.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                                                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        238 | NS      | $25404.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                                                                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         71 | NS      | $10870.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold Inc                                                                                                                | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |         85 | NS      | $6495.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI HOUSE US                                          | Sekisui House US Inc                                                                                                           | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     599000 | PA      | $546521.61    | 0.19%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                        | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     229000 | PA      | $228013.01    | 0.08%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                        | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     136000 | PA      | $134096.00    | 0.05%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         63 | NS      | $52867.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2021-2 LLC                                                                                                                 | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     138297 | PA      | $131598.36    | 0.05%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                                                                            | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      88000 | PA      | $85625.76     | 0.03%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XIX Ltd                                                                                                              | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249410.75    | 0.09%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                                                                                  | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         61 | NS      | $4566.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        129 | NS      | $9634.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        364 | NS      | $35151.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        315 | NS      | $15343.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        594 | NS      | $103029.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                  | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     237000 | PA      | $225237.69    | 0.08%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        462 | NS      | $230842.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     203000 | PA      | $199305.40    | 0.07%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        321 | NS      | $99763.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                                                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        109 | NS      | $94324.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       1860 | NS      | $69421.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         11 | NS      | $19019.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                                                                        | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     207000 | PA      | $206012.61    | 0.07%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co KGaA                                                                                                       | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |         76 | NS      | $4451.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC                                                                                                    | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      32287 | PA      | $32355.25     | 0.01%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       1932 | NS      | $232400.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       2091 | NS      | $16774.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       1608 | NS      | $595233.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                             | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       8599 | NS      | $47927.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                                                                    | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |       2670 | NS      | $13679.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                                                                    | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          8 | NS      | $27052.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        137 | NS      | $96834.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                          | ANA Holdings Inc                                                                                                               | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |        355 | NS      | $6357.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |        351 | NS      | $9436.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                                                               | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       1016 | NS      | $23860.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                                                                        | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        803 | NS      | $17957.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |        786 | NS      | $11231.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       5397 | NS      | $19923.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        974 | NS      | $56141.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |       2947 | NS      | $27745.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                                                   | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         34 | NS      | $37173.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                                                                          | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       1115 | NS      | $80792.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                                                                               | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |        384 | NS      | $8001.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        926 | NS      | $22475.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp Japan                                                                                                              | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        165 | NS      | $8948.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       2336 | NS      | $84522.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                                                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         95 | NS      | $41443.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       1917 | NS      | $53191.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |        286 | NS      | $6043.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     179000 | PA      | $176932.55    | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                 | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      73000 | PA      | $72240.80     | 0.03%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |        760 | NS      | $33820.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                                       | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93248 | PA      | $93052.73     | 0.03%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        290 | NS      | $5719.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co                                                                                                       | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       1708 | NS      | $44410.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                               | Chubu Electric Power Co Inc                                                                                                    | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |        287 | NS      | $4731.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |        342 | NS      | $18860.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         54 | NS      | $5916.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        265 | NS      | $115002.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         37 | NS      | $4353.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        167 | NS      | $18973.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       5658 | NS      | $96337.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                            | Daifuku Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |        213 | NS      | $7520.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        254 | NS      | $8073.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |        504 | NS      | $9648.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        691 | NS      | $34859.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                                                                        | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |       1858 | NS      | $11334.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                | Disco Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         51 | NS      | $20786.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2025-1 LLC                                                                                                                 | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      94914 | PA      | $95427.20     | 0.03%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |       3456 | NS      | $14162.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2024-A LLC                                                                                                        | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      98282 | PA      | $98755.54     | 0.03%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |         42 | NS      | $3461.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                                                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          2 | NS      | $13179.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                                                                          | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |       1846 | NS      | $42220.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       1450 | NS      | $22119.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                    | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $242300.00    | 0.08%             | 2034-08-02      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |         92 | NS      | $36349.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        311 | NS      | $6743.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       2043 | NS      | $38930.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        714 | NS      | $19636.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       1795 | NS      | $36708.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                    | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     775000 | PA      | $764142.25    | 0.27%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                    | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200384.00    | 0.07%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                         | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316049 | PA      | $307110.24    | 0.11%             | 2036-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                              | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     468000 | PA      | $426095.28    | 0.15%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |        968 | NS      | $26491.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                     | Neighborly Issuer 2022-1                                                                                                       | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     807360 | PA      | $760640.58    | 0.26%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                     | Neighborly Issuer 2023-1                                                                                                       | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1008800 | PA      | $1011727.74   | 0.35%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-B                                                                                               | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $126085.68    | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-D                                                                                               | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     457000 | PA      | $412135.76    | 0.14%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                                                               | CUSIP: 64035GAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     499329 | PA      | $443198.48    | 0.15%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                               | Hankyu Hanshin Holdings Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        410 | NS      | $11855.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         94 | NS      | $9624.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       2690 | NS      | $258643.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                                                                     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         71 | NS      | $9353.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                                      | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249312.50    | 0.09%             | 2036-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |       3063 | NS      | $23897.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |      17744 | NS      | $16140.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |        184 | NS      | $31898.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                              | Infratil Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 529900ITMGRD45OLDY30 | Long             | EC               | CORP              | NZ        |       1670 | NS      | $11260.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |        113 | NS      | $4398.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        170 | NS      | $60504.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       1054 | NS      | $16765.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                                                                   | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     205000 | PA      | $203388.70    | 0.07%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp                                              | Kyocera Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2839 | NS      | $43531.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 5299008UY0JUHZ3SAQ87 | Long             | EC               | CORP              | JP        |         54 | NS      | $12018.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                                                                      | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       1035 | NS      | $48583.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        178 | NS      | $19268.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                  | Nova Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |         21 | NS      | $9273.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                      | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49804.00     | 0.02%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |       6392 | NS      | $35264.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                      | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     206000 | PA      | $206436.72    | 0.07%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        528 | NS      | $27888.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                 | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     143000 | PA      | $140533.25    | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                 | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58619.45     | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                         | NJ Trust 2023-GSP                                                                                                              | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164720 | PA      | $170702.42    | 0.06%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        568 | NS      | $32424.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |        640 | NS      | $15925.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                                   | NTT Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      66073 | NS      | $66103.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                                                                     | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       1629 | NS      | $27725.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |        480 | NS      | $19442.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                                                                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         93 | NS      | $63448.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        621 | NS      | $11693.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                          | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     309000 | PA      | $307405.56    | 0.11%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       3897 | NS      | $679636.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCU Auto Receivables Trust                               | OCCU Auto Receivables Trust 2025-1                                                                                             | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134701 | PA      | $134947.99    | 0.05%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO Ltd                                                                                                                    | CUSIP: 671026AY8<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $246847.50    | 0.09%             | 2039-01-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                                                                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        690 | NS      | $63693.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORL TRUST                                                 | ORL Trust 2024-GLKS                                                                                                            | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100000.00    | 0.03%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM10 Trust                                                                                                           | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     125442 | PA      | $125841.33    | 0.04%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-28L                                                                                         | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165000 | PA      | $164302.58    | 0.06%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                   | OAK-Eagle Acquireco Inc                                                                                                        | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     186000 | PA      | $192634.62    | 0.07%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |        610 | NS      | $7123.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM8 Trust                                                                                                            | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |     109026 | PA      | $109401.41    | 0.04%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                   | Ochsner LSU Health System of North Louisiana                                                                                   | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $691464.60    | 0.24%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Sanrio Co Ltd                                             | Sanrio Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |        995 | NS      | $6186.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |        803 | NS      | $30586.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                                                                  | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        104 | NS      | $20321.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp                                             | Shimadzu Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |        765 | NS      | $18178.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       1128 | NS      | $24952.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         94 | NS      | $7079.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      35000 | PA      | $35169.75     | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      40000 | PA      | $39147.20     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      87000 | PA      | $91175.13     | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                      | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45736.88     | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     455000 | PA      | $452142.60    | 0.16%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         22 | NS      | $3236.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $26439.60     | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      42000 | PA      | $39363.66     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      34000 | PA      | $28586.52     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |        775 | NS      | $8470.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       1621 | NS      | $59697.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |        487 | NS      | $67209.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                         | Toho Co Ltd/Tokyo                                                                                                              | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |        540 | NS      | $5672.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |        205 | NS      | $9654.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        253 | NS      | $62858.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp                                                | Tokyu Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |        435 | NS      | $5134.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                                                                       | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |        124 | NS      | $9061.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        333 | NS      | $5850.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                                                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        215 | NS      | $8213.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                                                                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        109 | NS      | $15531.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                          | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26142 | PA      | $26262.16     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                          | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51000 | PA      | $51620.26     | 0.02%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        564 | NS      | $28795.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2024-2                                                                                                    | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      18450 | PA      | $18459.96     | 0.01%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                     | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     233000 | PA      | $220462.27    | 0.08%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                     | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      81000 | PA      | $81223.56     | 0.03%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                     | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90696.60     | 0.03%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-5                                                                                            | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23078 | PA      | $23121.17     | 0.01%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya Ai Debt Grantor Trust 2024-9                                                                                            | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246089 | PA      | $246506.23    | 0.09%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2025-4                                                                                                    | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     132877 | PA      | $133448.47    | 0.05%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2025-8                                                                                            | CUSIP: 69549TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99932.22     | 0.03%             | 2033-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                     | West Japan Railway Co                                                                                                          | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |        471 | NS      | $9283.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                                                                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |         27 | NS      | $3949.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd                                     | Palmer Square Clo 2026-1 Ltd                                                                                                   | CUSIP: 69704JAA0<br>LEI: 254900Y6UZ4R7YTZ7E82 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249987.00    | 0.09%             | 2039-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        149 | NS      | $23887.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                                                                            | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       2408 | NS      | $39254.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |        721 | NS      | $22281.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         61 | NS      | $54609.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |         21 | NS      | $6151.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        196 | NS      | $18055.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        439 | NS      | $19855.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                       | PenFed Auto Receivables Owner Trust                                                                                            | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60400 | PA      | $60567.69     | 0.02%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       1897 | NS      | $291178.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        847 | NS      | $68867.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         22 | NS      | $9115.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        239 | NS      | $19756.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                                      | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       1536 | NS      | $150667.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       1369 | NS      | $212592.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                                        | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       1031 | NS      | $29315.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                                                                              | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         27 | NS      | $6156.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        135 | NS      | $22320.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     210000 | PA      | $209195.60    | 0.07%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     101000 | PA      | $100515.20    | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 18                                                                                                              | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249273.25    | 0.09%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                                                             | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $200636.00    | 0.07%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                               | Polaris Inc                                                                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54517.10     | 0.02%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        144 | NS      | $7876.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                                         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        110 | NS      | $9915.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       1859 | NS      | $268513.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        583 | NS      | $115573.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                  | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     302000 | PA      | $300873.54    | 0.10%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                  | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      67000 | PA      | $66805.70     | 0.02%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                                  | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90653.40     | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                   | Public Service Electric and Gas Co                                                                                             | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     204000 | PA      | $201468.36    | 0.07%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                                                 | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |         70 | NS      | $18961.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                                                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         98 | NS      | $11525.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                     | Qnity Electronics Inc                                                                                                          | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |         57 | NS      | $6576.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        643 | NS      | $82805.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                                                                          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        147 | NS      | $28809.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2025-CES12                                                                                                 | CUSIP: 749349AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     161184 | PA      | $160415.17    | 0.06%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2026-CES2                                                                                                  | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |     513089 | PA      | $507440.56    | 0.18%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2026-CES3                                                                                                  | CUSIP: 74940LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355720 | PA      | $354647.82    | 0.12%             | 2056-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                        | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $217000.00    | 0.08%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |         82 | NS      | $15817.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         15 | NS      | $11589.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        483 | NS      | $105786.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                                                                          | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     295000 | PA      | $298463.30    | 0.10%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                                | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198787 | PA      | $199398.07    | 0.07%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         77 | NS      | $17284.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |         10 | NS      | $7862.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                                                                             | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     284000 | PA      | $283426.32    | 0.10%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         51 | NS      | $18302.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                                                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        612 | NS      | $32686.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                         | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     342000 | PA      | $340546.50    | 0.12%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                                                                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        217 | NS      | $76787.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                                                                | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     658000 | PA      | $658598.78    | 0.23%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                                                           | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |         95 | NS      | $15357.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2024-1 LLC                                                                                               | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21663 | PA      | $21719.04     | 0.01%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                                                                 | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124666.25    | 0.04%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2025-1 LLC                                                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101658.94    | 0.04%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                            | SWCH Commercial Mortgage Trust 2025-DATA                                                                                       | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269316 | PA      | $265949.55    | 0.09%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                                                                 | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     202000 | PA      | $204230.08    | 0.07%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        207 | NS      | $38640.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     273000 | PA      | $272628.72    | 0.09%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                 | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     273000 | PA      | $272516.79    | 0.09%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                                                                    | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120265.20    | 0.04%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                 | Santander Mortgage Asset Receivable Trust 2025-NQM6                                                                            | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |     153055 | PA      | $152619.67    | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     443000 | PA      | $435637.34    | 0.15%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     229000 | PA      | $236169.99    | 0.08%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                     | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      29000 | PA      | $30010.36     | 0.01%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                 | Santander Mortgage Asset Receivable Trust 2026-CES1                                                                            | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |     299997 | PA      | $297707.11    | 0.10%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                 | Santander Mortgage Asset Receivable Trust 2026-NQM2                                                                            | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |     111906 | PA      | $110677.54    | 0.04%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     105000 | PA      | $102052.65    | 0.04%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                                        | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      42061 | PA      | $42347.83     | 0.01%             | 2031-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        305 | NS      | $31887.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        124 | NS      | $39748.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54241 | PA      | $54632.53     | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     516083 | PA      | $515185.35    | 0.18%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                                                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         25 | NS      | $9080.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                            | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     235000 | PA      | $239533.15    | 0.08%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     232000 | PA      | $234220.24    | 0.08%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                               | Sotheby's Artfi Master Trust                                                                                                   | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     165000 | PA      | $164743.24    | 0.06%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                               | Sotheby's Artfi Master Trust                                                                                                   | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     120000 | PA      | $119733.60    | 0.04%             | 2033-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       1402 | NS      | $135321.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                     | Southwest Airlines Co                                                                                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58248.34     | 0.02%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                         | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $95482.00     | 0.03%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68297.58     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      51000 | PA      | $48151.65     | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                                                                                                 | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     272000 | PA      | $273224.00    | 0.09%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                                                                            | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     244000 | PA      | $240327.80    | 0.08%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities Inc                                                                                                            | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |         96 | NS      | $12092.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                    | Sunoco LP / Sunoco Finance Corp                                                                                                | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77000 | PA      | $78559.25     | 0.03%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     131000 | PA      | $130351.55    | 0.05%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                             | Sutter Health                                                                                                                  | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39936.78     | 0.01%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                                                                    | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     206000 | PA      | $206609.76    | 0.07%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                            | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      78000 | PA      | $79311.18     | 0.03%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                                                                     | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      96000 | PA      | $93063.36     | 0.03%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       1068 | NS      | $170559.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        456 | NS      | $95773.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                                                                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $181740.00    | 0.06%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37327.45     | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61847.29     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     109000 | PA      | $108523.67    | 0.04%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72454.14     | 0.03%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87095.70     | 0.03%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                                                                                                      | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        104 | NS      | $62921.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                                                                     | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |        810 | NS      | $10411.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                     | CUSIP: 87971MBX0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     154000 | PA      | $116514.59    | 0.04%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                     | CUSIP: 87971MCF8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $7482.52      | 0.00%             | 2031-02-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                     | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     146000 | PA      | $148207.52    | 0.05%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78929.69     | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                                                                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         76 | NS      | $22530.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-A                                                                                                  | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22355 | PA      | $22398.82     | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        499 | NS      | $96875.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp                                                                                                        | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         36 | NS      | $17084.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        249 | NS      | $36162.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                                                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        174 | NS      | $16250.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORY Commercial Mortgage Trust                            | TORY Commercial Mortgage Trust 2026-HGTS                                                                                       | CUSIP: 89148WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $196388.82    | 0.07%             | 2046-01-13      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2026-FIX1                                                                                            | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |     193586 | PA      | $192193.04    | 0.07%             | 2065-12-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2026-CES2                                                                                            | CUSIP: 89190MAA2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |     535195 | PA      | $528196.21    | 0.18%             | 2066-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                                                              | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        264 | NS      | $11959.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        199 | NS      | $58044.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricolor Auto Securitization Trust                        | Tricolor Auto Securitization Trust 2024-2                                                                                      | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16989 | PA      | $15884.45     | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  3 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies Inc                                                                                                         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         75 | NS      | $25678.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        369 | NS      | $23641.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                   | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $194202.00    | 0.07%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       1057 | NS      | $76030.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         26 | NS      | $13590.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                  | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $201360.00    | 0.07%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        331 | NS      | $80307.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Auto Credit Securitization Trust                   | United Auto Credit Securitization Trust 2026-1                                                                                 | CUSIP: 90945FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     186376 | PA      | $186290.74    | 0.06%             | 2028-06-12      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                   | United Auto Credit Securitization Trust 2025-1                                                                                 | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12908 | PA      | $12908.58     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     403000 | PA      | $393731.00    | 0.14%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                            | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3100000 | PA      | $3097516.81   | 1.08%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1474100 | PA      | $1436326.19   | 0.50%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     475800 | PA      | $365399.53    | 0.13%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1272100 | PA      | $1086055.38   | 0.38%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     759400 | PA      | $574058.94    | 0.20%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     471300 | PA      | $307081.41    | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     480000 | PA      | $341100.00    | 0.12%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3392800 | PA      | $2114668.63   | 0.73%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2134100 | PA      | $1184758.95   | 0.41%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     875000 | PA      | $527187.50    | 0.18%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1034800 | PA      | $717569.13    | 0.25%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1235000 | PA      | $878007.81    | 0.31%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     790200 | PA      | $715131.00    | 0.25%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     581200 | PA      | $466413.00    | 0.16%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1410600 | PA      | $1253229.94   | 0.44%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     461800 | PA      | $370233.72    | 0.13%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     674000 | PA      | $636192.81    | 0.22%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     477300 | PA      | $471482.91    | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     672600 | PA      | $602502.47    | 0.21%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      52400 | PA      | $49968.31     | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     957700 | PA      | $932410.73    | 0.32%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1604367 | PA      | $1560246.95   | 0.54%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4652400 | PA      | $4257309.49   | 1.48%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22465037 | PA      | $21380396.83  | 7.43%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2686324 | PA      | $2509404.51   | 0.87%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6231150 | PA      | $6091436.42   | 2.12%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2215500 | PA      | $2257906.07   | 0.78%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     425900 | PA      | $434750.73    | 0.15%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     685600 | PA      | $679761.69    | 0.24%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1017600 | PA      | $1022290.51   | 0.36%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4880250 | PA      | $4859089.67   | 1.69%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     798400 | PA      | $807569.13    | 0.28%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     741500 | PA      | $747698.48    | 0.26%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     642100 | PA      | $656647.58    | 0.23%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     415300 | PA      | $419647.67    | 0.15%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     247800 | PA      | $252620.49    | 0.09%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     296900 | PA      | $300564.86    | 0.10%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3067936 | PA      | $3081838.03   | 1.07%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     729903 | PA      | $741963.66    | 0.26%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3430300 | PA      | $3426816.12   | 1.19%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1184999 | PA      | $1179444.72   | 0.41%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2881676 | PA      | $2847231.09   | 0.99%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                                                                       | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         49 | NS      | $29056.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        490 | NS      | $132589.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | REVERSE REPO HSBC                                                                                                              | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -1961438 | PA      | $-1961437.50  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| University of California                                  | UNIV OF CALIFORNIA CA REVENUES                                                                                                 | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1130000 | PA      | $754603.83    | 0.26%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                                 | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     203044 | PA      | $202733.50    | 0.07%             | 2034-03-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                              | UPSTART Securitization Trust 2026-1                                                                                            | CUSIP: 91681BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197000 | PA      | $197014.18    | 0.07%             | 2027-02-22      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                               | VFI ABS 2025-1 LLC                                                                                                             | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143001 | PA      | $143447.36    | 0.05%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $206236.00    | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                                                                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         71 | NS      | $12471.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        133 | NS      | $10876.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113154.80    | 0.04%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp                                                                                                                   | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        126 | NS      | $11140.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        186 | NS      | $46194.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       2187 | NS      | $109787.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-9                                                                                              | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |      94882 | PA      | $94417.69     | 0.03%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        278 | NS      | $124138.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-5                                                                                              | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      83389 | PA      | $83655.45     | 0.03%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-6                                                                                              | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |      86568 | PA      | $86862.21     | 0.03%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                 | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     171000 | PA      | $167285.88    | 0.06%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       1443 | NS      | $436132.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4012.36      | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                                                                           | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        476 | NS      | $55106.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXCO3 SHARES                                             | LUXCO3 SHARES                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        895 | NS      | $15000.05     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       2427 | NS      | $301627.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                                      | Swiss Re Finance Luxembourg SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $197364.00    | 0.07%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                                                                          | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        360 | NS      | $58478.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        416 | NS      | $95592.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                                                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         31 | NS      | $9231.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                | Watsco Inc                                                                                                                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         20 | NS      | $7275.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                                | CUSIP: 95000JBB3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $121393.46    | 0.04%             | 2059-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                                                                  | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        182 | NS      | $35983.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                                                                                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         33 | NS      | $8271.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                    | Westinghouse Air Brake Technologies Corp                                                                                       | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     194000 | PA      | $196035.06    | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                   | Westpac New Zealand Ltd                                                                                                        | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |     205000 | PA      | $203480.95    | 0.07%             | 2029-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                               | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      42295 | PA      | $42650.92     | 0.01%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                               | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     114841 | PA      | $115650.44    | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        553 | NS      | $40247.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                           | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     127000 | PA      | $128270.00    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                           | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      68000 | PA      | $67943.56     | 0.02%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                                                            | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         86 | NS      | $15680.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                           | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      46000 | PA      | $46966.46     | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                           | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     194000 | PA      | $202002.50    | 0.07%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         81 | NS      | $10523.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        211 | NS      | $16761.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  108150000 | PA      | $526804.06    | 0.18%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1021542 | PA      | $1165045.58   | 0.40%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        319 | NS      | $49598.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        293 | NS      | $34635.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                                                                    | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         19 | NS      | $2665.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications Inc                                                                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        115 | NS      | $9244.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2GTS5   IRS USD R V 12MUSCPI IS2GTT6 CCPINFLATIONZERO / Short: BS2GTS5   IRS USD P F  2.77750 IS2GTS5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6245000 | OU      | $159324.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2GTU7   IRS USD R V 12MUSCPI IS2GTV8 CCPINFLATIONZERO / Short: BS2GTU7   IRS USD P F  2.77000 IS2GTU7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6245000 | OU      | $161818.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCH0   IRS USD R V 00MSOFR IS2LCI1 CCPOIS / Short: BS2LCH0   IRS USD P F   .34300 IS2LCH0 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10260000 | OU      | $712294.12    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCF8   IRS USD R V 00MSOFR IS2LCG9 CCPOIS / Short: BS2LCF8   IRS USD P F  1.30000 IS2LCF8 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1360000 | OU      | $119424.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCD6   IRS USD R V 00MSOFR IS2LCE7 CCPOIS / Short: BS2LCD6   IRS USD P F  1.88500 IS2LCD6 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6030000 | OU      | $227033.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LCP8   IRS USD R V 00MSOFR IS2LCQ9 CCPOIS / Short: BS2LCP8   IRS USD P F  2.39000 IS2LCP8 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1010000 | OU      | $123512.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCJ2   IRS USD R V 00MSOFR IS2LCK3 CCPOIS / Short: BS2LCJ2   IRS USD P F  2.11000 IS2LCJ2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     580000 | OU      | $20292.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCL4   IRS USD R V 00MSOFR IS2LCM5 CCPOIS / Short: BS2LCL4   IRS USD P F  2.24000 IS2LCL4 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1040000 | OU      | $34356.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD99   IRS USD R V 00MSOFR IS2LDA0 CCPOIS / Short: BS2LD99   IRS USD P F  1.50500 IS2LD99 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     420000 | OU      | $9348.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD77   IRS USD R V 00MSOFR IS2LD88 CCPOIS / Short: BS2LD77   IRS USD P F  1.39500 IS2LD77 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15740000 | OU      | $2006604.37   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD55   IRS USD R V 00MSOFR IS2LD66 CCPOIS / Short: BS2LD55   IRS USD P F  1.15000 IS2LD55 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     840000 | OU      | $22201.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD33   IRS USD R V 00MSOFR IS2LD44 CCPOIS / Short: BS2LD33   IRS USD P F  1.57000 IS2LD33 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1990000 | OU      | $49743.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LDB1   IRS USD R V 00MSOFR IS2LDC2 CCPOIS / Short: BS2LDB1   IRS USD P F  1.45000 IS2LDB1 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     420000 | OU      | $9606.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LJF7   IRS USD R V 00MUSCPI IS2LJG8 CCP INFLATION / Short: BS2LJF7   IRS USD P F  2.75250 BS2LJF7 CCP INFLATION       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4160000 | OU      | $102701.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LOP2   IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2   IRS USD P F  1.53700 IS2LOP2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1830000 | OU      | $141223.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS315D6   IRS USD R V 12MUSCPI IS315E7 CCPINFLATIONZERO / Short: BS315D6   IRS USD P F  2.53000 IS315D6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2460000 | OU      | $6436.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS32CD8   IRS CNY R F  1.60200 SS32CD8/1.602 CCP / Short: SS32CD8   IRS CNY P V 00MCNRR CNRR007/1W/CCP/IS32CE9           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    9158000 | OU      | $1546.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS32WP0   IRS NZD R F  4.15500 IS32WP0 CCPVANILLA / Short: SS32WP0   IRS NZD P V 03MNZDBB IS32WQ1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     552000 | OU      | $-3277.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS32WV6   IRS NZD R F  4.15250 IS32WV6 CCPVANILLA / Short: SS32WV6   IRS NZD P V 03MNZDBB IS32WW7 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1088000 | OU      | $-6577.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Ltd.                             | Long: SS33IU0   IRS CNY R F  1.59050 IS33IU0 CCPNDF / Short: SS33IU0   IRS CNY P V 00MCNRR IS33IV1 CCPNDF                      | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DIR              |  | US        |    6221000 | OU      | $890.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Ltd.                             | Long: SS33IS8   IRS CNY R F  1.58250 IS33IS8 CCPNDF / Short: SS33IS8   IRS CNY P V 00MCNRR IS33IT9 CCPNDF                      | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DIR              |  | US        |    5759000 | OU      | $549.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS38KZ4   IRS NZD R F  3.97950 IS38KZ4 CCPVANILLA / Short: SS38KZ4   IRS NZD P V 03MNZDBB IS38L06 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     290000 | OU      | $-2977.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS39QK4   IRS BRL R F 12.61800 IS39QK4 CCPNDFPREDISWAP / Short: SS39QK4   IRS BRL P V 00MBRCDI IS39QL5 CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3590000 | OU      | $-14758.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS39RO5   IRS BRL R F 12.68170 IS39RO5 CCPNDFPREDISWAP / Short: SS39RO5   IRS BRL P V 00MBRCDI IS39RP6 CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1557000 | OU      | $-6031.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS3AL24   IRS BRL R F 12.49000 IS3AL24 CCPNDFPREDISWAP / Short: SS3AL24   IRS BRL P V 00MBRCDI IS3AL35 CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1321000 | OU      | $-5771.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS3ALI0   IRS BRL R F 12.55500 IS3ALI0 CCPNDFPREDISWAP / Short: SS3ALI0   IRS BRL P V 00MBRCDI IS3ALJ1 CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1321000 | OU      | $-5443.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS3AQ07   IRS BRL R F 13.02000 IS3AQ07 CCPNDFPREDISWAP / Short: SS3AQ07   IRS BRL P V 00MBRCDI IS3AQ18 CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1386000 | OU      | $-3361.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SS3AUI3   IRS BRL R F 13.22000 IS3AUI3 CCPNDFPREDISWAP / Short: SS3AUI3   IRS BRL P V 00MBRCDI IS3AUJ4 CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1507975 | OU      | $-2546.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS3AVE6   CDS USD R F  5.00000 IS3AVE6 CCPCDX / Short: SS3AVE6   CDS USD P V 03MEVENT IS3AVF7 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     180180 | OU      | $9784.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: BS3BA64   CDS USD R V 03MEVENT IS3BA75 CCPSOVEREIGN / Short: BS3BA64   CDS USD P F  1.00000 IS3BA64 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6590000 | OU      | $-165205.59   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS29592 TRS CHF R F   .00000 SELS29592/SMM6 / Short: SELS29592 TRS CHF P E SELS29592/DE000C7YL4Y3                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     511383 | OU      | $5631.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: BS3BES4   CDS USD R V 03MEVENT IS3BET5 CCPITRAXX / Short: BS3BES4   CDS USD P F  1.00000 IS3BES4 CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4960000 | OU      | $-21162.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS3BEO0   CDS USD R F  1.00000 IS3BEO0 CCPCDX / Short: SS3BEO0   CDS USD P V 03MEVENT IS3BEP1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4960000 | OU      | $87313.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS3BEG2   CDS EUR R F  5.00000 IS3BEG2 CCPITRAXX / Short: SS3BEG2   CDS EUR P V 03MEVENT IS3BEH3 CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $7446.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: BS3BOA6   CDS USD R V 03MEVENT IS3BOB7 CCPCDX / Short: BS3BOA6   CDS USD P F  5.00000 IS3BOA6 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     910000 | OU      | $-45091.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS3BOM8   CDS USD R F  5.00000 IS3BOM8 CCPCDX / Short: SS3BOM8   CDS USD P V 03MEVENT IS3BON9 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1114000 | OU      | $55200.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS3BR41   CDS USD R F  5.00000 IS3BR41 CCPCDX / Short: SS3BR41   CDS USD P V 03MEVENT IS3BR52 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      83000 | OU      | $4112.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        144 | NS      | $24188.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |         68 | NS      | $13406.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    8767218 | PA      | $468317.23    | 0.16%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49250000 | PA      | $305445.89    | 0.11%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                                | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        310 | NS      | $412224.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |         76 | NS      | $5177.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |        112 | NS      | $6743.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      11945 | NS      | $18017.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     271000 | PA      | $271387.16    | 0.09%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       1329 | NS      | $77359.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                    | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $529859.08    | 0.18%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        116 | NS      | $39359.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     488000 | PA      | $330244.60    | 0.11%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                                                                 | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         45 | NS      | $9638.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                                                                        | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |         68 | NS      | $11255.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                               | Helvetia Baloise Holding AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |         59 | NS      | $15269.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $210126.63    | 0.07%             | 2029-07-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                     | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $203660.81    | 0.07%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     195000 | PA      | $222194.75    | 0.08%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                    | Romania Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     134000 | PA      | $117645.30    | 0.04%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $108814.05    | 0.04%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                              | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     113000 | PA      | $118169.06    | 0.04%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                         | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     100000 | PA      | $96566.66     | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   76100000 | PA      | $249597.26    | 0.09%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                   | Periama Holdings LLC/DE                                                                                                        | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199694.00    | 0.07%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                       | VZ Vendor Financing II BV                                                                                                      | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |     320000 | PA      | $337585.94    | 0.12%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                       | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $219345.70    | 0.08%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $212600.15    | 0.07%             | 2029-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $106649.14    | 0.04%             | 2029-08-09      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $159970.25    | 0.06%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                               | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $222572.83    | 0.08%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |        586 | NS      | $7056.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                                                                    | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |     100000 | PA      | $97193.13     | 0.03%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                               | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     166000 | PA      | $189031.44    | 0.07%             | 2027-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                               | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $337139.55    | 0.12%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     494000 | PA      | $506776.47    | 0.18%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         59 | NS      | $6172.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     192000 | PA      | $221350.68    | 0.08%             | 2032-08-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    5509000 | PA      | $172118.67    | 0.06%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                                                                        | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $230111.29    | 0.08%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                       | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $232422.99    | 0.08%             | 2029-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                                                                 | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116247.32    | 0.04%             | 2029-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $137890.05    | 0.05%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119958.76    | 0.04%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1241800000 | PA      | $332176.81    | 0.12%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  102050000 | PA      | $503887.35    | 0.18%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $235178.53    | 0.08%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1170000 | PA      | $196795.92    | 0.07%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                      | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117702.54    | 0.04%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $119722.97    | 0.04%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   57650000 | PA      | $190584.10    | 0.07%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119039.86    | 0.04%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      69000 | PA      | $82642.34     | 0.03%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  187160000 | PA      | $555373.97    | 0.19%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  411150000 | PA      | $2529231.17   | 0.88%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                                                                   | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $137548.47    | 0.05%             | 2028-09-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       3720 | NS      | $39566.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BK CANADA TORONTO                                   | Royal Bank of Canada/Toronto                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $83150.86     | 0.03%             | 2028-10-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     222968 | PA      | $259526.79    | 0.09%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |     230000 | PA      | $158515.57    | 0.06%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 7797000000 | PA      | $462497.83    | 0.16%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                      | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237441.69    | 0.08%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                            | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $238512.00    | 0.08%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                    | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $96600.18     | 0.03%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                                       | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4841000 | PA      | $760002.93    | 0.26%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                            | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115284.50    | 0.04%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      21914 | PA      | $24257.87     | 0.01%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   42900000 | PA      | $174397.74    | 0.06%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $141074.11    | 0.05%             | 2031-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     185193 | PA      | $177400.53    | 0.06%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $117931.40    | 0.04%             | 2034-05-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                                                               | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     145000 | PA      | $167196.05    | 0.06%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $134656.49    | 0.05%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                                                                                              | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |         25 | NS      | $4913.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                        | Pinewood Finco PLC                                                                                                             | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $129231.05    | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $106104.74    | 0.04%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53300000 | PA      | $227661.41    | 0.08%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                             | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     109000 | PA      | $123583.83    | 0.04%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116084.35    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     542000 | PA      | $572826.12    | 0.20%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     324588 | PA      | $329932.74    | 0.11%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     364000 | PA      | $422854.16    | 0.15%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $137527.77    | 0.05%             | 2027-05-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                                         | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     100000 | PA      | $116162.95    | 0.04%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                  | John Deere Financial Ltd                                                                                                       | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     230000 | PA      | $156743.02    | 0.05%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $163854.55    | 0.06%             | 2054-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $135842.91    | 0.05%             | 2034-08-23      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $149098.17    | 0.05%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     710000 | PA      | $105703.77    | 0.04%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114690.39    | 0.04%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                     | Swire Properties MTN Financing Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $149397.09    | 0.05%             | 2029-09-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     365000 | PA      | $442368.32    | 0.15%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     220000 | PA      | $147912.35    | 0.05%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                     | Holding d'Infrastructures des Metiers de l'Environnement SAS                                                                   | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117467.90    | 0.04%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     141000 | PA      | $161239.20    | 0.06%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  429190000 | PA      | $261627.32    | 0.09%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                  | Almaviva-The Italian Innovation Co SpA                                                                                         | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $109424.34    | 0.04%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    4525000 | PA      | $132364.48    | 0.05%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     117000 | PA      | $133967.33    | 0.05%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $137037.91    | 0.05%             | 2035-01-16      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1830000 | PA      | $241199.10    | 0.08%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     212000 | PA      | $236419.73    | 0.08%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                           | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     118000 | PA      | $133016.03    | 0.05%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1354587 | PA      | $1746064.74   | 0.61%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1890000 | PA      | $269649.86    | 0.09%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     100000 | PA      | $115787.30    | 0.04%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     116000 | PA      | $128685.98    | 0.04%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     263000 | PA      | $282821.88    | 0.10%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $206177.53    | 0.07%             | 2030-03-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                         | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $160050.35    | 0.06%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                 | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     170000 | PA      | $195115.15    | 0.07%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                                                               | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $145166.61    | 0.05%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                   | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $114084.73    | 0.04%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     130000 | PA      | $87078.96     | 0.03%             | 2030-06-05      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1510000 | PA      | $440158.12    | 0.15%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                                    | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       1516 | NS      | $44717.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3718500 | PA      | $189768.67    | 0.07%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                              | Fibercop SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     135000 | PA      | $154758.69    | 0.05%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     101000 | PA      | $114136.38    | 0.04%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                                                                         | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $142946.06    | 0.05%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  412240000 | PA      | $214010.25    | 0.07%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2507000000 | PA      | $142913.91    | 0.05%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GZ MTR FIN BVI                                            | Guangzhou Metro Investment Finance BVI Ltd                                                                                     | CUSIP: 000000000<br>LEI: 30030026WRIFBEGCB472 | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $144287.95    | 0.05%             | 2028-08-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     814000 | PA      | $1063178.18   | 0.37%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112162.55    | 0.04%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     131860 | PA      | $144051.76    | 0.05%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       1397 | NS      | $76694.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                                                                       | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $220767.39    | 0.08%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                          | alstria Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $110427.62    | 0.04%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $143517.85    | 0.05%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $142371.38    | 0.05%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     462000 | PA      | $515574.37    | 0.18%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                                                                | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     140000 | PA      | $156959.61    | 0.05%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                           | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      70000 | PA      | $46564.12     | 0.02%             | 2030-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     140000 | PA      | $152676.26    | 0.05%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      18500 | PA      | $20982.73     | 0.01%             | 2036-06-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53300000 | PA      | $333361.35    | 0.12%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                                                                            | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     100000 | PA      | $112764.75    | 0.04%             | 2036-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113082.61    | 0.04%             | 2034-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $128276.74    | 0.04%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        479 | NS      | $191164.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     174000 | PA      | $194104.96    | 0.07%             | 2056-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                                                                     | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     102000 | PA      | $116529.12    | 0.04%             | 2030-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                                                              | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |     103000 | PA      | $116684.62    | 0.04%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     103000 | PA      | $117872.76    | 0.04%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                      | Maple Parent Holdings Corp                                                                                                     | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     176000 | PA      | $202388.08    | 0.07%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT JUN26                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        141 | NC      | $-795991.09   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT JUN26                                                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          3 | NC      | $-4530.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT JUN26                                                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -33 | NC      | $44151.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          3 | NC      | $14817.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         19 | NC      | $-46369.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -55 | NC      | $41746.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 JUN26                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         28 | NC      | $6898.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |          4 | NC      | $-8601.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -15 | NC      | $-25787.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          5 | NC      | $-445.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $1929.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $-9573.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -31 | NC      | $31781.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          7 | NC      | $-26465.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          8 | NC      | $-33575.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -4 | NC      | $3867.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          1 | NC      | $3263.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -8 | NC      | $-29282.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          9 | NC      | $-31583.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -20 | NC      | $24135.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -3 | NC      | $-2255.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         86 | NC      | $-60007.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         43 | NC      | $-24891.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -14 | NC      | $8243.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | CAN 10YR BOND FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         16 | NC      | $2727.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | CAN 10YR BOND FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -19 | NC      | $32889.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P MID 400 EMINI JUN26                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          8 | NC      | $19648.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        341 | NC      | $-359716.62   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        108 | NC      | $-142792.68   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $-877.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         43 | NC      | $-172554.96   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE APR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         -9 | NC      | $3276.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -50 | NC      | $92493.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | MSCI SING IX ETS APR26                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         -3 | NC      | $-773.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | S+P/TSX 60 IX FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |          5 | NC      | $26920.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 3YR BOND FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -16 | NC      | $2472.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -17 | NC      | $158654.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -12 | NC      | $5803.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | 10YR MINI JGB FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |          8 | NC      | $-7263.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        705 | NS      | $9362.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        329 | NS      | $13760.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                                                               | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      16432 | NS      | $63136.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         26 | NS      | $9485.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                                                                       | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        309 | NS      | $19726.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                                       | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |        401 | NS      | $12923.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |        689 | NS      | $11801.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |        862 | NS      | $15421.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                                                                      | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |        273 | NS      | $6735.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |        993 | NS      | $29372.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         16 | NS      | $17245.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         21 | NS      | $6917.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         85 | NS      | $26770.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                                                                | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         34 | NS      | $7786.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                               | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        299 | NS      | $27440.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         51 | NS      | $6230.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |         95 | NS      | $7678.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |         91 | NS      | $8450.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        476 | NS      | $16466.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |        190 | NS      | $7962.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        667 | NS      | $10468.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                 | Metso Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |        406 | NS      | $7036.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                                                                           | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        317 | NS      | $7600.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                                                                     | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        468 | NS      | $17990.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |       2613 | NS      | $7761.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                                                                     | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         23 | NS      | $15525.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        212 | NS      | $6469.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                                                                       | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        185 | NS      | $4423.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        254 | NS      | $20296.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        488 | NS      | $15904.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                                                 | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        105 | NS      | $21703.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |        930 | NS      | $21291.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        221 | NS      | $6614.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                                                                     | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |        672 | NS      | $14500.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       1147 | NS      | $37578.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                                   | TIS Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |        470 | NS      | $10049.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |        621 | NS      | $16205.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |        188 | NS      | $8333.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      71000 | PA      | $97754.39     | 0.03%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                                                                    | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |         59 | NS      | $4216.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       8380 | NS      | $13095.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        494 | NS      | $35059.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     566000 | PA      | $672054.53    | 0.23%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                                             | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       1618 | NS      | $18130.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |        163 | NS      | $8614.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        137 | NS      | $7717.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        517 | NS      | $24076.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                  | Westfield America Management Ltd                                                                                               | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |     100000 | PA      | $122433.04    | 0.04%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        858 | NS      | $14543.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       1649 | NS      | $46008.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       1459 | NS      | $15574.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $100706.92    | 0.03%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      66857 | NS      | $89462.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |        394 | NS      | $6784.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        100 | NS      | $6284.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                                                                      | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         64 | NS      | $46447.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |        187 | NS      | $5657.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       1513 | NS      | $26699.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |        879 | NS      | $13740.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     134000 | PA      | $143617.67    | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                                                                           | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        665 | NS      | $13462.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     461000 | PA      | $491002.48    | 0.17%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                                      | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        323 | NS      | $7951.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       2531 | NS      | $69717.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                                                                    | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        314 | NS      | $6986.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     145701 | PA      | $86246.34     | 0.03%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        788 | NS      | $15295.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       2337 | NS      | $85521.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |        407 | NS      | $18850.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     340092 | PA      | $415619.73    | 0.14%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1023605 | PA      | $1321216.81   | 0.46%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     146000 | PA      | $153132.56    | 0.05%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |        799 | NS      | $34812.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                                                               | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       2226 | NS      | $6735.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                  | CVC Capital Partners PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |        177 | NS      | $2310.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                | Magnum Ice Cream Co NV/The                                                                                                     | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |        266 | NS      | $3907.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        288 | NS      | $12276.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        340 | NS      | $22861.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     525000 | PA      | $132427.37    | 0.05%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        380 | NS      | $9057.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        102 | NS      | $7317.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |        445 | NS      | $7258.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                                                                     | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |        166 | NS      | $12808.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                      | Ryanair Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |        228 | NS      | $6418.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         15 | NS      | $9357.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                                                                       | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         13 | NS      | $13011.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                                                                   | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         45 | NS      | $6538.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         97 | NS      | $31309.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        367 | NS      | $35228.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        534 | NS      | $105886.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        189 | NS      | $67599.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        237 | NS      | $117495.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         76 | NS      | $6620.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                                                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |         66 | NS      | $13795.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        132 | NS      | $55009.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         67 | NS      | $19476.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        279 | NS      | $90934.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         83 | NS      | $19256.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        174 | NS      | $24855.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $95200.00     | 0.03%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AZ48771 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       7600 | NC      | $1631023.91   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AZ49268 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      12000 | NC      | $234495.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AZ49525 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        960 | NC      | $249808.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AZ50011 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        190 | NC      | $78355.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $183491.20    | 0.06%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                              | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $204674.00    | 0.07%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                                                                           | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198376.00    | 0.07%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-17

**Name of Applicant:** BERNSTEIN SANFORD C FUND INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller